Struct CumulativeVolumeIndex 

pub struct CumulativeVolumeIndex { /* private fields */ }

Cumulative Volume Index (CVI) — the running total of net advancing volume across a universe.

On each CrossSection tick the increment is advancing volume - declining volume, the standard definition (StockCharts, MetaStock): CVI_t = CVI_{t-1} + (advancing volume - declining volume). The index is path-dependent, so only its slope and divergences against a price index carry meaning, not its absolute level. Unchanged issues contribute to neither side.

Input = CrossSection, Output = f64, warmup_period == 1.

Example

use wickra_core::{CrossSection, CumulativeVolumeIndex, Indicator, Member};

let mut cvi = CumulativeVolumeIndex::new();
// adv vol 150, dec vol 50 -> 150 - 50 = 100.
let tick = CrossSection::new(
    vec![
        Member::new(1.0, 150.0, false, false),
        Member::new(-1.0, 50.0, false, false),
    ],
    0,
)
.unwrap();
assert_eq!(cvi.update(tick), Some(100.0));

Implementations

impl CumulativeVolumeIndex

pub const fn new() -> Self

Construct a new Cumulative Volume Index indicator.

Trait Implementations

impl Clone for CumulativeVolumeIndex

fn clone(&self) -> Self

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for CumulativeVolumeIndex

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Default for CumulativeVolumeIndex

fn default() -> Self

Returns the “default value” for a type.

impl Indicator for CumulativeVolumeIndex

type Input = CrossSection

Type of one input data point (typically f64 for a price, or Candle / Tick).

type Output = f64

Type of one output value.

fn update(&mut self, section: CrossSection) -> Option<f64>

Feed one new data point into the indicator and return the freshly computed output, or None if there is no value for this input.

fn reset(&mut self)

Reset all internal state, leaving the indicator equivalent to a freshly constructed instance with the same parameters.

fn warmup_period(&self) -> usize

Number of inputs required before the first non-None output can be produced.

fn is_ready(&self) -> bool

Whether the indicator has emitted at least one value since the last reset.

fn name(&self) -> &'static str

Stable, human-readable indicator name. Used by chaining and diagnostics.