Struct DemandIndex 

pub struct DemandIndex { /* private fields */ }

James Sibbet’s Demand Index — the ratio of buying pressure to selling pressure, bounded in [−100, +100].

Each bar’s volume (relative to its period average) is assigned in full to the side the weighted close moved towards, and the other side receives that volume damped exponentially by the size of the move against the market’s typical range. Both pressures are exponentially smoothed and compared. This is Sibbet’s construction as published in the TradeStation DemandIndex function:

WC     = (high + low + 2·close) / 4
ratio  = (WC_t − WC_{t−1}) / min(WC_t, WC_{t−1})
vol    = volume / SMA(volume, period)
K      = 3·WC / SMA(max(high, high_{t−1}) − min(low, low_{t−1}), period)
damped = vol / exp(min(K · |ratio|, 88))
ratio > 0:  BP = vol,     SP = damped
otherwise:  BP = damped,  SP = vol
B, S   = EMA(BP, period), EMA(SP, period)     (seeded with the first value)
DI     = +100 · (1 − S / B)   if B > S
         −100 · (1 − B / S)   if B < S
         0                    if B = S

Positive readings mean buying pressure dominates, negative selling pressure; the magnitude says by how much. A bar whose averages or weighted closes are zero carries no measurable pressure and repeats the previous reading. The first value lands once the two-bar range average is full, on bar period + 1.

Example

use wickra_core::{Candle, DemandIndex, Indicator};

let mut indicator = DemandIndex::new(10).unwrap();
let mut last = None;
for i in 0..120 {
    let base = 100.0 + f64::from(i);
    let candle =
        Candle::new(base, base + 2.0, base - 2.0, base + 1.0, 50.0, i64::from(i)).unwrap();
    last = indicator.update(candle);
}
assert!(last.is_some());

Implementations

impl DemandIndex

pub fn new(period: usize) -> Result<Self>

Construct a new Demand Index with the given averaging period.

Errors

Returns Error::PeriodZero if period == 0.

pub const fn period(&self) -> usize

Configured averaging period.

Trait Implementations

impl Clone for DemandIndex

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 DemandIndex

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

Formats the value using the given formatter.

impl Indicator for DemandIndex

type Input = Candle

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, candle: Candle) -> 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.

fn batch_nan_into(&mut self, inputs: &[Self::Input], out: &mut [f64])

where Self::Input: Copy, Self::Output: Into<f64>,

Run the indicator over inputs, writing one output per input into the caller-owned out buffer (NaN where update returns None). It exists for every indicator whose output converts to an f64; the batch pipelines use it for the scalar f64 -> f64 ones.

fn batch_fast_into(&mut self, inputs: &[Self::Input], out: &mut [f64])

where Self::Input: Copy, Self::Output: Into<f64>,

Opt-in fast batch: like batch_nan_into, but an indicator with a vectorised kernel may reassociate its arithmetic to run it in SIMD lanes. Each value then agrees with the exact batch to within the tolerance the indicator documents (a few units in the last place), not bit for bit; warmup positions, NaN placement and the output length are identical. The kernels are deterministic: the same input produces the same bits on every platform, with or without SIMD hardware.