Struct Kvo 

pub struct Kvo { /* private fields */ }

Stephen J. Klinger’s Volume Oscillator — a long/short-term volume-force MACD with trend-aware cumulative-money-flow weighting.

Each bar produces a “volume force” (vf) whose sign tracks the daily trend (+1 on an up day, −1 on a down day, carry-over otherwise) and whose magnitude scales with how the current bar’s range compares to the range accumulated since the trend last flipped. The KVO line is the difference of two EMAs of vf:

hlc_t  = high_t + low_t + close_t                     (decides the trend)
trend  = sign(hlc_t − hlc_{t−1})   (carried over when equal)
dm_t   = high_t − low_t                               (the "daily measurement")
cm_t   = cm_{t−1} + dm_t          if trend unchanged
cm_t   = dm_{t−1} + dm_t          if trend just flipped
vf_t   = volume_t · |2·(dm_t/cm_t − 1)| · trend · 100
KVO_t  = EMA(vf, fast)_t − EMA(vf, slow)_t

Klinger’s textbook configuration is fast = 34, slow = 55 on daily bars. The first bar only seeds dm_{t−1}, so the very first vf lands at bar 2; the slow EMA then needs slow raw vf values to seed, putting the first KVO emission at bar slow + 1. A zero cm_t (only possible when every bar since the last flip has a zero range) collapses vf to 0.

Example

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

let mut indicator = Kvo::new(34, 55).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, 10.0, i64::from(i)).unwrap();
    last = indicator.update(candle);
}
assert!(last.is_some());

Implementations

impl Kvo

pub fn new(fast: usize, slow: usize) -> Result<Self>

Construct a new KVO with the given EMA periods.

Errors

Returns Error::PeriodZero if either period is zero, or Error::InvalidPeriod if fast >= slow.

pub fn classic() -> Self

Klinger’s classic configuration: EMA(vf, 34) − EMA(vf, 55).

pub const fn periods(&self) -> (usize, usize)

Configured (fast, slow) periods.

Trait Implementations

impl Clone for Kvo

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 Kvo

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

Formats the value using the given formatter.

impl Indicator for Kvo

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.