Struct RviVolatility 

pub struct RviVolatility { /* private fields */ }

Relative Volatility Index — Donald Dorsey’s RSI-shaped volatility gauge.

Where RSI partitions price changes into gains and losses and Wilder-smooths each side, RVI partitions the rolling standard deviation of price into “up volatility” (when price rose since the previous bar) and “down volatility” (when price fell), then applies the same Wilder smoothing and ratio:

sd_t        = stddev_pop(close over `period`)            // single scalar each bar
up_t        = sd_t if close_t > close_{t-1}, else 0
down_t      = sd_t if close_t < close_{t-1}, else 0
AvgUp_t     = Wilder(up,   period)
AvgDown_t   = Wilder(down, period)
RVI_t       = 100 · AvgUp_t / (AvgUp_t + AvgDown_t)

The output is bounded on [0, 100]. A series with no down-bars saturates at 100; a series with no up-bars saturates at 0. A completely flat series (no movement, both averages zero) returns 50 by the same undefined-RS convention as RSI (crates/wickra-core/src/indicators/rsi.rs).

Example

use wickra_core::{Indicator, RviVolatility};

let mut indicator = RviVolatility::new(10).unwrap();
let mut last = None;
for i in 0..80 {
    last = indicator.update(100.0 + (f64::from(i) * 0.3).sin() * 5.0);
}
assert!(last.is_some());

Implementations

impl RviVolatility

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

Construct an RVI with the given period.

period is used both as the standard-deviation window length and as the Wilder smoothing constant for the up/down averages.

Errors

Returns Error::PeriodZero if period == 0, or Error::InvalidPeriod if period == 1 (a 1-bar rolling standard deviation is always zero and the indicator would never produce a meaningful reading).

pub const fn period(&self) -> usize

Configured period.

pub const fn value(&self) -> Option<f64>

Current value if available.

Trait Implementations

impl Clone for RviVolatility

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 RviVolatility

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

Formats the value using the given formatter.

impl Indicator for RviVolatility

type Input = f64

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, input: f64) -> 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.