Struct TradeVolumeIndex 

pub struct TradeVolumeIndex { /* private fields */ }

Trade Volume Index — a cumulative line that adds volume while price ticks up and subtracts it while price ticks down, where “up” and “down” are decided by a minimum tick value rather than any change.

change = close − prev_close
if  change >  min_tick:  direction = +1
if  change < −min_tick:  direction = −1
else:                    direction unchanged   (price is "churning")
TVI_t = TVI_{t−1} + direction * volume

The minimum tick value (MTV) is a dead-band: only moves larger than min_tick flip the accumulation direction, so a price drifting within the spread keeps adding volume in the last established direction instead of whipsawing. This is the cumulative-volume analogue of Obv, but with a noise filter and applied to close-to-close moves. Like all cumulative lines, only its slope and divergences against price carry meaning — the absolute level is arbitrary.

The first candle seeds the reference close and emits nothing; thereafter each bar emits the running total. Each update is O(1).

Example

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

let mut indicator = TradeVolumeIndex::new(0.5).unwrap();
let mut last = None;
for i in 0..20 {
    let close = 100.0 + f64::from(i);
    let c = Candle::new(close, close + 0.5, close - 0.5, close, 1_000.0, 0).unwrap();
    last = indicator.update(c);
}
assert!(last.is_some());

Implementations

impl TradeVolumeIndex

pub fn new(min_tick: f64) -> Result<Self>

Construct a new Trade Volume Index with the given minimum tick value.

Errors

Returns Error::InvalidParameter if min_tick is not finite or is negative. A min_tick of 0 is allowed and makes every non-zero move flip the direction.

pub const fn min_tick(&self) -> f64

Configured minimum tick value.

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

Current value if available.

Trait Implementations

impl Clone for TradeVolumeIndex

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 TradeVolumeIndex

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

Formats the value using the given formatter.

impl Indicator for TradeVolumeIndex

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.