Struct Vzo 

pub struct Vzo { /* private fields */ }

Walid Khalil’s Volume Zone Oscillator — a normalised version of OBV-style volume flow that swings within [−100, 100].

Each bar contributes a signed volume: +volume on an up day, −volume on a down day, 0 on an unchanged close. The VZO is the ratio of an EMA of that signed volume to an EMA of the absolute volume, scaled by 100:

R_t   = sign(close_t − close_{t−1}) · volume_t
VP_t  = EMA(R, period)_t                     (smoothed signed volume)
TV_t  = EMA(volume, period)_t                (smoothed absolute volume)
VZO_t = 100 · VP_t / TV_t

Khalil’s interpretation: VZO > +60 overbought, < −60 oversold, with the zero line acting as a trend filter. The first bar only seeds the previous close; both EMAs then need period samples to seed, so the first emission lands at bar period + 1. A TV_t == 0 (every bar had zero volume) collapses the output to 0 instead of NaN.

Example

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

let mut indicator = Vzo::new(14).unwrap();
let mut last = None;
for i in 0..80 {
    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 Vzo

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

Construct a new VZO with the given EMA smoothing period.

Errors

Returns Error::PeriodZero if period == 0.

pub const fn period(&self) -> usize

Configured EMA smoothing period.

Trait Implementations

impl Clone for Vzo

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 Vzo

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

Formats the value using the given formatter.

impl Indicator for Vzo

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.