Struct Wad 

pub struct Wad { /* private fields */ }

Williams Accumulation/Distribution — a cumulative price-only line that adds the day’s accumulation on up-closes and subtracts the day’s distribution on down-closes.

if close > prev_close:  AD =  close − min(low,  prev_close)   (true low)
if close < prev_close:  AD =  close − max(high, prev_close)   (true high)
if close = prev_close:  AD =  0
WAD_t = WAD_{t−1} + AD

Larry Williams’ A/D line (distinct from Chaikin’s volume-based Adl) uses no volume at all — it measures accumulation as how far price closed above the true low on up-days and distribution as how far it closed below the true high on down-days, then accumulates the result. A rising WAD that diverges from a flat or falling price is the classic accumulation signal; a falling WAD under a rising price warns of distribution.

The line is unbounded and its absolute level is meaningless — only its slope and divergences against price matter. The first candle has no previous close, so it seeds the reference and emits nothing; thereafter every bar emits the running total. Each update is O(1).

Example

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

let mut indicator = Wad::new();
let mut last = None;
for i in 0..20 {
    let base = 100.0 + f64::from(i);
    let c = Candle::new(base, base + 1.0, base - 1.0, base + 0.5, 1_000.0, 0).unwrap();
    last = indicator.update(c);
}
assert!(last.is_some());

Implementations

impl Wad

pub fn new() -> Self

Construct a new Williams A/D line. The line is parameter-free.

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

Current value if available.

Trait Implementations

impl Clone for Wad

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 Wad

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

Formats the value using the given formatter.

impl Default for Wad

fn default() -> Self

Returns the “default value” for a type.

impl Indicator for Wad

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.