Struct OpenInterestMomentum 

pub struct OpenInterestMomentum { /* private fields */ }

Open-Interest Momentum — the percentage rate of change of open interest over a period-tick lookback.

OIM = 100 · (OI_t − OI_{t−period}) / OI_{t−period}

Where OpenInterestDelta reports the single-tick change in open interest, OI Momentum measures the trend in positioning over a window: positive values mean open interest is expanding (new money entering — a position build that fuels the prevailing move), negative values mean it is contracting (positions being closed — deleveraging or short-covering). Read alongside price: rising OI with rising price is a strong new-long trend, while rising price with falling OI is a short-covering rally on borrowed time.

The output is a percentage and may be negative. A zero base open interest period ticks ago reports 0 rather than dividing by zero. The first value lands after period + 1 inputs. Each update is O(1).

Example

use wickra_core::{DerivativesTick, Indicator, OpenInterestMomentum};

let mut indicator = OpenInterestMomentum::new(5).unwrap();
let mut last = None;
for i in 0..20 {
    let oi = 1_000.0 + f64::from(i) * 100.0;
    let tick = DerivativesTick::new(0.0, 100.0, 100.0, 100.0, oi, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0).unwrap();
    last = indicator.update(tick);
}
assert!(last.unwrap() > 0.0); // expanding OI

Implementations

impl OpenInterestMomentum

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

Construct an OI Momentum over a period-tick lookback.

Errors

Returns Error::PeriodZero if period == 0.

pub const fn period(&self) -> usize

Configured lookback period.

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

Current value if available.

Trait Implementations

impl Clone for OpenInterestMomentum

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 OpenInterestMomentum

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

Formats the value using the given formatter.

impl Indicator for OpenInterestMomentum

type Input = DerivativesTick

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, tick: DerivativesTick) -> 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.