wickra_embed_core/
ohlcv.rs

1//! The [`Candle`] OHLC bar — the `Copy` input type for candle indicators.
2
3use crate::math;
4
5/// One OHLCV bar.
6///
7/// Field order and semantics match `wickra_core::ohlcv::Candle`, so a candle
8/// built here feeds the parity oracle unchanged. `Copy` keeps the indicator
9/// update path allocation- and clone-free.
10#[derive(Debug, Clone, Copy, PartialEq)]
11pub struct Candle {
12    /// Bar open price.
13    pub open: f64,
14    /// Bar high price.
15    pub high: f64,
16    /// Bar low price.
17    pub low: f64,
18    /// Bar close price.
19    pub close: f64,
20    /// Bar volume.
21    pub volume: f64,
22    /// Bar timestamp (caller-defined epoch / resolution).
23    pub timestamp: i64,
24}
25
26impl Candle {
27    /// Construct a candle from its fields. Unlike the std `Candle::new`, this is
28    /// a plain `const` constructor with no validation: on bare metal the caller
29    /// (the C ABI, the firmware) is trusted to pass finite, ordered OHLC values,
30    /// and a validating constructor would add a panic path the core forbids.
31    #[must_use]
32    pub const fn new(
33        open: f64,
34        high: f64,
35        low: f64,
36        close: f64,
37        volume: f64,
38        timestamp: i64,
39    ) -> Self {
40        Self {
41            open,
42            high,
43            low,
44            close,
45            volume,
46            timestamp,
47        }
48    }
49
50    /// True range for this bar given the previous close, identical to
51    /// `wickra-core`: `max(high - low, |high - prev|, |low - prev|)`, or just
52    /// `high - low` for the first bar.
53    #[must_use]
54    pub fn true_range(&self, prev_close: Option<f64>) -> f64 {
55        let hl = self.high - self.low;
56        match prev_close {
57            Some(prev) => {
58                let hp = math::abs(self.high - prev);
59                let lp = math::abs(self.low - prev);
60                math::max(math::max(hl, hp), lp)
61            }
62            None => hl,
63        }
64    }
65}
wickra_embed_core/ohlcv.rs

wickra_embed_core/
ohlcv.rs
