Struct OvernightIntradayReturn 

pub struct OvernightIntradayReturn { /* private fields */ }

Overnight / intraday return decomposition, re-anchored at each local day boundary of Candle::timestamp shifted by utc_offset_minutes.

The first session yields no output (there is no prior close to anchor the overnight leg); from the second session onward every bar reports both components.

Example

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

let hour = 3_600_000;
let mut oi = OvernightIntradayReturn::new(0);
// Day 1 closes at 100.
assert!(oi.update(Candle::new(99.0, 101.0, 98.0, 100.0, 1.0, 0).unwrap()).is_none());
// Day 2 opens 110 (overnight +10%), closes 121 (intraday +10%).
let v = oi.update(Candle::new(110.0, 122.0, 109.0, 121.0, 1.0, 24 * hour).unwrap()).unwrap();
assert!((v.overnight - 0.10).abs() < 1e-9);
assert!((v.intraday - 0.10).abs() < 1e-9);

Implementations

impl OvernightIntradayReturn

pub const fn new(utc_offset_minutes: i32) -> OvernightIntradayReturn

Construct the indicator with the given UTC offset (minutes).

pub const fn utc_offset_minutes(&self) -> i32

Configured UTC offset in minutes.

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

Most recent decomposition if at least one day boundary has been crossed.

Trait Implementations

impl Clone for OvernightIntradayReturn

fn clone(&self) -> OvernightIntradayReturn

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for OvernightIntradayReturn

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

Formats the value using the given formatter.

impl Indicator for OvernightIntradayReturn

type Input = Candle

Type of one input data point (typically f64 for a price, or Candle / Tick).

type Output = OvernightIntradayReturnOutput

Type of one output value.

fn update(&mut self, candle: Candle) -> Option<OvernightIntradayReturnOutput>

Feed one new data point into the indicator and return the freshly computed output, or None if the indicator is still warming up.

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.