Struct TimeOfDayReturnProfile 

pub struct TimeOfDayReturnProfile { /* private fields */ }

Mean bar return bucketed by local time of day.

The local day (the wall-clock day of Candle::timestamp shifted by utc_offset_minutes) is divided into buckets equal slices. Each bar’s simple return close / previous_close - 1 is accumulated into the bucket of its time-of-day, and the profile reports the running mean per bucket. The first bar produces no output (no return yet).

Example

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

let hour = 3_600_000;
let mut prof = TimeOfDayReturnProfile::new(24, 0).unwrap();
assert!(prof.update(Candle::new(100.0, 100.0, 100.0, 100.0, 1.0, 0).unwrap()).is_none());
let out = prof.update(Candle::new(101.0, 101.0, 101.0, 101.0, 1.0, hour).unwrap()).unwrap();
assert_eq!(out.bins.len(), 24);

Implementations

impl TimeOfDayReturnProfile

pub fn new( buckets: usize, utc_offset_minutes: i32, ) -> Result<TimeOfDayReturnProfile, Error>

Construct a Time-of-Day Return Profile with buckets intraday slices.

Errors

Returns Error::PeriodZero if buckets == 0.

pub const fn params(&self) -> (usize, i32)

Configured (buckets, utc_offset_minutes).

pub fn value(&self) -> Option<&TimeOfDayReturnProfileOutput>

Most recent profile if at least one return has been recorded.

Trait Implementations

impl Clone for TimeOfDayReturnProfile

fn clone(&self) -> TimeOfDayReturnProfile

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for TimeOfDayReturnProfile

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

Formats the value using the given formatter.

impl Indicator for TimeOfDayReturnProfile

type Input = Candle

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

type Output = TimeOfDayReturnProfileOutput

Type of one output value.

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

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.