Struct VerticalHorizontalFilter 

pub struct VerticalHorizontalFilter { /* private fields */ }

Vertical Horizontal Filter — Adam White’s trend-versus-range gauge.

VHF = (highest_close(n) − lowest_close(n)) / Σ|close − close_prev|(n)

The numerator is the net distance price covered over the window; the denominator is the total distance it walked. Their ratio lives in [0, 1]: a clean trend walks almost only in its net direction, so VHF approaches 1; a choppy market doubles back constantly, inflating the denominator and pushing VHF toward 0. It answers the same question as the ChoppinessIndex on an inverted scale.

Example

use wickra_core::{Indicator, VerticalHorizontalFilter};

let mut indicator = VerticalHorizontalFilter::new(28).unwrap();
let mut last = None;
for i in 0..80 {
    last = indicator.update(f64::from(i));
}
assert!(last.is_some());

Implementations

impl VerticalHorizontalFilter

pub fn new(period: usize) -> Result<VerticalHorizontalFilter, Error>

Construct a new Vertical Horizontal Filter over period closes.

Errors

Returns Error::PeriodZero if period == 0.

pub const fn period(&self) -> usize

Configured period.

Trait Implementations

impl Clone for VerticalHorizontalFilter

fn clone(&self) -> VerticalHorizontalFilter

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for VerticalHorizontalFilter

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

Formats the value using the given formatter.

impl Indicator for VerticalHorizontalFilter

type Input = f64

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, value: f64) -> Option<f64>

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.