Struct AdvanceDeclineRatio 

pub struct AdvanceDeclineRatio { /* private fields */ }

Advance/Decline Ratio (ADR) — the number of advancing symbols divided by the number of declining symbols across a universe.

On each CrossSection tick the ratio is advancers / decliners: a reading above one means advancing issues outnumber declining ones (broad strength), while a reading below one signals broad weakness. Because it is a ratio rather than a difference, the ADR is comparable across universes of different sizes.

When a tick has no declining symbols the denominator is floored to one, so the ratio degrades gracefully to the advancer count instead of dividing by zero.

Input = CrossSection, Output = f64. The ratio is defined from the first tick, so warmup_period == 1 and the indicator is ready after one update.

Example

use wickra_core::{AdvanceDeclineRatio, CrossSection, Indicator, Member};

let mut adr = AdvanceDeclineRatio::new();
// 3 advancers, 1 decliner -> ratio 3.0.
let tick = CrossSection::new(
    vec![
        Member::new(1.0, 10.0, false, false),
        Member::new(0.5, 10.0, false, false),
        Member::new(2.0, 10.0, false, false),
        Member::new(-1.0, 10.0, false, false),
    ],
    0,
)
.unwrap();
assert_eq!(adr.update(tick), Some(3.0));

Implementations

impl AdvanceDeclineRatio

pub const fn new() -> AdvanceDeclineRatio

Construct a new Advance/Decline Ratio indicator.

Trait Implementations

impl Clone for AdvanceDeclineRatio

fn clone(&self) -> AdvanceDeclineRatio

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for AdvanceDeclineRatio

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

Formats the value using the given formatter.

impl Default for AdvanceDeclineRatio

fn default() -> AdvanceDeclineRatio

Returns the “default value” for a type.

impl Indicator for AdvanceDeclineRatio

type Input = CrossSection

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, section: CrossSection) -> 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.