Struct yata::indicators::Envelopes

pub struct Envelopes {
    pub period: PeriodType,
    pub k: ValueType,
    pub method: RegularMethods,
    pub source: Source,
    pub source2: Source,
}

Envelopes

Links

• https://www.investopedia.com/terms/e/envelope.asp

3 values

• Upper bound

Range of values is the same as the range of the source values.

• Lower bound

Range of values is the same as the range of the source values.Action

• Raw Source2 value

1 signal

• Signal 1 appears when Source2 value crosses bounds. When Source2 value crosses upper bound upwards, returns full sell signal. When Source2 value crosses lower bound downwards, returns full buy signal.

Fields

period: PeriodType

MA period length. Default is 20.

Range in [2; PeriodType::MAX).

k: ValueType

Bound relative size. Default is 0.1.

Range in (0.0; +inf).

method: RegularMethods

MA method. Default is SMA.

source: Source

Source value type for bounds. Default is Close.

source2: Source

Source2 value type for actual price. Default is Close.

Trait Implementations

impl Clone for Envelopes

fn clone(&self) -> Envelopes

Returns a copy of the value.

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

Performs copy-assignment from source.

impl Debug for Envelopes

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

Formats the value using the given formatter.

impl Default for Envelopes

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for Envelopes

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error> where
    __D: Deserializer<'de>, 

Deserialize this value from the given Serde deserializer.

impl IndicatorConfig for Envelopes

type Instance = EnvelopesInstance

Type of State

const NAME: &'static str

Name of an indicator

fn init<T: OHLCV>(self, candle: &T) -> Result<Self::Instance, Error>

Initializes the State based on current Configuration

fn validate(&self) -> bool

Validates if Configuration is OK

fn set(&mut self, name: &str, value: String) -> Result<(), Error>

Dynamically sets Configuration parameters

fn size(&self) -> (u8, u8)

Returns an IndicatorResult size processing by the indicator (count of raw values, count of signals)

fn name(&self) -> &'static str

Returns a name of the indicator

fn init_fn<'a, T: OHLCV>(
    self,
    initial_value: &'a T
) -> Result<Box<dyn FnMut(&'a T) -> IndicatorResult>, Error> where
    Self: 'static, 

Creates an IndicatorInstance function from this IndicatorConfig.

fn over<T, S>(self, inputs: S) -> Result<Vec<IndicatorResult>, Error> where
    T: OHLCV,
    S: AsRef<[T]>,
    Self: Sized, 

Evaluates indicator config over sequence of OHLC and returns sequence of IndicatorResults

impl Serialize for Envelopes

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error> where
    __S: Serializer, 

Serialize this value into the given Serde serializer.

impl Copy for Envelopes