Struct yata::indicators::FisherTransform

pub struct FisherTransform<M: MovingAverageConstructor = MA> {
    pub period1: PeriodType,
    pub zone: ValueType,
    pub signal: M,
    pub source: Source,
}

Fisher transform

Links

• https://en.wikipedia.org/wiki/Fisher_transformation
• https://www.investopedia.com/terms/f/fisher-transform.asp

2 values

• FT main value

Range in (-inf; +inf).

• signal value line

Range in (-inf; +inf).

2 signals

• Signal 1 appears when main value crosses zero line. When main value changes direction, returns signal corresponds to relative position of main value in zone
• Signal 2 appears when main value crosses signal line and after signal 1 appears

Fields

period1: PeriodType

Main period for max/min values calculation. Default is 9.

Range in [2; PeriodType::MAX).

zone: ValueType

Zone size for signals. Default is 1.5.

Range in (0.0; +inf)

signal: M

Signal line moving average type.

Default is SMA(2).

Period range in [2; PeriodType::MAX).

source: Source

Source type of values. Default is TP

Trait Implementations

impl<M: Clone + MovingAverageConstructor> Clone for FisherTransform<M>

fn clone(&self) -> FisherTransform<M>

Returns a copy of the value.

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

Performs copy-assignment from source.

impl<M: Debug + MovingAverageConstructor> Debug for FisherTransform<M>

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

Formats the value using the given formatter.

impl Default for FisherTransform<MA>

fn default() -> Self

Returns the “default value” for a type.

impl<'de, M: MovingAverageConstructor> Deserialize<'de> for FisherTransform<M> where
    M: Deserialize<'de>, 

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

Deserialize this value from the given Serde deserializer.

impl<M: MovingAverageConstructor> IndicatorConfig for FisherTransform<M>

type Instance = FisherTransformInstance<M>

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<M: MovingAverageConstructor> Serialize for FisherTransform<M> where
    M: Serialize, 

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

Serialize this value into the given Serde serializer.

impl<M: Copy + MovingAverageConstructor> Copy for FisherTransform<M>