Struct yata::methods::ADI

pub struct ADI { /* private fields */ }

Accumulation Distribution Index of specified length for timeseries of OHLCV

CLV ranges from -1.0 when the close is the low of the day, to +1.0 when it’s the high. For instance if the close is 3/4 the way up the range then CLV is +0.5. The accumulation/distribution index adds up volume multiplied by the CLV factor, i.e.

ADI = ADI_prev + CLV * volume

The name accumulation/distribution comes from the idea that during accumulation buyers are in control and the price will be bid up through the day, or will make a recovery if sold down, in either case more often finishing near the day’s high than the low. The opposite applies during distribution.

The accumulation/distribution index is similar to on balance volume, but acc/dist is based on the close within the day’s range, instead of the close-to-close up or down that the latter uses.

Can be used by a shortcut ADI

Used in indicators: Chaikin Money Flow, Chaikin Oscillator

Parameters

Has a single parameter length: PeriodType

When length == 0, ADI becomes windowless. That means full ADI value accumulation over time.

When length > 0, ADI will be calculated over the last length values.

Input type

Input type is reference to OHLCV

Output type

Output type is ValueType

Examples

use yata::prelude::*;
use yata::methods::ADI;
use yata::helpers::RandomCandles;

let mut candles = RandomCandles::default();
let mut windowless = ADI::new(0, &candles.first()).unwrap();
let mut windowed = ADI::new(3, &candles.first()).unwrap(); // <----- Window size 3

let candle = candles.next().unwrap();
assert_ne!(windowless.next(&candle), windowed.next(&candle));

let candle = candles.next().unwrap();
assert_ne!(windowless.next(&candle), windowed.next(&candle));

let candle = candles.next().unwrap();
assert!((windowless.next(&candle)-windowed.next(&candle)).abs() < 1e-5); // Must be equal here

Performance

O(1)

See also

ADI

Implementations

impl ADI

pub const fn get_value(&self) -> ValueType

Returns last calculated value

Trait Implementations

impl Clone for ADI

fn clone(&self) -> ADI

Returns a copy of the value.

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

Performs copy-assignment from source.

impl Debug for ADI

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for ADI

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

Deserialize this value from the given Serde deserializer.

impl Method for ADI

type Params = PeriodType

Method parameters

type Input = dyn OHLCV

Input value type

type Output = ValueType

Output value type

fn new(length: Self::Params, candle: &Self::Input) -> Result<Self, Error>

Static method for creating an instance of the method with given parameters and initial value (simply first input value)

fn next(&mut self, candle: &Self::Input) -> Self::Output

Generates next output value based on the given input value

fn with_history(
    parameters: Self::Params,
    initial_value: &Self::Input
) -> Result<WithHistory<Self, Self::Output>, Error> where
    Self: Sized,
    Self::Output: Debug + Clone, 

Creates an instance of the method with given parameters and initial value, wrapped by historical data holder

fn with_last_value(
    parameters: Self::Params,
    initial_value: &Self::Input
) -> Result<WithLastValue<Self, Self::Output>, Error> where
    Self: Sized,
    Self::Output: Debug + Clone, 

Creates an instance of the method with given parameters and initial value, wrapped by last produced value holder

fn name(&self) -> &str

Returns a name of the method

fn memsize(&self) -> (usize, usize) where
    Self: Sized, 

👎 Deprecated

Returns memory size of the method (size, align)

fn over<S>(&mut self, inputs: S) -> Vec<Self::Output> where
    S: Sequence<Self::Input>,
    Self::Input: Sized,
    Self: Sized, 

Iterates the Method over the given inputs slice and returns Vec of output values.

fn apply<T, S>(&mut self, sequence: &mut S) where
    S: Sequence<T> + AsMut<[T]> + ?Sized,
    Self: Method<Input = T, Output = T> + Sized, 

Applies method to the sequence in-place.

fn new_over<S>(
    parameters: Self::Params,
    inputs: S
) -> Result<Vec<Self::Output>, Error> where
    S: Sequence<Self::Input>,
    Self::Input: Sized,
    Self: Sized, 

Creates new Method instance and iterates it over the given inputs slice and returns Vec of output values.

fn new_apply<T, S>(
    parameters: Self::Params,
    sequence: &mut S
) -> Result<(), Error> where
    S: Sequence<T> + AsMut<[T]>,
    Self: Method<Input = T, Output = T> + Sized, 

Creates new Method instance and applies it to the sequence.

fn into_fn<'a>(
    self
) -> Box<dyn FnMut(&'a <Self as Method>::Input) -> <Self as Method>::Output> where
    Self: Sized + 'static,
    Self::Input: 'static, 

Creates a function from the Method instance

fn new_fn(
    params: Self::Params,
    initial_value: &Self::Input
) -> Result<Box<dyn FnMut(&'_ <Self as Method>::Input) -> <Self as Method>::Output>, Error> where
    Self: Sized + 'static, 

Creates new function based on the method

impl Peekable<<ADI as Method>::Output> for ADI

fn peek(&self) -> <Self as Method>::Output

Peeks the very last value, produced by method or indicator

impl Serialize for ADI

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

Serialize this value into the given Serde serializer.