Struct yata::methods::Cross

pub struct Cross { /* private fields */ }

Searches for two timeseries lines of type ValueType cross each other.

If value crossed base upwards, then returns Action::BUY_ALL

If value crossed base downwards, then returns Action::SELL_ALL

Else (if series did not cross each other) returns Action::None

Parameters

Has no parameters

Input type

Input type is (value: ValueType, base: ValueType)

Output type

Output type is Action

Examples

use yata::prelude::*;
use yata::methods::Cross;

let mut cross = Cross::default();

let t1 = vec![0.0, 1.0, 2.0, 3.0, 4.0, 5.0];
let t2 = vec![5.0, 3.0, 1.8, 2.9, 4.1, 5.6];
let r  = vec![ 0,   0,   1,   0,   -1,  0 ];

(0..t1.len()).for_each(|i| {
    let value = t1[i];
    let base = t2[i];
    let cross_value = cross.next(&(value, base)).analog();
    assert_eq!(cross_value, r[i]);
});

Performance

O(1)

See also

CrossAbove, CrossUnder

Trait Implementations

impl Clone for Cross

fn clone(&self) -> Cross

Returns a copy of the value.

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

Performs copy-assignment from source.

impl Debug for Cross

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

Formats the value using the given formatter.

impl Default for Cross

fn default() -> Cross

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for Cross

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

Deserialize this value from the given Serde deserializer.

impl Method for Cross

type Params = ()

Method parameters

type Input = (ValueType, ValueType)

Input value type

type Output = Action

Output value type

fn new(_: Self::Params, value: &Self::Input) -> Result<Self, Error> where
    Self: Sized, 

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

fn next(&mut self, value: &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 Serialize for Cross

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 Cross