pub struct Cross { /* private fields */ }
Expand description
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
Trait Implementations
fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error> where
__D: Deserializer<'de>,
fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error> where
__D: Deserializer<'de>,
Deserialize this value from the given Serde deserializer. Read more
Static method for creating an instance of the method with given parameters
and initial value
(simply first input value)
Generates next output value based on the given input value
Creates an instance of the method with given parameters
and initial value
, wrapped by historical data holder
Creates an instance of the method with given parameters
and initial value
, wrapped by last produced value holder
Returns memory size of the method (size, align)
Iterates the Method
over the given inputs
slice and returns Vec
of output values. Read more
Applies method to the sequence in-place.
Creates new Method
instance and iterates it over the given inputs
slice and returns Vec
of output values. Read more
Creates new Method
instance and applies it to the sequence
.
Creates a function from the Method
instance
Auto Trait Implementations
impl RefUnwindSafe for Cross
impl UnwindSafe for Cross
Blanket Implementations
Mutably borrows from an owned value. Read more