Trait yata::core::OHLCV

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pub trait OHLCV: 'static {
Show 16 methods    // Required methods
    fn open(&self) -> ValueType;
    fn high(&self) -> ValueType;
    fn low(&self) -> ValueType;
    fn close(&self) -> ValueType;
    fn volume(&self) -> ValueType;

    // Provided methods
    fn tp(&self) -> ValueType { ... }
    fn hl2(&self) -> ValueType { ... }
    fn ohlc4(&self) -> ValueType { ... }
    fn clv(&self) -> ValueType { ... }
    fn tr(&self, prev_candle: &dyn OHLCV) -> ValueType { ... }
    fn tr_close(&self, prev_close: ValueType) -> ValueType { ... }
    fn validate(&self) -> bool { ... }
    fn source(&self, source: Source) -> ValueType { ... }
    fn volumed_price(&self) -> ValueType { ... }
    fn is_rising(&self) -> bool { ... }
    fn is_falling(&self) -> bool { ... }
}

Expand description

Basic trait for implementing Open-High-Low-Close-Volume timeseries data.

It has already implemented for tuple of 5 float values:

use yata::prelude::OHLCV;
//         open high low  close, volume
let row = (2.0, 5.0, 1.0,  4.0,   10.0 );
assert_eq!(row.open(), row.0);
assert_eq!(row.high(), row.1);
assert_eq!(row.low(), row.2);
assert_eq!(row.close(), row.3);
assert_eq!(row.volume(), row.4);

Required Methods§

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fn open(&self) -> ValueType

Should return an open value of the period

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fn high(&self) -> ValueType

Should return an highest value of the period

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fn low(&self) -> ValueType

Should return an lowest value of the period

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fn close(&self) -> ValueType

Should return an close value of the candle

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fn volume(&self) -> ValueType

Should return volume value for the period

Provided Methods§

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fn tp(&self) -> ValueType

Calculates Typical price. It’s just a simple (High + Low + Close) / 3

§Examples

use yata::prelude::*;
use yata::core::Candle;

let candle = Candle {
    high: 10.0,
    low: 5.0,
    close: 9.0,
    ..Candle::default()
};

assert_eq!(candle.tp(), 8.0);

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fn hl2(&self) -> ValueType

Calculates arithmetic average of high and low values of the candle

§Examples

use yata::prelude::*;
use yata::core::Candle;

let candle = Candle {
    high: 10.0,
    low: 5.0,
    ..Candle::default()
};

assert_eq!(candle.hl2(), 7.5);

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fn ohlc4(&self) -> ValueType

Calculates arithmetic average of high, low, open and close values of the candle

§Examples

use yata::prelude::*;
use yata::core::Candle;

let candle = Candle {
    high: 10.0,
    low: 5.0,
    open: 2.0,
    close: 3.0,
    ..Candle::default()
};

assert_eq!(candle.ohlc4(), 5.0);

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fn clv(&self) -> ValueType

CLV = [(close - low) - (high - close)] / (high - low)

§Examples

use yata::prelude::*;
use yata::core::Candle;
let candle = Candle {
    high: 5.0,
    low: 2.0,
    close: 4.0,
    ..Candle::default()
};

assert_eq!(candle.clv(), ((candle.close()-candle.low()) - (candle.high() - candle.close()))/(candle.high() - candle.low()));
assert_eq!(candle.clv(), ((4. - 2.) - (5. - 4.))/(5. - 2.));

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fn tr(&self, prev_candle: &dyn OHLCV) -> ValueType

Calculates True Range over last two candles

§Examples

use yata::prelude::*;
use yata::core::Candle;

let candle1 = Candle {
    close: 70.0,
    ..Candle::default()
};

let candle2 = Candle {
    high: 100.0,
    low: 50.0,
    ..Candle::default()
};

let tr = candle2.tr(&candle1);
assert_eq!(tr, 50.);

use yata::prelude::*;
use yata::core::Candle;

let candle1 = Candle {
    close: 30.0,
    ..Candle::default()
};

let candle2 = Candle {
    high: 100.0,
    low: 50.0,
    ..Candle::default()
};

let tr = candle2.tr(&candle1);
assert_eq!(tr, 70.);

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fn tr_close(&self, prev_close: ValueType) -> ValueType

Calculates True Range over last two candles using close price from the previous candle.

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fn validate(&self) -> bool

Validates candle attributes

Returns true if validates OK

§Examples

use yata::prelude::*;
use yata::core::Candle;

let candle1 = Candle {
    open: 7.0,
    high: 10.0,
    low: 7.0,
    close: 11.0, // cannot be more than high

    ..Candle::default()
};
let candle2 = Candle {
    open: 10.0,
    high: 10.0,
    low: 11.0, // low cannot be more than any other value of the candle
    close: 10.0,

    ..Candle::default()
};

assert!(!candle1.validate());
assert!(!candle2.validate());

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fn source(&self, source: Source) -> ValueType

Returns Source field value of the candle.

§Examples

use yata::prelude::*;
use yata::core::{Candle, Source};
let candle = Candle {
    open: 12.0,
    high: 15.0,
    low: 7.0,
    close: 10.0,
    ..Candle::default()
};
assert_eq!(OHLCV::source(&candle, Source::Low), 7.0);
assert_eq!(OHLCV::source(&candle, "close".to_string().parse().unwrap()), 10.0);