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§
source§impl<'de> Deserialize<'de> for Cross
impl<'de> Deserialize<'de> for Cross
source§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
source§impl Method for Cross
impl Method for Cross
source§fn new((): Self::Params, value: &Self::Input) -> Result<Self, Error>where
Self: Sized,
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)source§fn next(&mut self, value: &Self::Input) -> Self::Output
fn next(&mut self, value: &Self::Input) -> Self::Output
Generates next output value based on the given input
value
source§fn with_history(
parameters: Self::Params,
initial_value: &Self::Input
) -> Result<WithHistory<Self, Self::Output>, Error>
fn with_history( parameters: Self::Params, initial_value: &Self::Input ) -> Result<WithHistory<Self, Self::Output>, Error>
Creates an instance of the method with given
parameters
and initial value
, wrapped by historical data holdersource§fn with_last_value(
parameters: Self::Params,
initial_value: &Self::Input
) -> Result<WithLastValue<Self, Self::Output>, Error>
fn with_last_value( parameters: Self::Params, initial_value: &Self::Input ) -> Result<WithLastValue<Self, Self::Output>, Error>
Creates an instance of the method with given
parameters
and initial value
, wrapped by last produced value holdersource§fn memsize(&self) -> (usize, usize)where
Self: Sized,
fn memsize(&self) -> (usize, usize)where
Self: Sized,
👎Deprecated
Returns memory size of the method
(size, align)
source§fn new_over<S>(
parameters: Self::Params,
inputs: S
) -> Result<Vec<Self::Output>, Error>
fn new_over<S>( parameters: Self::Params, inputs: S ) -> Result<Vec<Self::Output>, Error>
Creates new
Method
instance and iterates it over the given inputs
slice and returns Vec
of output values. Read moresource§fn new_apply<T, S>(
parameters: Self::Params,
sequence: &mut S
) -> Result<(), Error>
fn new_apply<T, S>( parameters: Self::Params, sequence: &mut S ) -> Result<(), Error>
Creates new
Method
instance and applies it to the sequence
.impl Copy for Cross
Auto Trait Implementations§
impl RefUnwindSafe for Cross
impl Send for Cross
impl Sync for Cross
impl Unpin for Cross
impl UnwindSafe for Cross
Blanket Implementations§
source§impl<T> BorrowMut<T> for Twhere
T: ?Sized,
impl<T> BorrowMut<T> for Twhere
T: ?Sized,
source§fn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
Mutably borrows from an owned value. Read more