Struct DirectionalMovement 

pub struct DirectionalMovement {
    pub period: usize,
    pub pos: f64,
    pub neg: f64,
    pub initialized: bool,
    /* private fields */
}

Wilder’s directional movement, smoothed as a running sum.

The up-move is high - previous_high and the down-move is previous_low - low; only the larger of the two contributes, and only when it is positive. The first period movements, which start with the second bar, are summed to seed pos and neg. Later bars update them with smoothed = smoothed - smoothed / period + movement, so both values are on the scale of a period-bar sum of movements. The first complete output arrives after period + 1 bars.

Fields

period: usize

pos: f64

neg: f64

initialized: bool

Implementations

impl DirectionalMovement

pub fn new(period: usize) -> Self

Creates a new DirectionalMovement instance.

Panics

Panics if period is zero or exceeds 16,777,216.

pub fn update_raw(&mut self, high: f64, low: f64)

Trait Implementations

impl Debug for DirectionalMovement

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

Formats the value using the given formatter.

impl DerefToPyAny for DirectionalMovement

impl Display for DirectionalMovement

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

Formats the value using the given formatter.

impl ExtractPyClassWithClone for DirectionalMovement

impl Indicator for DirectionalMovement

fn name(&self) -> String

fn has_inputs(&self) -> bool

fn initialized(&self) -> bool

fn handle_bar(&mut self, bar: &Bar)

fn reset(&mut self)

fn handle_delta(&mut self, delta: &OrderBookDelta)

fn handle_deltas(&mut self, deltas: &OrderBookDeltas)

fn handle_depth(&mut self, depth: &OrderBookDepth)

fn handle_book(&mut self, book: &OrderBook)

fn handle_quote(&mut self, quote: &QuoteTick) -> Result<()>

Updates the indicator with the given quote tick.

fn handle_trade(&mut self, trade: &TradeTick)

impl<'py> IntoPyObject<'py> for DirectionalMovement

type Target = DirectionalMovement

The Python output type

type Output = Bound<'py, <DirectionalMovement as IntoPyObject<'py>>::Target>

The smart pointer type to use.

type Error = PyErr

The type returned in the event of a conversion error.

fn into_pyobject( self, py: Python<'py>, ) -> Result<<Self as IntoPyObject<'_>>::Output, <Self as IntoPyObject<'_>>::Error>

Performs the conversion.

impl PyClass for DirectionalMovement

const NAME: &str = "DirectionalMovement"

Name of the class.

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for DirectionalMovement

const MODULE: Option<&str>

Module which the class will be associated with.

const IS_BASETYPE: bool = false

#[pyclass(subclass)]

const IS_SUBCLASS: bool = false

#[pyclass(extends=…)]

const IS_MAPPING: bool = false

#[pyclass(mapping)]

const IS_SEQUENCE: bool = false

#[pyclass(sequence)]

const IS_IMMUTABLE_TYPE: bool = false

#[pyclass(immutable_type)]

const RAW_DOC: &'static CStr = /// Wilder's directional movement, smoothed as a running sum. /// /// The up-move is `high - previous_high` and the down-move is /// `previous_low - low`; only the larger of the two contributes, and only when it /// is positive. The first `period` movements, which start with the second bar, /// are summed to seed `pos` and `neg`. Later bars update them with /// `smoothed = smoothed - smoothed / period + movement`, so both values are /// on the scale of a `period`-bar sum of movements. The first complete output /// arrives after `period + 1` bars.

Docstring for the class provided on the struct or enum.

const DOC: &'static CStr

Fully rendered class doc, including the text_signature if a constructor is defined.

type Layout = <<DirectionalMovement as PyClassImpl>::BaseNativeType as PyClassBaseType>::Layout<DirectionalMovement>

Description of how this class is laid out in memory

type BaseType = PyAny

Base class

type ThreadChecker = NoopThreadChecker

This handles following two situations:

type Inventory = Pyo3MethodsInventoryForDirectionalMovement

type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild

Immutable or mutable

type Dict = PyClassDummySlot

Specify this class has #[pyclass(dict)] or not.

type WeakRef = PyClassDummySlot

Specify this class has #[pyclass(weakref)] or not.

type BaseNativeType = PyAny

The closest native ancestor. This is PyAny by default, and when you declare #[pyclass(extends=PyDict)], it’s PyDict.

fn items_iter() -> PyClassItemsIter

fn lazy_type_object() -> &'static LazyTypeObject<Self>

fn dict_offset() -> Option<PyObjectOffset>

Used to provide the dictoffset slot (equivalent to tp_dictoffset)

fn weaklist_offset() -> Option<PyObjectOffset>

Used to provide the weaklistoffset slot (equivalent to tp_weaklistoffset

impl PyClassNewTextSignature for DirectionalMovement

const TEXT_SIGNATURE: &'static str = "(period)"

impl PyStubType for DirectionalMovement

fn type_output() -> TypeInfo

The type to be used in the output signature, i.e. return type of the Python function or methods.

fn type_input() -> TypeInfo

The type to be used in the input signature, i.e. the arguments of the Python function or methods.

impl PyTypeInfo for DirectionalMovement

const NAME: &str = <Self as ::pyo3::PyClass>::NAME

👎Deprecated since 0.28.0:

prefer using ::type_object(py).name() to get the correct runtime value

Class name.

const MODULE: Option<&str> = <Self as ::pyo3::impl_::pyclass::PyClassImpl>::MODULE

👎Deprecated since 0.28.0:

prefer using ::type_object(py).module() to get the correct runtime value

Module name, if any.

fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject

Returns the PyTypeObject instance for this type.

fn type_object(py: Python<'_>) -> Bound<'_, PyType>

Returns the safe abstraction over the type object.

fn is_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type or a subclass of this type.

fn is_exact_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type.