Struct AdaptiveMovingAverage

#[repr(C)]
pub struct AdaptiveMovingAverage {
    pub period_efficiency_ratio: usize,
    pub period_fast: usize,
    pub period_slow: usize,
    pub price_type: PriceType,
    pub value: f64,
    pub count: usize,
    pub initialized: bool,
    /* private fields */
}

An indicator which calculates an adaptive moving average (AMA) across a rolling window. Developed by Perry Kaufman, the AMA is a moving average designed to account for market noise and volatility. The AMA will closely follow prices when the price swings are relatively small and the noise is low. The AMA will increase lag when the price swings increase.

Fields

period_efficiency_ratio: usize

The period for the internal EfficiencyRatio indicator.

period_fast: usize

The period for the fast smoothing constant (> 0).

period_slow: usize

The period for the slow smoothing constant (> 0 < period_fast).

price_type: PriceType

The price type used for calculations.

value: f64

The last indicator value.

count: usize

The input count for the indicator.

initialized: bool

Implementations

impl AdaptiveMovingAverage

pub fn new( period_efficiency_ratio: usize, period_fast: usize, period_slow: usize, price_type: Option<PriceType>, ) -> Self

Creates a new AdaptiveMovingAverage instance.

pub fn alpha_diff(&self) -> f64

pub fn reset(&mut self)

impl AdaptiveMovingAverage

pub fn py_new( period_efficiency_ratio: usize, period_fast: usize, period_slow: usize, price_type: Option<PriceType>, ) -> Self

Trait Implementations

impl Debug for AdaptiveMovingAverage

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

Formats the value using the given formatter.

impl Display for AdaptiveMovingAverage

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

Formats the value using the given formatter.

impl Indicator for AdaptiveMovingAverage

fn name(&self) -> String

fn has_inputs(&self) -> bool

fn initialized(&self) -> bool

fn handle_quote(&mut self, quote: &QuoteTick)

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

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: &OrderBookDepth10)

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

impl IntoPy<Py<PyAny>> for AdaptiveMovingAverage

fn into_py(self, py: Python<'_>) -> PyObject

Performs the conversion.

impl MovingAverage for AdaptiveMovingAverage

fn value(&self) -> f64

fn count(&self) -> usize

fn update_raw(&mut self, value: f64)

impl PyClass for AdaptiveMovingAverage

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for AdaptiveMovingAverage

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)]

type BaseType = PyAny

Base class

type ThreadChecker = SendablePyClass<AdaptiveMovingAverage>

This handles following two situations:

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 doc(py: Python<'_>) -> PyResult<&'static CStr>

Rendered class doc

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

fn dict_offset() -> Option<isize>

fn weaklist_offset() -> Option<isize>

impl PyClassNewTextSignature<AdaptiveMovingAverage> for PyClassImplCollector<AdaptiveMovingAverage>

fn new_text_signature(self) -> Option<&'static str>

impl<'a, 'py> PyFunctionArgument<'a, 'py> for &'a AdaptiveMovingAverage

type Holder = Option<PyRef<'py, AdaptiveMovingAverage>>

fn extract( obj: &'a Bound<'py, PyAny>, holder: &'a mut Self::Holder, ) -> PyResult<Self>

impl<'a, 'py> PyFunctionArgument<'a, 'py> for &'a mut AdaptiveMovingAverage

type Holder = Option<PyRefMut<'py, AdaptiveMovingAverage>>

fn extract( obj: &'a Bound<'py, PyAny>, holder: &'a mut Self::Holder, ) -> PyResult<Self>

impl PyMethods<AdaptiveMovingAverage> for PyClassImplCollector<AdaptiveMovingAverage>

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for AdaptiveMovingAverage

const NAME: &'static str = "AdaptiveMovingAverage"

Class name.

const MODULE: Option<&'static str>

Module name, if any.

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

Returns the PyTypeObject instance for this type.

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

Returns the safe abstraction over the type object.

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

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

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

Checks if object is an instance of this type.

impl DerefToPyAny for AdaptiveMovingAverage