Struct TPOProfile 

pub struct TPOProfile {

    pub session_date: DateTime<Utc>,
    pub tick_size: f64,
    pub instrument_tick: f64,
    pub row_ticks: u64,
    pub letters: Vec<TPOLetter>,
    pub price_tpo_count: HashMap<i64, usize>,
    pub poc_price: f64,
    pub value_area_high: f64,
    pub value_area_low: f64,
    pub initial_balance_high: f64,
    pub initial_balance_low: f64,
    pub profile_high: f64,
    pub profile_low: f64,
    pub opening_price: f64,
    pub single_prints: Vec<f64>,
    pub has_poor_high: bool,
    pub has_poor_low: bool,
}

A complete TPO profile for one trading session.

Contains all TPO letters, statistical levels (POC, value area, initial balance), and structural flags (poor high/low, single prints).

Fields

session_date: DateTime<Utc>

Session timestamp

tick_size: f64

Row height the profile’s prices are keyed on: row_ticks ticks of instrument_tick. It is the configured tick size, rounded up to whole instrument ticks when one is configured and widened to a whole number of rows when the bars span more than 1,000 of them, or the span divided into 1,000 rows without a usable tick size.

instrument_tick: f64

Tick the rows are counted in: TPOConfig::instrument_tick, or tick_size itself, making every row one tick, without one or when prices are more than 2^50 ticks from zero.

row_ticks: u64

Ticks of instrument_tick in each row. A row holds the ticks from a multiple of row_ticks up to the next and spans from half a tick below its first tick to half a tick below the next row’s, as footprint rows do.

letters: Vec<TPOLetter>

All TPO letters in this profile

price_tpo_count: HashMap<i64, usize>

TPO count at each price level

poc_price: f64

Point of control: the price (lowest tick) of the row with the most TPOs. A tie takes the lower price.

value_area_high: f64

Price of the highest row of the configured TPO-count value area. The area grows from the point of control toward whichever of the next two rows above or the next two rows below holds more TPOs; equal counts add one row on each side.

value_area_low: f64

Price of its lowest row.

initial_balance_high: f64

Highest price of the bars that open within the configured initial balance period, or f64::MIN when none does, so the profile has no initial balance.

initial_balance_low: f64

Lowest price of those bars, or f64::MAX when none does.

profile_high: f64

Profile high

profile_low: f64

Profile low

opening_price: f64

Opening price

single_prints: Vec<f64>

Single prints: the prices of the rows with exactly one TPO, in ascending order

has_poor_high: bool

Poor highs (multiple TPOs at high)

has_poor_low: bool

Poor lows (multiple TPOs at low)

Implementations

impl TPOProfile

pub fn new(session_date: DateTime<Utc>, tick_size: f64) -> Self

Create a new empty TPO profile on rows of one tick of tick_size

pub fn row_price(&self, price: f64) -> f64

Price of the row holding price: the row’s lowest tick.

pub fn row_span(&self, price: f64) -> (f64, f64)

Lowest and highest price of the row holding price, from half a tick below its first tick to half a tick below the next row’s first tick.

pub fn tpo_count_at(&self, price: f64) -> usize

Get the TPO count at a specific price level

pub fn price_levels(&self) -> Vec<f64>

Get all unique price levels with TPOs

pub fn is_in_value_area(&self, price: f64) -> bool

Check if a price is in the value area

pub fn is_in_initial_balance(&self, price: f64) -> bool

Check if a price is in the initial balance

pub fn width(&self) -> usize

Get profile width (number of periods)

pub fn letters_at(&self, price: f64) -> Vec<&TPOLetter>

Get the letters at a specific price level

impl TPOProfile

pub fn classify_shape(&self) -> ProfileShape

Classify the profile shape

Trait Implementations

impl Clone for TPOProfile

fn clone(&self) -> TPOProfile

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for TPOProfile

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

Formats the value using the given formatter.