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Market Facilitation Index — marketfi

(High - Low) / Volume — measures the efficiency of price movement per unit of volume traded.

Inputs: [high, low, volume] | Options: none | Outputs: [marketfi]

Basic

use tulip_rs::indicators::marketfi::indicator;

let inputs = [high.as_slice(), low.as_slice(), volume.as_slice()];
let (outputs, _) = indicator(&inputs, &[], None).unwrap();
println!("{:?}", outputs[0]);

import numpy as np
import tulip_rs

high   = np.array([82.15, 81.89, 83.03, 83.30, 83.85, 83.90, 83.33, 84.30, 84.84, 85.00], dtype=np.float64)
low    = np.array([81.29, 80.64, 81.31, 82.65, 83.07, 83.11, 82.49, 82.30, 84.15, 84.11], dtype=np.float64)
volume = np.array([1200.0, 1400.0, 1100.0, 1600.0, 1300.0, 900.0, 1500.0, 1800.0, 1000.0, 1700.0], dtype=np.float64)

outputs, state = tulip_rs.indicators.marketfi.indicator([high, low, volume], [])
print(outputs[0])

import * as ti from 'tulip-rs-node';

const high   = [82.15, 81.89, 83.03, 83.30, 83.85, 83.90, 83.33, 84.30, 84.84, 85.00, 85.90, 86.58, 86.98, 88.00, 87.87];
const low    = [81.29, 80.64, 81.31, 82.65, 83.07, 83.11, 82.49, 82.30, 84.15, 84.11, 84.03, 85.39, 85.76, 87.17, 87.01];
const volume = [5653100, 6447400, 7690900, 3831400, 4455100, 3798000, 3936200, 4732000, 4841300, 3915300, 6830800, 6694100, 5293600, 7985800, 4807900];

const [outputs, state] = ti.marketfi.indicator([high, low, volume], []);
console.log('MarketFi:', outputs[0]);

// State continuation
const n = high.length - 5;
const [, state2] = ti.marketfi.indicator([high.slice(0, n), low.slice(0, n), volume.slice(0, n)], []);
const continued = state2.batchIndicator([high.slice(n), low.slice(n), volume.slice(n)]);
console.log('Continued MarketFi:', continued[0]);

import { init } from 'tulip-rs-wasm';
import * as ti from 'tulip-rs-wasm';

await init(); // bundler resolves the WASM asset automatically

const high   = [82.15, 81.89, 83.03, 83.30, 83.85, 83.90, 83.33, 84.30, 84.84, 85.00, 85.90, 86.58, 86.98, 88.00, 87.87];
const low    = [81.29, 80.64, 81.31, 82.65, 83.07, 83.11, 82.49, 82.30, 84.15, 84.11, 84.03, 85.39, 85.76, 87.17, 87.01];
const volume = [5653100, 6447400, 7690900, 3831400, 4455100, 3798000, 3936200, 4732000, 4841300, 3915300, 6830800, 6694100, 5293600, 7985800, 4807900];

const [outputs, state] = ti.marketfi.indicator([high, low, volume], []);
console.log('MarketFi:', outputs[0]);

// State continuation
const n = high.length - 5;
const [, state2] = ti.marketfi.indicator([high.slice(0, n), low.slice(0, n), volume.slice(0, n)], []);
const continued = state2.batchIndicator([high.slice(n), low.slice(n), volume.slice(n)]);
console.log('Continued MarketFi:', continued[0]);

SIMD

By assets — same options, N assets in parallel:

use tulip_rs::indicators::marketfi::indicator_by_assets;

let inputs: [&[&[f64]; 3]; 4] = [
    &[h1.as_slice(), l1.as_slice(), v1.as_slice()],
    &[h2.as_slice(), l2.as_slice(), v2.as_slice()],
    &[h3.as_slice(), l3.as_slice(), v3.as_slice()],
    &[h4.as_slice(), l4.as_slice(), v4.as_slice()],
];
let results = indicator_by_assets::<4>(&inputs, &[], None).unwrap();

This indicator has no options, so by-options SIMD does not apply.

By assets — same options, N assets in parallel (must be 2, 4, 8, or 16):

simd_inputs = [[h1, l1, v1], [h2, l2, v2], [h3, l3, v3], [h4, l4, v4]]
outputs_list, states = tulip_rs.indicators.marketfi.simd_by_assets(simd_inputs, [])

This indicator has no options, so by-options SIMD does not apply.

By assets — applied to 4 assets in parallel:

const simdInputs = [
    [[...high], [...low], [...volume]],
    [high.map(v => v * 1.1), low.map(v => v * 1.1), volume.map(v => v * 1.1)],
    [high.map(v => v * 0.9), low.map(v => v * 0.9), volume.map(v => v * 0.9)],
    [high.map(v => v * 1.02), low.map(v => v * 1.02), volume.map(v => v * 1.02)],
];
const [results] = ti.marketfi.simdByAssets(simdInputs, []);
results.forEach((out, i) => console.log(`Asset ${i + 1}:`, out[0]));

This indicator has no options, so by-options SIMD does not apply.