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OBV — On Balance Volume

Cumulative volume indicator: adds volume on up-days and subtracts on down-days. Divergence with price can signal reversals.

Inputs: [real, volume] | Options: [] | Outputs: [obv]

Basic

use tulip_rs::indicators::obv::indicator;

let close  = vec![81.59, 81.06, 82.87, 83.00, 83.61,
                  83.15, 82.84, 83.99, 84.55, 84.36_f64];
let volume = vec![1200.0, 1400.0, 1100.0, 1600.0, 1300.0,
                  900.0, 1500.0, 1800.0, 1000.0, 1700.0_f64];

let inputs = [close.as_slice(), volume.as_slice()];
let (outputs, mut state) = indicator(&inputs, &[], None).unwrap();
println!("{:?}", outputs[0]); // OBV values

// State continuation — feed new bars without reprocessing history
let new_close  = vec![85.00_f64];
let new_volume = vec![1550.0_f64];
let continued = state.batch_indicator(
    &[new_close.as_slice(), new_volume.as_slice()],
    None,
).unwrap();
println!("{:?}", continued[0]);

import numpy as np
import tulip_rs

close  = np.array([81.59, 81.06, 82.87, 83.00, 83.61,
                   83.15, 82.84, 83.99, 84.55, 84.36], 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.obv.indicator([close, volume], [])
print(outputs[0])  # OBV values

# State continuation
new_close  = np.array([85.00], dtype=np.float64)
new_volume = np.array([1550.0], dtype=np.float64)
continued = state.batch_indicator([new_close, new_volume])
print(continued[0])

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

const close  = [81.59, 81.06, 82.87, 83.00, 83.61, 83.15, 82.84, 83.99, 84.55, 84.36, 85.53, 86.54, 86.89, 87.77, 87.29];
const volume = [5653100, 6447400, 7690900, 3831400, 4455100, 3798000, 3936200, 4732000, 4841300, 3915300, 6830800, 6694100, 5293600, 7985800, 4807900];

const [outputs, state] = ti.obv.indicator([close, volume], []);
console.log('OBV:', outputs[0]);

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

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

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

const close  = [81.59, 81.06, 82.87, 83.00, 83.61, 83.15, 82.84, 83.99, 84.55, 84.36, 85.53, 86.54, 86.89, 87.77, 87.29];
const volume = [5653100, 6447400, 7690900, 3831400, 4455100, 3798000, 3936200, 4732000, 4841300, 3915300, 6830800, 6694100, 5293600, 7985800, 4807900];

const [outputs, state] = ti.obv.indicator([close, volume], []);
console.log('OBV:', outputs[0]);

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

SIMD

By assets — same options, N assets in parallel:

use tulip_rs::indicators::obv::indicator_by_assets;

let inputs: [&[&[f64]; 2]; 4] = [
    &[c1.as_slice(), v1.as_slice()],
    &[c2.as_slice(), v2.as_slice()],
    &[c3.as_slice(), v3.as_slice()],
    &[c4.as_slice(), v4.as_slice()],
];
let results = indicator_by_assets::<4>(&inputs, &[], None).unwrap();
for (i, asset_outputs) in results.iter().enumerate() {
    println!("Asset {}: {:?}", i + 1, asset_outputs[0]);
}

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 = [
    [c1, v1],
    [c2, v2],
    [c3, v3],
    [c4, v4],
]
outputs_list, states = tulip_rs.indicators.obv.simd_by_assets(simd_inputs, [])
for i, asset_outputs in enumerate(outputs_list):
    print(f"Asset {i+1}: {asset_outputs[0]}")

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

By assets — applied to 4 assets in parallel:

const simdInputs = [
    [[...close], [...volume]],
    [close.map(v => v * 1.1), volume.map(v => v * 1.1)],
    [close.map(v => v * 0.9), volume.map(v => v * 0.9)],
    [close.map(v => v * 1.02), volume.map(v => v * 1.02)],
];
const [results] = ti.obv.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.