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VOSC — Volume Oscillator

The percentage difference between two volume moving averages. Expanding volume oscillator supports the price trend.

Inputs: [volume] | Options: [short_period, long_period] | Outputs: [vosc]

Basic

use tulip_rs::indicators::vosc::indicator;

let volume = vec![1200.0, 1400.0, 1100.0, 1600.0, 1300.0,
                  900.0, 1500.0, 1800.0, 1000.0, 1700.0_f64];

// options: [short_period, long_period]
let (outputs, mut state) = indicator(&[volume.as_slice()], &[5.0, 10.0], None).unwrap();
println!("{:?}", outputs[0]); // VOSC values

// State continuation — feed new bars without reprocessing history
let new_volume = vec![1600.0, 1250.0_f64];
let continued = state.batch_indicator(&[new_volume.as_slice()], None).unwrap();
println!("{:?}", continued[0]);

import numpy as np
import tulip_rs

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)

# options: [short_period, long_period]
outputs, state = tulip_rs.indicators.vosc.indicator([volume], [5.0, 10.0])
print(outputs[0])  # VOSC values

# State continuation
new_volume = np.array([1600.0, 1250.0], dtype=np.float64)
continued = state.batch_indicator([new_volume])
print(continued[0])

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

const volume = [5653100, 6447400, 7690900, 3831400, 4455100, 3798000, 3936200, 4732000, 4841300, 3915300, 6830800, 6694100, 5293600, 7985800, 4807900];

const [outputs, state] = ti.vosc.indicator([volume], [5, 10]);
console.log('VOSC:', outputs[0]);

// State continuation
const n = volume.length - 5;
const [, state2] = ti.vosc.indicator([volume.slice(0, n)], [5, 10]);
const continued = state2.batchIndicator([volume.slice(n)]);
console.log('Continued VOSC:', continued[0]);

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

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

const volume = [5653100, 6447400, 7690900, 3831400, 4455100, 3798000, 3936200, 4732000, 4841300, 3915300, 6830800, 6694100, 5293600, 7985800, 4807900];

const [outputs, state] = ti.vosc.indicator([volume], [5, 10]);
console.log('VOSC:', outputs[0]);

// State continuation
const n = volume.length - 5;
const [, state2] = ti.vosc.indicator([volume.slice(0, n)], [5, 10]);
const continued = state2.batchIndicator([volume.slice(n)]);
console.log('Continued VOSC:', continued[0]);

Optional Outputs

vosc exposes 2 optional outputs: short_sma, long_sma. Pass a boolean mask as the third argument — one bool per optional output, in order.

use tulip_rs::indicators::vosc::indicator;

let volume = vec![10000.0, 12000.0, 9500.0, 11000.0, 13000.0, 9800.0, 10500.0, 12500.0, 11800.0, 10200.0_f64];

let mask = [true, true];
let (outputs, _state) = indicator(&[volume.as_slice()], &[5.0, 20.0], Some(&mask)).unwrap();

let vosc      = &outputs[0]; // vosc (primary)
let short_sma = &outputs[1]; // short_sma (optional — requested)
let long_sma  = &outputs[2]; // long_sma (optional — requested)

import numpy as np
import tulip_rs

volume = np.array([10000.0, 12000.0, 9500.0, 11000.0, 13000.0, 9800.0, 10500.0, 12500.0, 11800.0, 10200.0], dtype=np.float64)

outputs, state = tulip_rs.indicators.vosc.indicator(
    [volume], [5.0, 20.0],
    optional_outputs=[True, True],
)

vosc      = outputs[0]  # vosc (primary)
short_sma = outputs[1]  # short_sma (optional — requested)
long_sma  = outputs[2]  # long_sma (optional — requested)

vosc exposes 2 optional outputs: short_sma, long_sma.

const [allOut] = ti.vosc.indicator([volume], [5, 10], [true, true]);
const vosc     = allOut[0]; // primary
const shortSma = allOut[1]; // optional 0: short_sma
const longSma  = allOut[2]; // optional 1: long_sma

SIMD

By assets — same options, N assets in parallel:

use tulip_rs::indicators::vosc::indicator_by_assets;

let inputs: [&[&[f64]; 1]; 4] = [
    &[v1.as_slice()],
    &[v2.as_slice()],
    &[v3.as_slice()],
    &[v4.as_slice()],
];
let results = indicator_by_assets::<4>(&inputs, &[5.0, 10.0], None).unwrap();
for (i, asset_outputs) in results.iter().enumerate() {
    println!("Asset {}: {:?}", i + 1, asset_outputs[0]);
}

By options — same asset, N option sets in parallel:

use tulip_rs::indicators::vosc::indicator_by_options;

let opts: [&[f64; 2]; 4] = [&[3.0, 6.0], &[5.0, 10.0], &[8.0, 16.0], &[12.0, 24.0]];
let results = indicator_by_options::<4>(&[volume.as_slice()], &opts, None).unwrap();
for (i, out) in results.iter().enumerate() {
    println!("Option set {}: {:?}", i + 1, out[0]);
}

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

simd_inputs = [
    [v1],
    [v2],
    [v3],
    [v4],
]
outputs_list, states = tulip_rs.indicators.vosc.simd_by_assets(simd_inputs, [5.0, 10.0])
for i, asset_outputs in enumerate(outputs_list):
    print(f"Asset {i+1}: {asset_outputs[0]}")

By options — same asset, N option sets in parallel:

simd_options = [[3.0, 6.0], [5.0, 10.0], [8.0, 16.0], [12.0, 24.0]]
outputs_list, states = tulip_rs.indicators.vosc.simd_by_options([volume], simd_options)
for i, out in enumerate(outputs_list):
    print(f"Option set {i+1}: {out[0]}")

By assets — same options applied to 4 assets in parallel:

const simdInputs = [
    [[...volume]],
    [volume.map(v => v * 1.1)],
    [volume.map(v => v * 0.9)],
    [volume.map(v => v * 1.02)],
];
const [results] = ti.vosc.simdByAssets(simdInputs, [5, 10]);
results.forEach((out, i) => console.log(`Asset ${i + 1}:`, out[0]));

By options — same asset, 4 different option sets in parallel:

const simdOptions = [[3, 6], [5, 10], [8, 16], [12, 24]];
const [results] = ti.vosc.simdByOptions([volume], simdOptions);
results.forEach((out, i) => console.log(`Option set ${i + 1}:`, out[0]));