cvi-rs 0.1.0

Chaikins Volatility (CVI) Implementation In Rust
Documentation

Chaikins Volatility (CVI)

use cvi_rs::CVI;
use ta_common::traits::Indicator;

let mut cvi = CVI::new(5);
assert_eq!(cvi.next([82.15, 81.29]), None);
assert_eq!(cvi.next([81.89, 80.64]), None);
assert_eq!(cvi.next([83.03, 81.31]), None);
assert_eq!(cvi.next([83.30, 82.65]), None);
assert_eq!(cvi.next([83.85, 83.07]), None);
assert_eq!(cvi.next([83.90, 83.11]), Some(4.464542061441478));
assert_eq!(cvi.next([83.33, 82.49]), Some(-11.219187762397418));
assert_eq!(cvi.next([84.30, 82.30]), Some(1.5637860082306099));
assert_eq!(cvi.next([84.84, 84.15]), Some(2.5210712792415677));
assert_eq!(cvi.next([85.00, 84.11]), Some(5.682116365544989));
assert_eq!(cvi.next([85.90, 84.03]), Some(44.08805917058712));
assert_eq!(cvi.next([86.58, 85.39]), Some(43.3166782081056));
assert_eq!(cvi.next([86.98, 85.76]), Some(-0.4937226078952195));
assert_eq!(cvi.next([88.00, 87.17]), Some(3.994412353229816));
assert_eq!(cvi.next([87.87, 87.01]), Some(1.8239886289963296));