fulid 0.1.0

Trading engine
Documentation 
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use std::collections::VecDeque;
use crate::strategy_engine::Strategy;


#[derive(Debug, Clone)]

pub struct Volatility {
    prices: VecDeque<f64>,
}

impl Volatility {
    pub fn new() -> Self {
        Self {
            prices: VecDeque::new(),
        }
    }

    pub fn update_price(&mut self, price: f64) {
        self.prices.push_back(price);
    }
}

impl Strategy for Volatility {
    fn evaluate(&self, _price: &f64) -> f64 {
        if self.prices.len() < 2 {
            return 0.0;
        }

        let last_price = self.prices[self.prices.len() - 2];
        let current_price = self.prices.back().unwrap();
        if *current_price > last_price {
            1.0 // 买入信号
        } else if *current_price < last_price {
            -1.0 // 卖出信号
        } else {
            0.0 // 无信号
        }
    }

    fn calculate_indicator(&self, _prices: &Vec<f64>) -> f64 {
        // 计算波动性作为指标
        let mut volatility = 0.0;
        for i in 1..self.prices.len() {
            let diff = self.prices[i] - self.prices[i - 1];
            volatility += diff.abs();
        }
        volatility / self.prices.len() as f64
    }
}