Enum trade_aggregation::FeatureModules[−][src]

pub enum FeatureModules {

Show variants    Open,
    High,
    Low,
    Close,
    Volume,
    ArithmeticMeanPrice,
    WeightedPrice,
    NumTrades,
    DirectionalTradeRatio,
    DirectionalVolumeRatio,
    StdDevPrices,
    StdDevSizes,
    TimeVelocity,

}
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enumeration of all available features

Variants

Open
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The open price of a candle

High
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The high price of a candle

Low
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The low price of a candle

Close
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The close price of a candle

Volume
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The sum of trade sizes of a candle

ArithmeticMeanPrice
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Equally weighted price of a candle

WeightedPrice
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Volume weighted price of a candle

NumTrades
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Number of trades that happened during that candle

DirectionalTradeRatio
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#buys / #trades

DirectionalVolumeRatio
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buy_volume / total_volume

StdDevPrices
Expand description

Standard deviation of prices from trades that happened during the candle

StdDevSizes
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Standard deviation of sizes from trades that happened during the candle

TimeVelocity
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Measures the speed of candle creation: 1.0 / elapsed_m

Implementations

impl FeatureModules[src]

pub fn get_module(&self) -> Box<dyn FeatureModule>[src]

Return the associated boxed Struct for a module

Auto Trait Implementations

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impl<T> Any for T where
    T: 'static + ?Sized, [src]

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    T: ?Sized, [src]

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Performs the conversion.

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    U: From<T>, [src]

pub fn into(self) -> U[src]

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    U: Into<T>, [src]

type Error = Infallible

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pub fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>[src]

Performs the conversion.

impl<T, U> TryInto<U> for T where
    U: TryFrom<T>, [src]

type Error = <U as TryFrom<T>>::Error

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pub fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>[src]

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