Enum trade_aggregation::FeatureModules [−][src]
pub enum FeatureModules {}Show variants
Open, High, Low, Close, Volume, ArithmeticMeanPrice, WeightedPrice, NumTrades, DirectionalTradeRatio, DirectionalVolumeRatio, StdDevPrices, StdDevSizes, TimeVelocity,
Expand description
enumeration of all available features
Variants
The open price of a candle
The high price of a candle
The low price of a candle
The close price of a candle
The sum of trade sizes of a candle
Equally weighted price of a candle
Volume weighted price of a candle
Number of trades that happened during that candle
#buys / #trades
buy_volume / total_volume
Standard deviation of prices from trades that happened during the candle
Standard deviation of sizes from trades that happened during the candle
Measures the speed of candle creation: 1.0 / elapsed_m
Implementations
impl FeatureModules
[src]
impl FeatureModules
[src]pub fn get_module(&self) -> Box<dyn FeatureModule>
[src]
pub fn get_module(&self) -> Box<dyn FeatureModule>
[src]Return the associated boxed Struct for a module