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use crate::welford_online::WelfordOnline;
use crate::{CandleComponent, Trade};
#[derive(Debug, Clone)]
pub struct StdDevPrices {
welford: WelfordOnline,
}
impl Default for StdDevPrices {
fn default() -> Self {
Self {
welford: WelfordOnline::new(),
}
}
}
impl CandleComponent for StdDevPrices {
#[inline(always)]
fn value(&self) -> f64 {
self.welford.std_dev()
}
#[inline(always)]
fn update(&mut self, trade: &Trade) {
self.welford.add(trade.price);
}
#[inline(always)]
fn reset(&mut self) {
self.welford.reset();
}
}