Struct yata::methods::LinearVolatility

pub struct LinearVolatility { /* fields omitted */ }

Calculate moving linear volatility for last length values of type ValueType

LV = Σ[abs(Derivative(1))]

Parameters

Has a single parameter length: PeriodType

length should be > 0

Input type

Input type is ValueType

Output type

Output type is ValueType

Output is always positive or 0.0

Examples

use yata::prelude::*;
use yata::methods::LinearVolatility;

// volatility over 3 periods
let mut vol = LinearVolatility::new(3, 1.0).unwrap();
vol.next(1.0);
vol.next(2.0);
assert_eq!(vol.next(3.0), 2.0);
assert_eq!(vol.next(1.0), 4.0);

Performance

O(1)

Trait Implementations

impl Clone for LinearVolatility

fn clone(&self) -> LinearVolatility

Returns a copy of the value.

pub fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for LinearVolatility

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for LinearVolatility

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error> where
    __D: Deserializer<'de>, 

Deserialize this value from the given Serde deserializer.

impl Method<'_> for LinearVolatility

type Params = PeriodType

Method parameters

type Input = ValueType

Input value type

type Output = Self::Input

Output value type

fn new(length: Self::Params, value: Self::Input) -> Result<Self, Error>

Static method for creating an instance of the method with given parameters and initial value (simply first input value)

fn next(&mut self, value: Self::Input) -> Self::Output

Generates next output value based on the given input value

fn name(&self) -> &str

Returns a name of the method

fn memsize(&self) -> (usize, usize) where
    Self: Sized, 

Returns memory size of the method (size, align)

fn over<S>(&'a mut self, inputs: S) -> Vec<Self::Output> where
    S: Sequence<Self::Input>,
    Self: Sized, 

Iterates the Method over the given inputs slice and returns Vec of output values.

fn apply<'b: 'a, T, S>(&'a mut self, sequence: &'b mut S) where
    S: Sequence<T> + AsMut<[T]>,
    Self: Method<'a, Input = T, Output = T> + Sized,
    T: Copy, 

Applies method to the sequence in-place.

fn new_over<S>(
    parameters: Self::Params,
    inputs: S
) -> Result<Vec<Self::Output>, Error> where
    S: Sequence<Self::Input>,
    Self::Input: Clone,
    Self: Sized + 'a, 

Creates new Method instance and iterates it over the given inputs slice and returns Vec of output values.

fn new_apply<T, S>(
    parameters: Self::Params,
    sequence: &'a mut S
) -> Result<(), Error> where
    T: Copy,
    S: Sequence<T> + AsMut<[T]>,
    Self: Method<'a, Input = T, Output = T> + Sized + 'a, 

Creates new Method instance and applies it to the sequence.

fn into_fn(self) -> Box<dyn FnMut(Self::Input) -> Self::Output> where
    Self: Sized + 'static, 

Creates a function from the Method instance

fn new_fn(
    params: Self::Params,
    initial_value: Self::Input
) -> Result<Box<dyn FnMut(Self::Input) -> Self::Output>, Error> where
    Self: Sized + 'static, 

Creates new function based on the method

impl Serialize for LinearVolatility

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error> where
    __S: Serializer, 

Serialize this value into the given Serde serializer.