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obv

Function obv 

Source
pub fn obv(closes: &[f64], volumes: &[f64]) -> Result<Vec<Option<f64>>>
Expand description

Calculate On-Balance Volume (OBV).

OBV is a cumulative indicator that adds volume on up days and subtracts volume on down days. It measures buying and selling pressure.

§Arguments

  • closes - Close prices
  • volumes - Trading volumes

§Returns

Vector of cumulative OBV values.

§Example

use finance_query::indicators::obv;

let closes = vec![100.0, 102.0, 101.0, 103.0, 105.0];
let volumes = vec![1000.0, 1200.0, 900.0, 1500.0, 2000.0];

let result = obv(&closes, &volumes).unwrap();
assert_eq!(result.len(), 5);