Struct VwapState 

pub struct VwapState { /* private fields */ }

Incremental VWAP (cumulative or rolling). Call VwapState::reset at session open if desired.

Examples

use finance_solution::stocks::ta::{VwapParams, VwapState};
let mut v = VwapState::new(VwapParams::cumulative_typical()).unwrap();
let a = v.push(10.0, 9.0, 9.5, 100.0).unwrap().unwrap();
let b = v.push(11.0, 10.0, 10.5, 200.0).unwrap().unwrap();
assert!(b > a || (b - a).abs() < 1.0); // volume-weighted drift
v.reset(); // e.g. new regular trading day — caller decides
assert!(v.push(10.0, 10.0, 10.0, 50.0).unwrap().unwrap() - 10.0 < 1e-12);

Implementations

impl VwapState

pub fn new(params: VwapParams) -> FinanceResult<Self>

pub fn from_history( params: VwapParams, high: &[f64], low: &[f64], close: &[f64], volume: &[f64], ) -> FinanceResult<Self>

pub fn params(&self) -> VwapParams

pub fn reset(&mut self)

Clear cumulative / rolling window (typical: start of session).

pub fn push( &mut self, high: f64, low: f64, close: f64, volume: f64, ) -> FinanceResult<Option<f64>>

pub fn last(&self) -> Option<f64>

pub fn push_bars( &mut self, high: &[f64], low: &[f64], close: &[f64], volume: &[f64], ) -> FinanceResult<Vec<Option<f64>>>

Push aligned OHLC+V bars from one payload.

Trait Implementations

impl Clone for VwapState

fn clone(&self) -> VwapState

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for VwapState

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

Formats the value using the given formatter.