Module rvol 

Relative volume (RVOL)

rvol[i] = volume[i] / mean(volume[i − lookback + 1 ..= i])

when the lookback window is full; warm-up bars are None.

Word problem

Twenty bars printed 1,000 volume, then one bar prints 2,000. What is RVOL(20)?

The lookback includes the current bar, so mean = (19×1000 + 2000) / 20 = 1050 and RVOL = 2000/1050 ≈ 1.905.

use finance_solution::stocks::ta::{rvol, RvolParams};
let mut vol = vec![1_000.0; 20];
vol.push(2_000.0);
let s = rvol(&vol, RvolParams::days_20()).unwrap();
assert!((s.rvol[20].unwrap() - 2000.0 / 1050.0).abs() < 1e-9);

Constant volume → RVOL = 1 after warm-up (useful unit check).

Quant pattern

use finance_solution::stocks::ta::{RvolParams, ValidatedRvol, RvolState};

const R20: RvolParams = RvolParams::days_20();
let eng = ValidatedRvol::new(R20).unwrap();
let s = eng.compute(&vol).unwrap();
let mut live = RvolState::new(R20).unwrap();
let _ = live.push_bars(&vol).unwrap();
assert_eq!(s.rvol.len(), vol.len());

Sample solution table

period   volume    rvol
------  -------  ------
    18  1180.00     n/a
    19  1190.00  1.0820
    20  2000.00  1.7540

Structs

RvolParams

RVOL lookback pack.

RvolSeries

RvolSolution

ValidatedRvol

Validated RVOL config.

Functions

rvol

rvol_solution

Examples