Module bollinger 

Bollinger Bands

Middle band = SMA(period). Upper/lower = middle ± num_std × window standard deviation.

Word problem

A trader plots Bollinger(20, 2) on daily closes. After 20 days of identical closes at 100, where are the bands?

Expect: middle = 100, upper = lower = 100 (zero width → %B is None, not a fake 0.5).

use finance_solution::stocks::ta::{bollinger, BollingerParams};
let c = vec![100.0; 25];
let s = bollinger(&c, BollingerParams::standard()).unwrap();
assert_eq!(s.middle[19], Some(100.0));
assert_eq!(s.upper[19], Some(100.0));
assert_eq!(s.pct_b[19], None);

Stdev: sample vs population

Kind	Denominator	Use
StdevKind::Sample (default)	n − 1	Recommended for Bollinger in most finance software
StdevKind::Population	n	Matches some charting packages / “full window” definitions

Sample is slightly wider for small n. Both are available so you are not locked in.

use finance_solution::stocks::ta::{bollinger, BollingerParams, StdevKind};
let closes: Vec<f64> = (1..=30).map(|x| 100.0 + x as f64).collect();
let sample = bollinger(&closes, BollingerParams::standard()).unwrap();
let pop = bollinger(
    &closes,
    BollingerParams { stdev: StdevKind::Population, ..BollingerParams::standard() },
).unwrap();
// Same middle (SMA); upper band: sample ≥ population for n>1 when variance > 0
assert!(sample.upper[29].unwrap() >= pop.upper[29].unwrap() - 1e-12);

Quant pattern

use finance_solution::stocks::ta::{BollingerParams, ValidatedBollinger, BollingerState};

const BB20_2: BollingerParams = BollingerParams::standard(); // sample stdev
let bb = ValidatedBollinger::new(BB20_2).unwrap();
let s = bb.compute(&closes).unwrap();

// Live:
let mut st = BollingerState::new(BB20_2).unwrap();
let _ = st.push_bars(&closes).unwrap();

Sample solution table

period   close  middle   upper   lower     pct_b
------  ------  ------  ------  ------  --------
    18  100.50     n/a     n/a     n/a       n/a
    19  100.60  100.20  101.10   99.30    0.6667

%B

%B = (close − lower) / (upper − lower) when width > 0; otherwise None.

Structs

BollingerParams

Bollinger parameter pack.

BollingerSeries

Middle / upper / lower / %B series.

BollingerSolution

Teaching solution + table.

ValidatedBollinger

Validated Bollinger config.

Functions

bollinger

bollinger_solution

Teaching solution with formulas + table.