Module obv 

On-Balance Volume (OBV)

Cumulative volume flow signed by close direction:

if close[i] > close[i−1]:  OBV += volume[i]
if close[i] < close[i−1]:  OBV −= volume[i]
if close[i] == close[i−1]: OBV unchanged

First bar: OBV = volume[0] (common convention; signed flow starts on bar 1). Absolute level is arbitrary — desks watch slope and divergence, not a magic OBV number.

---

Trading perspective

Story	Habit (classic)
Price up, OBV up	Volume confirms trend
Price up, OBV flat/down	Bearish divergence screen
Price down, OBV up	Bullish accumulation screen

vs other volume tools

	OBV	MFI	RVOL	VWAP
Idea	Cumulative signed volume	Bounded oscillator 0–100	Volume vs its mean	Volume-weighted price
Best for	Divergence / confirmation	Overbought/oversold w/ volume	Spike detection	Intraday fair value

Prefer MFI when you want RSI-like bounds; OBV when you want unbounded cumulative flow; RVOL for “is this bar loud?”; VWAP for session price, not volume trend.

Pairs well with

• Price structure / Donchian or Supertrend — breakout + rising OBV.
• ADX — strong trend + confirming OBV slope.
• RSI/WillR — oscillator extreme + OBV not confirming → divergence narrative.

---

Engineering

ObvParams (unit pack) → obv / ObvState → obv_solution.
Batch uses ObvState end-to-end. Each push is O(1).

Word problem

Closes 10 → 11 → 10 with volumes 100, 200, 50. OBV path?

Expect: 100, then 100+200=300, then 300−50=250.

use finance_solution::stocks::ta::{obv, ObvParams};
let c = [10.0, 11.0, 10.0];
let v = [100.0, 200.0, 50.0];
let s = obv(&c, &v, ObvParams::default_pack()).unwrap();
assert!((s.obv[0].unwrap() - 100.0).abs() < 1e-12);
assert!((s.obv[1].unwrap() - 300.0).abs() < 1e-12);
assert!((s.obv[2].unwrap() - 250.0).abs() < 1e-12);

Structs

ObvParams

OBV has no lookback; pack is a unit for API consistency.

ObvSeries

ObvSolution

ObvState

Incremental OBV. Each push is O(1).

ValidatedObv

Validated pack (always succeeds).

Functions

obv

obv_solution

Examples