Struct StandardDeviation

pub struct StandardDeviation { /* private fields */ }

Standard Deviation Indicator

Standard deviation measures the amount of variation or dispersion in a set of values. It’s a fundamental statistical measure used in many other technical indicators.

Formulas:

• Population Standard Deviation: σ = √(Σ(x - μ)² / N)
• Sample Standard Deviation: s = √(Σ(x - μ)² / (N-1))

Where:

• x = individual values
• μ = mean of the values
• N = number of values

Uses:

• Measuring price volatility
• Bollinger Bands calculation
• Risk assessment
• Normalization of other indicators
• Z-score calculations

Implementations

impl StandardDeviation

pub fn new() -> Self

Create a new Standard Deviation calculator with default configuration (period=20, sample=true)

pub fn with_period(period: usize) -> Result<Self, StandardDeviationError>

Create a new Standard Deviation calculator with custom period

pub fn population(period: usize) -> Result<Self, StandardDeviationError>

Create a new Standard Deviation calculator for population standard deviation

pub fn sample(period: usize) -> Result<Self, StandardDeviationError>

Create a new Standard Deviation calculator for sample standard deviation

pub fn with_config(config: StandardDeviationConfig) -> Self

Create a new Standard Deviation calculator with custom configuration

pub fn calculate( &mut self, input: StandardDeviationInput, ) -> Result<StandardDeviationOutput, StandardDeviationError>

Calculate Standard Deviation for the given input

pub fn calculate_batch( &mut self, inputs: &[StandardDeviationInput], ) -> Result<Vec<StandardDeviationOutput>, StandardDeviationError>

Calculate Standard Deviation for a batch of inputs

pub fn reset(&mut self)

Reset the calculator state

pub fn get_state(&self) -> &StandardDeviationState

Get current state (for serialization/debugging)

pub fn set_state(&mut self, state: StandardDeviationState)

Restore state (for deserialization)

pub fn mean(&self) -> f64

Get current mean

pub fn volatility_level(&self) -> VolatilityLevel

Get current volatility level

pub fn is_outlier(&self, value: f64, threshold_std_devs: f64) -> bool

Check if value is outlier (beyond N standard deviations)

Trait Implementations

impl Default for StandardDeviation

fn default() -> Self

Returns the “default value” for a type.