Struct Vwap 

pub struct Vwap {
    pub params: VwapParams,
}

Fields

params: VwapParams

Implementations

impl Vwap

pub fn new(params: VwapParams) -> Self

pub fn cumulative() -> Self

pub fn rolling(period: usize) -> Self

Trait Implementations

impl Clone for Vwap

fn clone(&self) -> Vwap

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Vwap

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

Formats the value using the given formatter.

impl Indicator for Vwap

fn calculate( &self, candles: &[Candle], ) -> Result<IndicatorOutput, IndicatorError>

Cumulative VWAP: cumsum(tp * vol) / cumsum(vol) — no NaN warm-up. Rolling VWAP: rolling_sum(tp * vol, N) / rolling_sum(vol, N) — NaN for the first period - 1 positions.

tp (typical price) = (high + low + close) / 3.

fn name(&self) -> &'static str

Short canonical name, e.g. "SMA", "RSI", "MACD".

fn required_len(&self) -> usize

Minimum number of candles required before output is non-NaN. Mirrors Python’s implicit warm-up period used for validation.

fn required_columns(&self) -> &[&'static str]

Which OHLCV fields this indicator reads.

fn check_len(&self, candles: &[Candle]) -> Result<(), IndicatorError>

Validate that enough data was supplied, returning a descriptive error if not.