Struct HistoricalVolatilityEngine 

pub struct HistoricalVolatilityEngine { /* private fields */ }

Historical / Realized Volatility (Annualized Standard Deviation of Log Returns).

Implementations

impl HistoricalVolatilityEngine

pub fn new(period: usize) -> Self

Trait Implementations

impl Indicator for HistoricalVolatilityEngine

fn name(&self) -> &str

fn warmup_period(&self) -> usize

fn reset(&mut self)

fn on_bar(&mut self, bar: &Bar) -> Option<IndicatorOutput>

fn alerts(&self) -> Vec<IndicatorAlert>

fn on_checked_bar( &mut self, bar: &Bar, ) -> Result<Option<IndicatorOutput>, BarValidationError>

Validates a bar before forwarding it to Indicator::on_bar.