Struct HiResVolumeFlowEngine 

pub struct HiResVolumeFlowEngine { /* private fields */ }

Streaming high-resolution volume flow engine.

Implementations

impl HiResVolumeFlowEngine

pub fn new(window_len: usize) -> Self

pub fn reset(&mut self)

pub fn on_bar_with_aggressor( &mut self, bar: &Bar, aggressor: AggressorVolume, ) -> HiResVolumeFlowOutput

High-resolution path: feeds a bar with directly known aggressor volume (e.g. aggregated from trade-tape data).

pub fn on_intrabar_group( &mut self, group: &IntrabarGroup, ) -> HiResVolumeFlowOutput

High-resolution path: feeds a confirmed IntrabarGroup (a parent bar’s full ordered child-bar sequence), summing each child’s own OHLC-inferred delta instead of applying the heuristic once to the aggregate parent bar — preserves the intrabar price path the aggregate alone loses.

pub fn on_bar_estimated(&mut self, bar: &Bar) -> HiResVolumeFlowOutput

Fallback path: OHLC-inferred estimate when no direct aggressor or intrabar data is available, explicitly tagged as such via BarQuality::volume_available staying accurate but the estimate not being a genuine tick-level measurement.

Trait Implementations

impl Indicator for HiResVolumeFlowEngine

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

Delegates to the OHLC-estimated fallback path; use HiResVolumeFlowEngine::on_bar_with_aggressor or HiResVolumeFlowEngine::on_intrabar_group directly for the high-resolution paths, which this trait’s single-Bar signature cannot express.

fn name(&self) -> &str

fn reset(&mut self)

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

fn warmup_period(&self) -> usize

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

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