Struct VolumeProfileEngine 

pub struct VolumeProfileEngine { /* private fields */ }

Volume Profile Engine. Computes Volume-by-Price distribution over lookback window, identifying POC (Point of Control), VAH (Value Area High), and VAL (Value Area Low).

Implementations

impl VolumeProfileEngine

pub fn new(lookback: usize, num_bins: usize) -> Self

Trait Implementations

impl Indicator for VolumeProfileEngine

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.