pub struct DataRequirements {
pub needs_real_volume: bool,
pub needs_trade_direction: bool,
pub session_sensitive: bool,
pub roll_sensitive: bool,
pub adjustment_sensitive: bool,
pub needs_liquidity_depth: bool,
}Expand description
What an indicator’s calculation needs from the bar series it runs over, beyond plain OHLC
prices. All-false (the Default) is the right value for pure price indicators — the
effort of declaring requirements is only spent on the indicators where it matters.
Fields§
§needs_real_volume: boolNeeds real traded turnover, not tick/update count (e.g. volume profile, VWAP).
needs_trade_direction: boolNeeds classified individual trades (buy/sell direction), not just aggregate volume.
session_sensitive: boolResult depends on where the session is cut (anchors, session extremes).
roll_sensitive: boolResult depends on contract continuity (rolls mix liquidity pools / shift historical levels).
adjustment_sensitive: boolResult depends on historical price levels matching what was actually traded (broken by split/dividend adjustment).
needs_liquidity_depth: boolNeeds market-depth information beyond what a thin series can provide.
Trait Implementations§
Source§impl Clone for DataRequirements
impl Clone for DataRequirements
Source§fn clone(&self) -> DataRequirements
fn clone(&self) -> DataRequirements
1.0.0 (const: unstable) · Source§fn clone_from(&mut self, source: &Self)
fn clone_from(&mut self, source: &Self)
source. Read more