Struct RelativeVolatilityIndex 

pub struct RelativeVolatilityIndex { /* private fields */ }

Relative Volatility Index: the Relative Strength Index construction applied to volatility instead of to price change.

For each bar the standard deviation of the last stdev_len prices is computed. That figure is then filed under “up” or “down” depending on which way the price moved, and the two are Wilder-smoothed over smooth_len:

up_t    = stdev_t if price rose, else 0
down_t  = stdev_t if price fell, else 0
RVI     = 100 * rma(up) / (rma(up) + rma(down))

So it answers “is the recent movement concentrated on the up side or the down side”, where movement means dispersion, not distance. A market that falls steadily with little scatter can therefore read differently from an RSI on the same bars.

This is not the Relative Vigor Index, which this crate registers as rvi and which compares the close-open span to the high-low span. Same three letters, unrelated measurement; hence the separate name.

No claim of numerical agreement with any other implementation is made: the published descriptions of this indicator leave the direction rule, the smoothing and the seed open, and what is implemented here is the contract stated above.

Unit: 0..=100. A bar where the price did not move contributes to neither side. A window in which nothing moved at all leaves both averages at zero; the documented convention there is 50, the same neutral reading this crate’s RSI uses.

First output: once both the deviation window and the Wilder averages are ready, i.e. with bar stdev_len + smooth_len - 1. Indicator::reset clears the window and both averages.

Implementations

impl RelativeVolatilityIndex

pub fn new( stdev_len: usize, smooth_len: usize, variant: RelativeVolatilityVariant, ) -> Self

pub fn with_defaults() -> Self

pub fn variant(&self) -> RelativeVolatilityVariant

Trait Implementations

impl Clone for RelativeVolatilityIndex

fn clone(&self) -> RelativeVolatilityIndex

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for RelativeVolatilityIndex

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

Formats the value using the given formatter.

impl Indicator for RelativeVolatilityIndex

fn name(&self) -> &str

fn warmup_period(&self) -> usize

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

fn reset(&mut self)

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

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

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