Struct RelativeVolumeAtTime 

pub struct RelativeVolumeAtTime { /* private fields */ }

Relative Volume at Time: this bar’s volume against the volume at the same time of day on previous days.

The rolling super::volume_indicators::RvolEngine answers a different question — how this bar compares to the recent ones, whatever hour they fell in. At 09:31 that comparison is dominated by the opening bar and says little. Here the comparison runs down the same column of the clock instead: 09:31 today against 09:31 on each of the previous days days.

Two ratios come out of it, and they are not interchangeable:

• value: regular — this bar’s volume divided by the average volume in the same slot on previous days.
• extra["cumulative"]: cumulative — the volume accumulated since the start of today divided by the average of what had accumulated by the same slot on previous days. This is the one that answers “is today busy so far”, and it is far less jumpy than the regular one.

The day starts at day_start_offset seconds after midnight UTC, so a market whose session does not align with UTC midnight can be placed correctly. A slot is the number of seconds into that day, which makes bars of any spacing line up as long as they arrive at consistent times.

Only days strictly before today count as comparison. Today’s own bars never enter their own reference, so no value depends on data that did not exist when the bar closed.

How many comparison days actually contributed is published rather than assumed:

• extra["samples"]: number of previous days that had a bar in this slot.
• extra["complete"]: 1.0 when that number equals days, 0.0 otherwise.

A missing slot lowers samples; it is never filled in from a neighbouring slot or an earlier day. A shortened trading day therefore shows up as an incomplete comparison instead of a quietly wrong ratio.

Unit: a ratio, where 1.0 means “as much as usual at this time”. Zero average volume in the comparison slots produces no output — a ratio against nothing has no meaning.

First output: the first bar whose slot has at least one previous day to compare against — one day of bars. How many bars that is depends on the timeframe, which this indicator cannot know from a timestamp alone, so bar_seconds states it. That parameter is declarative only: it makes Indicator::warmup_period an honest number of bars and has no influence on the calculation, which always derives slots from timestamps. A wrong value misstates the declared warmup, never a ratio.

Memory is bounded by pruning slots untouched for more than days days.

Implementations

impl RelativeVolumeAtTime

pub fn new(days: usize, day_start_offset: i64, bar_seconds: i64) -> Self

pub fn with_defaults() -> Self

Trait Implementations

impl Clone for RelativeVolumeAtTime

fn clone(&self) -> RelativeVolumeAtTime

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for RelativeVolumeAtTime

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

Formats the value using the given formatter.

impl Indicator for RelativeVolumeAtTime

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>