Struct CvdEngine 

pub struct CvdEngine { /* private fields */ }

Cumulative Volume Delta (CVD) Engine.

Derives the buying/selling split from the shape of each bar — where the close sits inside its range — which is super::cvd_intrabar::DeltaProvenance::BarShape. It looks at no individual trade and cannot tell aggressive buying from selling into absorption: both can close at the high. That is a documented estimate, not a measurement of the aggressor, and it remains this crate’s default. super::cvd_intrabar::IntrabarCvd offers the finer estimate from lower-timeframe bars without replacing this one.

Per bar, with the range floored at 1e-8: share = (close - low) / (high - low), buy = volume * share, sell = volume * (1 - share), delta = buy - sell. value is the running total of the deltas; extra carries this bar’s delta, buy_volume and sell_volume. First output: with the first bar. Indicator::reset returns the total to zero.

Implementations

impl CvdEngine

pub fn new() -> Self

Trait Implementations

impl Clone for CvdEngine

fn clone(&self) -> CvdEngine

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for CvdEngine

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

Formats the value using the given formatter.

impl Default for CvdEngine

fn default() -> Self

Returns the “default value” for a type.

impl Indicator for CvdEngine

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.