Struct ExtendedVolumeProfileEngine 

pub struct ExtendedVolumeProfileEngine { /* private fields */ }

Extended volume profile over the last lookback bars.

Bins, POC and value area follow the rules of super::volume_profile::VolumeProfileEngine: the window’s own range in num_bins equal bins, each bar’s volume spread evenly over the bins it spans, the POC at the centre of the first largest bin, a 70 % value area grown towards the larger neighbour. value is the POC. The full profile with its value area, and a delta profile — buy minus sell volume per bin, split by the close’s position in each bar’s range — come as ProfileArtifacts; runs of high- and low-volume bins (at least 1.5x resp. at most 0.5x the mean bin volume by default) as ZoneArtifacts.

A window without range produces no output. First output: with the lookback-th bar. Indicator::reset clears the window.

Implementations

impl ExtendedVolumeProfileEngine

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

pub fn with_thresholds(self, hvn_multiplier: f64, lvn_multiplier: f64) -> Self

Overrides the default HVN (1.5x mean) / LVN (0.5x mean) classification multipliers.

pub fn on_intrabar_group( &mut self, group: &IntrabarGroup, ) -> Option<IndicatorOutput>

Feeds a confirmed IntrabarGroup (a parent bar’s full ordered child-bar sequence), recording each child individually instead of the aggregate parent bar alone — finer intrabar volume distribution than Indicator::on_bar’s per-parent-bar granularity. lookback then counts child-bar entries, not parent bars.

Trait Implementations

impl Indicator for ExtendedVolumeProfileEngine

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.