Struct PersistentVolumeProfileEngine 

pub struct PersistentVolumeProfileEngine { /* private fields */ }

Persistent volume profile over the last lookback bars on a fixed price grid.

A bin is [k * bin_width, (k + 1) * bin_width) with k = floor(price / bin_width). Each bar’s volume — its range when it carries no volume — is spread evenly over the bins from its low’s key to its high’s key; when the bar leaves the window exactly that contribution is taken back, and a bin with no touches or no volume left is removed. value is the POC: the centre of the first (lowest-priced) live bin with the largest volume. The profile and a per-bin absorption profile come as ProfileArtifacts; bins whose volume per touch is a robust outlier (median plus absorption_k scaled MAD, 2.5 by default) additionally as ZoneArtifacts.

First output: with the lookback-th bar. Indicator::reset clears bins and window.

Implementations

impl PersistentVolumeProfileEngine

pub fn new(lookback: usize, bin_width: f64) -> Self

bin_width is a fixed price-grid resolution (not derived from the rolling window’s min/max), the mechanism that gives bins a stable identity across updates.

pub fn with_absorption_k(self, k: f64) -> Self

pub fn absorption_profile(&self) -> Vec<AbsorptionBin>

Per-bin absorption view: a bin is flagged when its volume-per-touch is a robust outlier (median + absorption_k scaled-MAD) across the currently live bins — a small number of bars depositing disproportionate volume at one price level without it rolling away.

Trait Implementations

impl Indicator for PersistentVolumeProfileEngine

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.