Struct ZScoreEngine 

pub struct ZScoreEngine { /* private fields */ }

Rolling z-score of the close.

Z = (close - mean) / sd over the last period closes, this one included, with the population standard deviation (divisor period); 0 when the deviation is below 1e-8. period is at least 2.

First output: with the period-th bar. Indicator::reset clears the window.

Implementations

impl ZScoreEngine

pub fn new(period: usize) -> Self

Trait Implementations

impl Clone for ZScoreEngine

fn clone(&self) -> ZScoreEngine

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for ZScoreEngine

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

Formats the value using the given formatter.

impl Indicator for ZScoreEngine

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.