Struct StdDev 

pub struct StdDev { /* private fields */ }

Standard Deviation indicator.

Computes the population standard deviation of closing prices over the specified period.

Formula

StdDev = sqrt(sum((x - mean)^2) / n)

where x is each closing price, mean is the average, and n is the period.

Example

use quant_indicators::{Indicator, StdDev};
use quant_primitives::Candle;
use chrono::Utc;
use rust_decimal_macros::dec;

let ts = Utc::now();
let candles: Vec<Candle> = (0..20).map(|i| {
    Candle::new(dec!(100), dec!(110), dec!(90), dec!(100) + rust_decimal::Decimal::from(i), dec!(1000), ts).unwrap()
}).collect();
let stddev = StdDev::new(20).unwrap();
let series = stddev.compute(&candles).unwrap();

Implementations

impl StdDev

pub fn new(period: usize) -> Result<Self, IndicatorError>

Create a new StdDev indicator with the specified period.

Errors

Returns InvalidParameter if period is 0.

pub fn period(&self) -> usize

Get the period.

Trait Implementations

impl Clone for StdDev

fn clone(&self) -> StdDev

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for StdDev

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

Formats the value using the given formatter.

impl Indicator for StdDev

fn name(&self) -> &str

The name of this indicator (e.g., “SMA(20)”).

fn warmup_period(&self) -> usize

Minimum number of candles required before output is valid.

fn compute(&self, candles: &[Candle]) -> Result<Series, IndicatorError>

Compute the indicator values from candle data.