Struct VarianceRatio 

pub struct VarianceRatio { /* private fields */ }

Variance Ratio regime classifier.

Computes the Lo-MacKinlay Variance Ratio to determine whether an instrument is trending, mean-reverting, or following a random walk.

Implementations

impl VarianceRatio

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

Create a new VarianceRatio with the specified lag (q parameter).

Errors

Returns InvalidParameter if lag is less than 2.

pub fn compute_ratio( &self, candles: &[Candle], ) -> Result<Decimal, IndicatorError>

Compute the variance ratio from candle closing prices.

Returns the VR value:

• VR > 1.1 → trending
• VR < 0.9 → mean-reverting
• 0.9 ≤ VR ≤ 1.1 → neutral / random walk

pub fn rolling( &self, candles: &[Candle], window: usize, ) -> Result<Vec<(usize, Decimal)>, IndicatorError>

Compute rolling variance ratio over a sliding window.

Returns (index, vr) pairs where index is the end position of each window.

Trait Implementations

impl Clone for VarianceRatio

fn clone(&self) -> VarianceRatio

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for VarianceRatio

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

Formats the value using the given formatter.

impl Indicator for VarianceRatio

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.