Struct BollingerBands 

pub struct BollingerBands { /* private fields */ }

Bollinger Bands indicator.

Bollinger Bands consist of:

• Middle band: Simple Moving Average
• Upper band: Middle + (multiplier * standard deviation)
• Lower band: Middle - (multiplier * standard deviation)

Standard Parameters

• Period: 20
• Multiplier: 2.0

Example

use quant_indicators::BollingerBands;
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 bb = BollingerBands::new(20, dec!(2)).unwrap();
let result = bb.compute(&candles).unwrap();
// result.upper, result.middle, result.lower

Implementations

impl BollingerBands

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

Create a new Bollinger Bands indicator.

Arguments

• period - Period for SMA and StdDev (typically 20)
• multiplier - StdDev multiplier for bands (typically 2)

Errors

Returns InvalidParameter if period is 0 or multiplier is negative.

pub fn standard() -> Result<Self, IndicatorError>

Create Bollinger Bands with standard parameters (20, 2).

pub fn name(&self) -> &str

Get the indicator name.

pub fn warmup_period(&self) -> usize

Minimum number of candles required.

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

Compute Bollinger Bands from candle data.

Returns a BollingerResult with upper, middle, and lower bands.

Trait Implementations

impl Clone for BollingerBands

fn clone(&self) -> BollingerBands

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for BollingerBands

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

Formats the value using the given formatter.