Struct VolumeProfile 

pub struct VolumeProfile { /* private fields */ }

Auction Market Theory Volume Profile indicator.

Tracks volume distribution across price bins over a rolling lookback window.

Implementations

impl VolumeProfile

pub fn new(period: usize, bins: usize) -> Self

Creates a new VolumeProfile with default 70% Value Area and Greedy expansion.

Arguments

• period - Sliding window size in bars (minimum 1).
• bins - Number of price buckets in the histogram (minimum 1).

pub fn with_value_area_pct(self, pct: f64) -> Self

Sets the target percentage of total volume to include in the Value Area.

Value is clamped between 0.0 and 1.0 (default 0.70).

pub fn with_methods( self, va_method: ValueAreaMethod, alloc_method: VolumeAllocationMethod, ) -> Self

Sets the Value Area expansion method and volume allocation method.

pub fn with_params( period: usize, bins: usize, value_area_pct: f64, va_method: ValueAreaMethod, alloc_method: VolumeAllocationMethod, ) -> Self

Creates a VolumeProfile with full parameter configuration.

pub fn period(&self) -> usize

Sliding window size in bars.

pub fn bins(&self) -> usize

Number of histogram price bins.

pub fn value_area_pct(&self) -> f64

Configured Value Area percentage (e.g. 0.70).

pub fn value_area_method(&self) -> ValueAreaMethod

Configured Value Area expansion method.

pub fn allocation_method(&self) -> VolumeAllocationMethod

Configured volume allocation method.

pub fn window_len(&self) -> usize

Number of bars currently in the rolling window.

pub fn bar_count(&self) -> usize

Total number of bars ingested since initialization or last reset.

pub fn is_ready(&self) -> bool

Returns true if the rolling window has reached full capacity (>= period).

pub fn reset(&mut self)

Resets the sliding window and bar counter to initial state.

pub fn next_bar(&mut self, bar: impl Into<BarData>) -> VolumeProfileState

Ingests a new bar and computes the updated VolumeProfileState.

pub fn current_bins(&self) -> Vec<PriceBin>

Computes and returns the full discrete price bins for the current window.

Trait Implementations

impl Clone for VolumeProfile

fn clone(&self) -> Self

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for VolumeProfile

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for VolumeProfile

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Next<&(f64, f64, f64, f64)> for VolumeProfile

Reference &(f64, f64, f64, f64) input.

type Output = VolumeProfileState

fn next(&mut self, input: &(f64, f64, f64, f64)) -> Self::Output

Process the next input and return the updated output.

fn next_batch(&mut self, inputs: &[Input]) -> Vec<Self::Output>

where Input: Copy,

Process a batch of inputs eagerly. This allows implementations to override with vectorized logic, while falling back to scalar processing by default.

impl Next<&BarData> for VolumeProfile

Reference &BarData input.

type Output = VolumeProfileState

fn next(&mut self, bar: &BarData) -> Self::Output

Process the next input and return the updated output.

fn next_batch(&mut self, inputs: &[Input]) -> Vec<Self::Output>

where Input: Copy,

Process a batch of inputs eagerly. This allows implementations to override with vectorized logic, while falling back to scalar processing by default.

impl Next<(f64, f64)> for VolumeProfile

Legacy single price & volume input: (price, volume).

Returns the Point of Control (POC) as f64 for backward compatibility with PyO3 bindings.

type Output = f64

fn next(&mut self, (price, volume): (f64, f64)) -> Self::Output

Process the next input and return the updated output.

fn next_batch(&mut self, inputs: &[Input]) -> Vec<Self::Output>

where Input: Copy,

Process a batch of inputs eagerly. This allows implementations to override with vectorized logic, while falling back to scalar processing by default.

impl Next<(f64, f64, f64)> for VolumeProfile

Convenience HLV input: (high, low, volume). Close defaults to (high + low) / 2.

type Output = VolumeProfileState

fn next(&mut self, (high, low, volume): (f64, f64, f64)) -> Self::Output

Process the next input and return the updated output.

fn next_batch(&mut self, inputs: &[Input]) -> Vec<Self::Output>

where Input: Copy,

Process a batch of inputs eagerly. This allows implementations to override with vectorized logic, while falling back to scalar processing by default.

impl Next<(f64, f64, f64, f64)> for VolumeProfile

Full OHLCV input: (high, low, close, volume).

type Output = VolumeProfileState

fn next( &mut self, (high, low, close, volume): (f64, f64, f64, f64), ) -> Self::Output

Process the next input and return the updated output.

fn next_batch(&mut self, inputs: &[Input]) -> Vec<Self::Output>

where Input: Copy,

Process a batch of inputs eagerly. This allows implementations to override with vectorized logic, while falling back to scalar processing by default.

impl Next<BarData> for VolumeProfile

Direct BarData input.

type Output = VolumeProfileState

fn next(&mut self, bar: BarData) -> Self::Output

Process the next input and return the updated output.

fn next_batch(&mut self, inputs: &[Input]) -> Vec<Self::Output>

where Input: Copy,

Process a batch of inputs eagerly. This allows implementations to override with vectorized logic, while falling back to scalar processing by default.

impl PartialEq for VolumeProfile

fn eq(&self, other: &Self) -> bool

Equality operator ==.

fn ne(&self, other: &Rhs) -> bool

Inequality operator !=.

impl Serialize for VolumeProfile

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl StructuralPartialEq for VolumeProfile