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VolumeProfileState

quantwave_core::indicators::volume_profile

Struct VolumeProfileState 

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pub struct VolumeProfileState {
    pub poc: f64,
    pub vah: f64,
    pub val: f64,
    pub profile_high: f64,
    pub profile_low: f64,
    pub total_volume: f64,
    pub bar_index: usize,
}
Expand description

Output state emitted by VolumeProfile for each bar.

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§poc: f64

Point of Control (POC): center price of the bin with the highest volume.

§vah: f64

Value Area High (VAH): upper price boundary of the Value Area.

§val: f64

Value Area Low (VAL): lower price boundary of the Value Area.

§profile_high: f64

Highest price observed in the rolling window.

§profile_low: f64

Lowest price observed in the rolling window.

§total_volume: f64

Total traded volume accumulated across the rolling window.

§bar_index: usize

Zero-based index of the most recently processed bar.

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impl VolumeProfileState

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pub fn empty(bar_index: usize) -> Self

Creates an empty/uninitialized state with NaN prices and zero volume.

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pub fn value_area_width(&self) -> f64

Price span of the Value Area (vah - val).

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pub fn profile_range(&self) -> f64

Price span of the entire profile (profile_high - profile_low).

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pub fn is_inside_value_area(&self, price: f64) -> bool

Returns true if price is currently inside the Value Area [val, vah].

Trait Implementations§

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impl Clone for VolumeProfileState

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fn clone(&self) -> Self

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

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

Performs copy-assignment from source. Read more
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impl Copy for VolumeProfileState

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impl Debug for VolumeProfileState

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

Formats the value using the given formatter. Read more
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impl<'de> Deserialize<'de> for VolumeProfileState

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fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>
where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer. Read more
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impl PartialEq for VolumeProfileState

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

Equality operator ==. Read more
1.0.0 (const: unstable) · Source§

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

Inequality operator !=. Read more
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impl Serialize for VolumeProfileState

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

Serialize this value into the given Serde serializer. Read more
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impl StructuralPartialEq for VolumeProfileState

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impl<T> Any for T
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Gets the TypeId of self. Read more
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where T: ?Sized,

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fn borrow(&self) -> &T

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fn borrow_mut(&mut self) -> &mut T

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impl<T> CloneToUninit for T
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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
Performs copy-assignment from self to dest. Read more
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Calls U::from(self).

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type Output = T

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impl<T> Scalar for T
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fn to_subset(&self) -> Option<SS>

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fn to_subset_unchecked(&self) -> SS

Use with care! Same as self.to_subset but without any property checks. Always succeeds.
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type Owned = T

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