Struct RollingStatistics

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pub struct RollingStatistics<F> {
    pub ewma: Vec<F>,
    pub ewmv: Vec<F>,
    pub bollinger_bands: BollingerBandFeatures<F>,
    pub macd_features: MACDFeatures<F>,
    pub rsi_values: Vec<F>,
    pub normalized_features: NormalizedRollingFeatures<F>,
}

Expand description

Rolling aggregation statistics

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§ewma: Vec<F>

Exponentially weighted moving average (EWMA)

§ewmv: Vec<F>

Exponentially weighted moving variance

§bollinger_bands: BollingerBandFeatures<F>

Bollinger band features (upper, lower, width)

§macd_features: MACDFeatures<F>

Moving average convergence divergence (MACD) features

§rsi_values: Vec<F>

Relative strength index (RSI) over windows

§normalized_features: NormalizedRollingFeatures<F>

Z-score normalized rolling features

Trait Implementations§

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impl<F: Clone> Clone for RollingStatistics<F>

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fn clone(&self) -> RollingStatistics<F>

Returns a duplicate of the value. Read more

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

Performs copy-assignment from source. Read more

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impl<F: Debug> Debug for RollingStatistics<F>

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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<F> Default for RollingStatistics<F>
where F: Float + FromPrimitive,

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fn default() -> Self

Returns the “default value” for a type. Read more

Auto Trait Implementations§

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impl<F> UnwindSafe for RollingStatistics<F>
where F: UnwindSafe,

Blanket Implementations§

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impl<T> Any for T
where T: 'static + ?Sized,

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

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impl<T> BorrowMut<T> for T
where T: ?Sized,

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

Mutably borrows from an owned value. Read more

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impl<T> CloneToUninit for T
where T: Clone,

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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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impl<T> From<T> for T

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fn from(t: T) -> T

Returns the argument unchanged.

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impl<T, U> Into for T
where U: From<T>,

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fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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impl<T> IntoEither for T

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fn into_either(self, into_left: bool) -> Either<Self, Self>

Converts self into a Left variant of Either<Self, Self> if into_left is true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more

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fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
where F: FnOnce(&Self) -> bool,

Converts self into a Left variant of Either<Self, Self> if into_left(&self) returns true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more

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