Enum trade_aggregation::FeatureModules[−][src]

pub enum FeatureModules {

Show variants    Open,
    High,
    Low,
    Close,
    Volume,
    ArithmeticMeanPrice,
    WeightedPrice,
    NumTrades,
    DirectionalTradeRatio,
    DirectionalVolumeRatio,
    StdDevPrices,
    StdDevSizes,
    TimeVelocity,

}
Expand description

enumeration of all available features

Variants

Open

The open price of a candle

High

The high price of a candle

Low

The low price of a candle

Close

The close price of a candle

Volume

The sum of trade sizes of a candle

ArithmeticMeanPrice

Equally weighted price of a candle

WeightedPrice

Volume weighted price of a candle

NumTrades

Number of trades that happened during that candle

DirectionalTradeRatio

#buys / #trades

DirectionalVolumeRatio

buy_volume / total_volume

StdDevPrices

Standard deviation of prices from trades that happened during the candle

StdDevSizes

Standard deviation of sizes from trades that happened during the candle

TimeVelocity

Measures the speed of candle creation: 1.0 / elapsed_m

Implementations

impl FeatureModules[src]

pub fn get_module(&self) -> Box<dyn FeatureModule>[src]

Return the associated boxed Struct for a module

Auto Trait Implementations

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    T: 'static + ?Sized, [src]

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