1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
mod average_price;
mod candle_component_trait;
mod close;
mod directional_trade_ratio;
mod directional_volume_ratio;
mod high;
mod low;
mod num_trades;
mod open;
mod std_dev_prices;
mod std_dev_sizes;
mod time_velocity;
mod volume;
mod weighted_price;
pub use average_price::AveragePrice;
pub use candle_component_trait::CandleComponent;
pub use close::Close;
pub use directional_trade_ratio::DirectionalTradeRatio;
pub use directional_volume_ratio::DirectionalVolumeRatio;
pub use high::High;
pub use low::Low;
pub use num_trades::NumTrades;
pub use open::Open;
pub use std_dev_prices::StdDevPrices;
pub use std_dev_sizes::StdDevSizes;
pub use time_velocity::TimeVelocity;
pub use volume::Volume;
pub use weighted_price::WeightedPrice;
#[cfg(test)]
mod tests {
use crate::Trade;
pub const TRADES: [Trade; 10] = [
Trade {
timestamp: 0,
price: 100.0,
size: 10.0,
},
Trade {
timestamp: 1,
price: 101.0,
size: -10.0,
},
Trade {
timestamp: 2,
price: 100.0,
size: 20.0,
},
Trade {
timestamp: 3,
price: 102.0,
size: 10.0,
},
Trade {
timestamp: 4,
price: 103.0,
size: 10.0,
},
Trade {
timestamp: 5,
price: 104.0,
size: -20.0,
},
Trade {
timestamp: 6,
price: 102.0,
size: -10.0,
},
Trade {
timestamp: 7,
price: 101.0,
size: 10.0,
},
Trade {
timestamp: 8,
price: 102.0,
size: 30.0,
},
Trade {
timestamp: 9,
price: 105.0,
size: 10.0,
},
];
}
