Function trade_aggregation::candle_volume_from_time_period
source · [−]pub fn candle_volume_from_time_period(
total_volume: f64,
total_time_days: f64,
target_time_minutes: f64
) -> f64
Expand description
Determine the candle volume which produces the same number of candles as the given time aggregation equivalent
Parameters:
total_volume - sum of traded volume over entire time period total_time_days - total number of days target_time_minutes - time aggregated candle period which to target
Returns:
target candle volume for which volume aggregation produces the same number of candles as the time aggregation did e.g.: 10 days of 1h candle -> 240 candles assuming 9840 volume traded over 10 days -> each candle should have 41 volume to produce 240 candles using volume aggregation