use crate::{welford_online::WelfordOnline, CandleComponent, CandleComponentUpdate, TakerTrade};
#[derive(Debug, Clone)]
#[cfg_attr(feature = "serde", derive(serde::Serialize, serde::Deserialize))]
pub struct StdDevSizes {
welford: WelfordOnline,
}
impl Default for StdDevSizes {
fn default() -> Self {
Self {
welford: WelfordOnline::new(),
}
}
}
impl CandleComponent<f64> for StdDevSizes {
#[inline(always)]
fn value(&self) -> f64 {
self.welford.std_dev()
}
#[inline(always)]
fn reset(&mut self) {
self.welford.reset();
}
}
impl<T: TakerTrade> CandleComponentUpdate<T> for StdDevSizes {
#[inline(always)]
fn update(&mut self, trade: &T) {
self.welford.add(trade.size());
}
}