Struct RollingVwap 

pub struct RollingVwap { /* private fields */ }

Rolling-window VWAP: a finite-memory variant for bots that don’t want unbounded accumulation.

Example

use wickra_core::{Candle, Indicator, RollingVwap};

let mut indicator = RollingVwap::new(5).unwrap();
let mut last = None;
for i in 0..80 {
    let base = 100.0 + f64::from(i);
    let candle =
        Candle::new(base, base + 2.0, base - 2.0, base + 1.0, 10.0, i64::from(i)).unwrap();
    last = indicator.update(candle);
}
assert!(last.is_some());

Implementations

impl RollingVwap

pub fn new(period: usize) -> Result<Self>

Errors

Returns Error::PeriodZero if period == 0.

pub const fn period(&self) -> usize

Configured rolling window length.

Trait Implementations

impl Clone for RollingVwap

fn clone(&self) -> RollingVwap

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for RollingVwap

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Indicator for RollingVwap

type Input = Candle

Type of one input data point (typically f64 for a price, or Candle / Tick).

type Output = f64

Type of one output value.

fn update(&mut self, candle: Candle) -> Option<f64>

Feed one new data point into the indicator and return the freshly computed output, or None if the indicator is still warming up.

fn reset(&mut self)

Reset all internal state, leaving the indicator equivalent to a freshly constructed instance with the same parameters.

fn warmup_period(&self) -> usize

Number of inputs required before the first non-None output can be produced.

fn is_ready(&self) -> bool

Whether the indicator has emitted at least one value since the last reset.

fn name(&self) -> &'static str

Stable, human-readable indicator name. Used by chaining and diagnostics.