Struct VwapStdDevBands 

pub struct VwapStdDevBands { /* private fields */ }

VWAP with volume-weighted standard-deviation envelopes.

tp_i        = typical_price(candle_i)         // (high + low + close) / 3
sum_v       = Σ volume_i
sum_pv      = Σ tp_i · volume_i
sum_p2v     = Σ tp_i² · volume_i
vwap        = sum_pv / sum_v
variance    = sum_p2v / sum_v − vwap²         // volume-weighted population variance
sigma       = sqrt(max(variance, 0))
upper/lower = vwap ± multiplier · sigma

The cumulative running sums make every update O(1) with no per-bar replay, matching the streaming contract of Vwap. VWAP and its stddev bands are an intraday-session tool: call Indicator::reset at the start of each session boundary so the accumulators do not span the gap.

Example

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

let mut indicator = VwapStdDevBands::new(2.0).unwrap();
let mut last = None;
for i in 0..40 {
    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 VwapStdDevBands

pub fn new(multiplier: f64) -> Result<Self>

Errors

Returns Error::NonPositiveMultiplier if multiplier is not strictly positive and finite.

pub const fn multiplier(&self) -> f64

Configured multiplier.

Trait Implementations

impl Clone for VwapStdDevBands

fn clone(&self) -> VwapStdDevBands

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for VwapStdDevBands

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

Formats the value using the given formatter.

impl Indicator for VwapStdDevBands

type Input = Candle

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

type Output = VwapStdDevBandsOutput

Type of one output value.

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

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.