Struct VolumeBars 

pub struct VolumeBars { /* private fields */ }

Volume bar builder — emits a bar each time accumulated volume reaches volume_per_bar.

Where TickBars sample on trade count, volume bars sample on traded quantity: a bar closes once the candles fed into it have accumulated at least volume_per_bar of volume. This gives each bar roughly equal participation, which de-emphasises quiet periods and resolves bursts of heavy trading into more bars. The companion DollarBars builder uses traded value (price × volume) instead, which is more robust to price-level drift over long histories.

The bar is candle-granular: at most one bar closes per candle, and the candle that crosses the threshold closes the bar with its overshoot included (the next bar starts fresh). BarBuilder::update therefore returns either an empty vector or a single VolumeBar.

Example

use wickra_core::{BarBuilder, Candle, VolumeBars};

let c = |cl, v| Candle::new(cl, cl, cl, cl, v, 0).unwrap();
let mut bars = VolumeBars::new(100.0).unwrap();
assert!(bars.update(c(10.0, 60.0)).is_empty());
let out = bars.update(c(10.5, 60.0)); // 120 >= 100 -> close
assert_eq!(out.len(), 1);
assert_eq!(out[0].volume, 120.0);

Implementations

impl VolumeBars

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

Construct a volume-bar builder with the given volume threshold.

Errors

Returns Error::InvalidPeriod if volume_per_bar is not finite and positive.

pub const fn volume_per_bar(&self) -> f64

Configured volume threshold per bar.

pub const fn accumulated(&self) -> f64

Volume accumulated into the in-progress bar.

Trait Implementations

impl BarBuilder for VolumeBars

type Bar = VolumeBar

Type of one completed bar.

fn update(&mut self, candle: Candle) -> Vec<VolumeBar>

Feed one candle and return every bar completed on it (possibly none).

fn reset(&mut self)

Reset all internal state to the freshly-constructed configuration.

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

Stable, human-readable builder name.

fn batch(&mut self, candles: &[Candle]) -> Vec<Self::Bar>

Replay update over a slice, concatenating all completed bars. The result length is data-dependent (not the input length).

impl Clone for VolumeBars

fn clone(&self) -> VolumeBars

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for VolumeBars

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

Formats the value using the given formatter.