Struct IntradayVolatilityProfileOutput 

pub struct IntradayVolatilityProfileOutput {
    pub bins: Vec<f64>,
}

Intraday Volatility Profile output: the per-bucket return standard deviation.

bins[i] is the sample standard deviation of the simple returns of all bars whose local time-of-day fell in bucket i. Buckets with fewer than two samples read 0.0.

Fields

bins: Vec<f64>

Per-bucket return standard deviation, earliest bucket first.

Trait Implementations

impl Clone for IntradayVolatilityProfileOutput

fn clone(&self) -> IntradayVolatilityProfileOutput

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for IntradayVolatilityProfileOutput

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

Formats the value using the given formatter.

impl PartialEq for IntradayVolatilityProfileOutput

fn eq(&self, other: &IntradayVolatilityProfileOutput) -> bool

Equality operator ==.

fn ne(&self, other: &Rhs) -> bool

Inequality operator !=.

impl StructuralPartialEq for IntradayVolatilityProfileOutput