Struct VolumeByTimeProfile 

pub struct VolumeByTimeProfile { /* private fields */ }

Mean traded volume bucketed by local time of day.

The local day (the wall-clock day of Candle::timestamp shifted by utc_offset_minutes) is split into buckets equal slices. Each bar’s volume is accumulated into the bucket of its time-of-day, and the profile reports the running mean volume per bucket. Unlike the return profiles, the first bar already produces output (volume needs no prior bar).

Example

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

let hour = 3_600_000;
let mut prof = VolumeByTimeProfile::new(24, 0).unwrap();
let out = prof.update(Candle::new(100.0, 100.0, 100.0, 100.0, 500.0, hour).unwrap()).unwrap();
assert_eq!(out.bins.len(), 24);
assert_eq!(out.bins[1], 500.0);

Implementations

impl VolumeByTimeProfile

pub fn new(buckets: usize, utc_offset_minutes: i32) -> Result<Self>

The offset is a constant and does not follow daylight saving: for a venue that observes it, one value is correct for part of the year and an hour out for the rest, which shifts every session boundary by an hour. Either pass the offset in force for the span being analysed and keep spans that cross a transition apart, or convert the timestamps to the venue’s wall clock upstream and pass 0. Construct a Volume-by-Time Profile with buckets intraday slices.

Errors

Returns Error::PeriodZero if buckets == 0.

pub const fn params(&self) -> (usize, i32)

Configured (buckets, utc_offset_minutes).

pub const fn width(&self) -> usize

How many values every emitted profile carries – the bucket count fixed at construction.

Fixed for the lifetime of the indicator, so a caller can size a buffer once instead of guessing.

pub fn value(&self) -> Option<&VolumeByTimeProfileOutput>

Most recent profile if at least one bar has been seen.

Trait Implementations

impl Clone for VolumeByTimeProfile

fn clone(&self) -> VolumeByTimeProfile

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for VolumeByTimeProfile

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

Formats the value using the given formatter.

impl Indicator for VolumeByTimeProfile

type Input = Candle

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

type Output = VolumeByTimeProfileOutput

Type of one output value.

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

Feed one new data point into the indicator and return the freshly computed output, or None if there is no value for this input.

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.