Struct yata::methods::LinearVolatility
source · pub struct LinearVolatility { /* private fields */ }
Expand description
Calculate moving linear volatility for last length
values of type ValueType
LV = Σ[abs(Derivative
(1))]
§Parameters
Has a single parameter length
: PeriodType
length
should be > 0
§Input type
Input type is ValueType
§Output type
Output type is ValueType
Output is always positive or 0.0
§Examples
use yata::prelude::*;
use yata::methods::LinearVolatility;
// volatility over 3 periods
let mut vol = LinearVolatility::new(3, &1.0).unwrap();
vol.next(&1.0);
vol.next(&2.0);
assert_eq!(vol.next(&3.0), 2.0);
assert_eq!(vol.next(&1.0), 4.0);
§Performance
O(1)
Trait Implementations§
source§impl Clone for LinearVolatility
impl Clone for LinearVolatility
source§fn clone(&self) -> LinearVolatility
fn clone(&self) -> LinearVolatility
Returns a copy of the value. Read more
1.0.0 · source§fn clone_from(&mut self, source: &Self)
fn clone_from(&mut self, source: &Self)
Performs copy-assignment from
source
. Read moresource§impl Debug for LinearVolatility
impl Debug for LinearVolatility
source§impl<'de> Deserialize<'de> for LinearVolatility
impl<'de> Deserialize<'de> for LinearVolatility
source§fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>where
__D: Deserializer<'de>,
fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>where
__D: Deserializer<'de>,
Deserialize this value from the given Serde deserializer. Read more
source§impl Method for LinearVolatility
impl Method for LinearVolatility
§type Output = <LinearVolatility as Method>::Input
type Output = <LinearVolatility as Method>::Input
Output value type
source§fn new(length: Self::Params, value: &Self::Input) -> Result<Self, Error>
fn new(length: Self::Params, value: &Self::Input) -> Result<Self, Error>
Static method for creating an instance of the method with given
parameters
and initial value
(simply first input value)source§fn next(&mut self, value: &Self::Input) -> Self::Output
fn next(&mut self, value: &Self::Input) -> Self::Output
Generates next output value based on the given input
value
source§fn with_history(
parameters: Self::Params,
initial_value: &Self::Input
) -> Result<WithHistory<Self, Self::Output>, Error>
fn with_history( parameters: Self::Params, initial_value: &Self::Input ) -> Result<WithHistory<Self, Self::Output>, Error>
Creates an instance of the method with given
parameters
and initial value
, wrapped by historical data holdersource§fn with_last_value(
parameters: Self::Params,
initial_value: &Self::Input
) -> Result<WithLastValue<Self, Self::Output>, Error>
fn with_last_value( parameters: Self::Params, initial_value: &Self::Input ) -> Result<WithLastValue<Self, Self::Output>, Error>
Creates an instance of the method with given
parameters
and initial value
, wrapped by last produced value holdersource§fn memsize(&self) -> (usize, usize)where
Self: Sized,
fn memsize(&self) -> (usize, usize)where
Self: Sized,
👎Deprecated
Returns memory size of the method
(size, align)
source§fn new_over<S>(
parameters: Self::Params,
inputs: S
) -> Result<Vec<Self::Output>, Error>
fn new_over<S>( parameters: Self::Params, inputs: S ) -> Result<Vec<Self::Output>, Error>
Creates new
Method
instance and iterates it over the given inputs
slice and returns Vec
of output values. Read moresource§fn new_apply<T, S>(
parameters: Self::Params,
sequence: &mut S
) -> Result<(), Error>
fn new_apply<T, S>( parameters: Self::Params, sequence: &mut S ) -> Result<(), Error>
Creates new
Method
instance and applies it to the sequence
.source§impl Peekable<<LinearVolatility as Method>::Output> for LinearVolatility
impl Peekable<<LinearVolatility as Method>::Output> for LinearVolatility
Auto Trait Implementations§
impl RefUnwindSafe for LinearVolatility
impl Send for LinearVolatility
impl Sync for LinearVolatility
impl Unpin for LinearVolatility
impl UnwindSafe for LinearVolatility
Blanket Implementations§
source§impl<T> BorrowMut<T> for Twhere
T: ?Sized,
impl<T> BorrowMut<T> for Twhere
T: ?Sized,
source§fn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
Mutably borrows from an owned value. Read more