pub struct VWMA { /* private fields */ }
Expand description
Volume Weighed Moving Average of specified length
for timeseries of type (ValueType
, ValueType
) which represents pair of values (value
, volume
)
§Parameters
length
should be > 0
Has a single parameter length
: PeriodType
§Input type
Input type is ValueType
§Output type
Output type is ValueType
§Examples
use yata::prelude::*;
use yata::methods::VWMA;
// VWMA of length=3
let mut vwma = VWMA::new(3, &(3.0, 1.0)).unwrap();
// input value is a pair of f64 (value, weight)
vwma.next(&(3.0, 1.0));
vwma.next(&(6.0, 1.0));
assert_eq!(vwma.next(&(9.0, 2.0)), 6.75);
assert!((vwma.next(&(12.0, 0.5))- 8.571428571428571).abs() < 1e-10);
§Performance
O(1)
Trait Implementations§
source§impl<'de> Deserialize<'de> for VWMA
impl<'de> Deserialize<'de> for VWMA
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 VWMA
impl Method for VWMA
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
.Auto Trait Implementations§
impl RefUnwindSafe for VWMA
impl Send for VWMA
impl Sync for VWMA
impl Unpin for VWMA
impl UnwindSafe for VWMA
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