Struct VolumeProfile 

pub struct VolumeProfile { /* private fields */ }

Volume traded at each price row of bars or host-supplied option strikes.

Implementations

impl VolumeProfile

pub fn from_options(data: &[OptionsVolume], row_size: f64) -> Option<Self>

Group host options turnover into rows centered on multiples of row_size. A row at strike K includes [K - row_size/2, K + row_size/2); a boundary goes to the higher row. Calls occupy Self::up, puts Self::down. Duplicate strikes are summed. Empty, invalid, overflowing or unrepresentable snapshots, including grids exceeding 10,000 rows, produce no profile.

pub fn from_bars(bars: &[Bar], config: VolumeProfileConfig) -> Option<Self>

Distribute finite, nonnegative-volume bars over their high-low ranges. Invalid bars are ignored. Returns no profile for an empty or unrepresentable grid.

pub fn from_executions( bar: &FootprintBar, step: f64, tick_size: f64, complete: bool, ) -> Option<Self>

Group the executions of one span into a row per traded price step, from the lowest traded row to the highest, so untraded rows between them hold zero. step is the footprint’s price_step, tick_size its tick_size, and complete whether executions are held from the start of the span. A row spans from half a tick below its first tick to half a tick below the next row’s, so a trade at 100 with a tick of 1 spans 99.5 to 100.5. Buys occupy Self::up and sells Self::down; unclassified volume is in Self::volume only. Returns no profile without executed volume, or for more than 10,000 rows.

pub fn source(&self) -> ProfileSource

Whether the volumes are estimated from bars, executed or option turnover.

pub fn low(&self) -> f64

Bottom edge of the first row.

pub fn high(&self) -> f64

Top edge of the last row.

pub fn row_height(&self) -> f64

Price height of a row.

pub fn volume(&self) -> &[f64]

Total volume per row, lowest price first.

pub fn up(&self) -> &[f64]

Up-bar volume per row (unchanged closes count as up), or calls for options.

pub fn down(&self) -> &[f64]

Down-bar volume per row, or puts for options.

pub fn with_bar(&self, bar: &Bar) -> Option<Self>

Add one completed bar without redistributing earlier bars. Fixed-height grids grow at the edges; equal-row grids return None when the bar moves a boundary. A changed forming bar must be added to the profile before that bar, not added twice.

pub fn poc_and_value_area(&self, share: f64) -> Option<(usize, (usize, usize))>

The row with the most volume (point of control), and the lowest and highest row of the value area, which holds share of the volume; None when no volume traded. POC ties take the lower row; value-area ties add one row on each side.

Trait Implementations

impl Clone for VolumeProfile

fn clone(&self) -> VolumeProfile

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for VolumeProfile

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

Formats the value using the given formatter.

impl PartialEq for VolumeProfile

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

Equality operator ==.

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

Inequality operator !=.

impl StructuralPartialEq for VolumeProfile