Enum VwapAnchor 

#[non_exhaustive]
pub enum VwapAnchor {
    Session,
    Week,
    Month,
    Quarter,
    Year,
    Events,
    Decade,
    Century,
    Earnings,
    Dividends,
    Splits,
}

The period over which VolumeWeightedAvgPrice accumulates before it restarts.

Variants (Non-exhaustive)

Non-exhaustive enums could have additional variants added in future. Therefore, when matching against variants of non-exhaustive enums, an extra wildcard arm must be added to account for any future variants.

Session

Each trading day.

Week

Each ISO week, Monday to Sunday, of trading days.

Month

Each calendar month of trading days.

Quarter

Each calendar quarter of trading days.

Year

Each calendar year of trading days.

Events

Restart at timestamps the host supplies with with_event_anchors or types into the inputs.

Decade

Each decade of trading days, 2020 to 2029 for example.

Century

Each century of trading days, 2000 to 2099 for example.

Earnings

Restart at each earnings event the host gives the chart for its symbol.

Dividends

Restart at each dividend event the host gives the chart for its symbol.

Splits

Restart at each split event the host gives the chart for its symbol.

Trait Implementations

impl Clone for VwapAnchor

fn clone(&self) -> VwapAnchor

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for VwapAnchor

impl Debug for VwapAnchor

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

Formats the value using the given formatter.

impl Default for VwapAnchor

fn default() -> VwapAnchor

Returns the “default value” for a type.

impl Eq for VwapAnchor

impl PartialEq for VwapAnchor

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

Equality operator ==.

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

Inequality operator !=.

impl StructuralPartialEq for VwapAnchor