Struct FootprintStudyConfig 

pub struct FootprintStudyConfig {

    pub stacked_imbalances: bool,
    pub naked_poc: bool,
    pub delta_poc: bool,
    pub unfinished_auctions: bool,
    pub imbalance_ratio: f64,
    pub imbalance_min_volume: f64,
    pub stack: usize,
    pub diagonal: bool,
    pub extend_bars: Option<usize>,
    pub cluster_share: Option<f64>,
    pub single_print_max: Option<f64>,
    pub delta_percent: Option<f64>,
    pub ratio: Option<f64>,
    pub min_delta: f64,
}

What footprint_studies marks, and how. The default marks stacks of three diagonal imbalances at 300%, unfinished highs and lows, naked and delta POCs, and leaves the rest off.

Fields

stacked_imbalances: bool

Mark consecutive imbalance zones.

naked_poc: bool

Extend the highest-volume row to its first revisit.

delta_poc: bool

Mark the row with the largest absolute delta.

unfinished_auctions: bool

Extend unfinished highs and lows to their first revisit.

imbalance_ratio: f64

Dominance multiple of an imbalance, normally 3 (300%).

imbalance_min_volume: f64

Inclusive minimum dominant-side volume of each imbalance in a stack, in instrument volume units after row grouping. Zero preserves all ratio signals; negative or non-finite, none. The chart uses its footprint config’s minimum for displayed zones.

stack: usize

At least this many (and one) adjacent imbalances make a zone.

diagonal: bool

Build imbalances from a side against the opposite side one price away, as the footprint shows them, rather than at the same price.

extend_bars: Option<usize>

Bars a level or zone extends past its own: it ends at its first revisit, or expires after this many later bars. None extends until a revisit or the last bar.

cluster_share: Option<f64>

Row volume above this share of the bar volume, in 0..=1, marks a cluster. Out of range, not a number, or None, none.

single_print_max: Option<f64>

Extreme rows whose positive total volume is no larger than this, in instrument volume units, are single prints. This is an execution-size marker, independent of single-period occupancy in time profiles. None, none.

delta_percent: Option<f64>

Marks a bar whose absolute delta, as a percentage of its volume with unknown side included, reaches this value, at equality too. A bar without volume or with zero delta has none. Not a number or negative, or None, none.

ratio: Option<f64>

Marks a bar whose buy volume reaches this multiple of its sell volume, or the reverse, at equality too. A side with volume against none meets any multiple, two empty sides none, and unknown side counts in neither. Below 1 or not a number, or None, none.

min_delta: f64

The delta POC needs at least this absolute net delta; below it the bar has none.

Trait Implementations

impl Clone for FootprintStudyConfig

fn clone(&self) -> FootprintStudyConfig

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for FootprintStudyConfig

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

Formats the value using the given formatter.

impl Default for FootprintStudyConfig

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for FootprintStudyConfig

where FootprintStudyConfig: Default,

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl PartialEq for FootprintStudyConfig

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

Equality operator ==.

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

Inequality operator !=.

impl Serialize for FootprintStudyConfig

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl StructuralPartialEq for FootprintStudyConfig