Struct TradeProfile 

pub struct TradeProfile {
    pub range: Range<DateTime<Utc>>,
    pub volume: FootprintBar,
    pub developing_poc: Vec<(DateTime<Utc>, i64)>,
    pub complete: bool,
}

Executed volume over one session or composite, with the POC after each contributing bar.

Fields

range: Range<DateTime<Utc>>

Half-open range of bar opening times.

volume: FootprintBar

Per-price classified and unclassified volume. POC and value area use total volume.

developing_poc: Vec<(DateTime<Utc>, i64)>

Developing POC as (bar open, grouped price level), including lower-price ties.

complete: bool

Whether the executions of every bar in range are held. False when range starts before Footprint::complete_from, or no bar is complete: volume and developing_poc then leave out the bars before it, and the profile is partial.

Implementations

impl TradeProfile

pub fn nodes(&self, sensitivity: NodeSensitivity) -> (Vec<i64>, Vec<i64>)

Local volume maxima and minima, respectively, between the first and last traded rows. Untraded rows have zero volume, so a gap between traded rows is a valley; it is evaluated as one span, however wide. Rows of equal smoothed volume form one plateau, reported once at its lowest row, and the outer traded rows are never nodes. See NodeSensitivity for the smoothing and prominence applied.

Trait Implementations

impl Clone for TradeProfile

fn clone(&self) -> TradeProfile

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for TradeProfile

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

Formats the value using the given formatter.