Struct LinearVolatility 

pub struct LinearVolatility { /* private fields */ }

Calculate moving linear volatility for last length values of type ValueType

LV = Σ[abs(Derivative(1))]

Parameters

Has a single parameter length: PeriodType

length should be > 0

Input type

Input type is ValueType

Output type

Output type is ValueType

Output is always positive or 0.0

Examples

use yata::prelude::*;
use yata::methods::LinearVolatility;

// volatility over 3 periods
let mut vol = LinearVolatility::new(3, &1.0).unwrap();
vol.next(&1.0);
vol.next(&2.0);
assert_eq!(vol.next(&3.0), 2.0);
assert_eq!(vol.next(&1.0), 4.0);

Performance

O(1)

Trait Implementations

impl Clone for LinearVolatility

fn clone(&self) -> LinearVolatility

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for LinearVolatility

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for LinearVolatility

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Method for LinearVolatility

type Params = u8

Method parameters

type Input = f64

Input value type

type Output = <LinearVolatility as Method>::Input

Output value type

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)

fn next(&mut self, value: &Self::Input) -> Self::Output

Generates next output value based on the given input value

fn with_history( parameters: Self::Params, initial_value: &Self::Input, ) -> Result<WithHistory<Self, Self::Output>, Error>

where Self: Sized, Self::Output: Debug + Clone,

Creates an instance of the method with given parameters and initial value, wrapped by historical data holder

fn with_last_value( parameters: Self::Params, initial_value: &Self::Input, ) -> Result<WithLastValue<Self, Self::Output>, Error>

where Self: Sized, Self::Output: Debug + Clone,

Creates an instance of the method with given parameters and initial value, wrapped by last produced value holder

fn name(&self) -> &str

Returns a name of the method

fn memsize(&self) -> (usize, usize)

where Self: Sized,

👎Deprecated

Returns memory size of the method (size, align)

fn over<S>(&mut self, inputs: S) -> Vec<Self::Output>

where S: Sequence<Self::Input>, Self::Input: Sized, Self: Sized,

Iterates the Method over the given inputs slice and returns Vec of output values.

fn apply<T, S>(&mut self, sequence: &mut S)

where S: Sequence<T> + AsMut<[T]> + ?Sized, Self: Method<Input = T, Output = T> + Sized,

Applies method to the sequence in-place.

fn new_over<S>( parameters: Self::Params, inputs: S, ) -> Result<Vec<Self::Output>, Error>

where S: Sequence<Self::Input>, Self::Input: Sized, Self: Sized,

Creates new Method instance and iterates it over the given inputs slice and returns Vec of output values.

fn new_apply<T, S>( parameters: Self::Params, sequence: &mut S, ) -> Result<(), Error>

where S: Sequence<T> + AsMut<[T]>, Self: Method<Input = T, Output = T> + Sized,

Creates new Method instance and applies it to the sequence.

fn into_fn<'a>( self, ) -> Box<dyn FnMut(&'a <Self as Method>::Input) -> <Self as Method>::Output>

where Self: Sized + 'static, Self::Input: 'static,

Creates a function from the Method instance

fn new_fn( params: Self::Params, initial_value: &Self::Input, ) -> Result<Box<dyn FnMut(&'_ <Self as Method>::Input) -> <Self as Method>::Output>, Error>

where Self: Sized + 'static,

Creates new function based on the method

impl Peekable<<LinearVolatility as Method>::Output> for LinearVolatility

fn peek(&self) -> <Self as Method>::Output

Peeks the very last value, produced by method or indicator

impl Serialize for LinearVolatility

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

where __S: Serializer,

Serialize this value into the given Serde serializer.