Module: structure

Source: structure.rs

Market structure indicators. Provides [Adx] (Average Directional Index) for trend strength measurement and [Psar] (Parabolic SAR) for trend direction and reversal points.

Structs

pub struct Adx

#![allow(unused)]
fn main() {
pub struct Adx {
    period: usize,
    tr_buffer: RingVec,
    plus_dm_buffer: RingVec,
    minus_dm_buffer: RingVec,
    prev_candle: Option < Candle >,
    count: usize,
    tr_smooth: Option < f64 >,
    plus_di: Option < f64 >,
    minus_di: Option < f64 >,
    adx_ema: Option < f64 >,
};
}

pub struct BidAskImbalance

#![allow(unused)]
fn main() {
pub struct BidAskImbalance;;
}

pub struct DomDepth

#![allow(unused)]
fn main() {
pub struct DomDepth;;
}

pub struct ZScore

#![allow(unused)]
fn main() {
pub struct ZScore {
    period: usize,
    buffer: RingVec,
};
}

pub struct NetOpenInterest

#![allow(unused)]
fn main() {
pub struct NetOpenInterest;;
}

pub struct NetOiOutput

#![allow(unused)]
fn main() {
pub struct NetOiOutput {
    pub taker_long: f64,
    pub taker_short: f64,
    pub volume_delta: f64,
    pub oi_delta: f64,
};
}