Module: volatility

Source: volatility.rs

Volatility indicators. Provides [TrueRange], [Atr] (Average True Range), [BollingerBands], and [KeltnerChannel] for measuring and visualizing market volatility.

Structs

pub struct TrueRange

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

pub struct Atr

#![allow(unused)]
fn main() {
pub struct Atr {
    period: usize,
    atr: Option < f64 >,
    prev_close: Option < f64 >,
    count: usize,
    initial_tr: RingVec,
};
}

pub struct BollingerBands

#![allow(unused)]
fn main() {
pub struct BollingerBands {
    period: usize,
    multiplier: f64,
    sma: super :: ma :: Sma,
    buffer: RingVec,
};
}

pub struct BollingerOutput

#![allow(unused)]
fn main() {
pub struct BollingerOutput {
    pub middle: f64,
    pub upper: f64,
    pub lower: f64,
    pub bandwidth: f64,
};
}

pub struct KeltnerChannel

#![allow(unused)]
fn main() {
pub struct KeltnerChannel {
    multiplier: f64,
    ema: super :: ma :: Ema,
    atr: Atr,
};
}

pub struct KeltnerOutput

#![allow(unused)]
fn main() {
pub struct KeltnerOutput {
    pub middle: f64,
    pub upper: f64,
    pub lower: f64,
};
}