rusty_backtest::features::tardis_features

Struct RelativeTickVolumeCalculator

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pub struct RelativeTickVolumeCalculator { /* private fields */ }
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Relative Tick Volume Calculator

Normalizes volume relative to recent average

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impl RelativeTickVolumeCalculator

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pub fn new(window_size: usize) -> Self

Create a new relative tick volume calculator

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pub fn add_trade(&mut self, trade: &TradeTick) -> f64

Add a trade and return the relative volume compared to recent average

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