rusty_backtest::features::tardis_features

Struct VolumePriceSensitivityCalculator

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pub struct VolumePriceSensitivityCalculator { /* private fields */ }
Expand description

Volume-to-Price Sensitivity Calculator

Measures how volume changes relative to price changes

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impl VolumePriceSensitivityCalculator

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pub fn new(window_size: usize) -> Self

Create a new volume-price sensitivity calculator

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

Add a trade and calculate the volume-price sensitivity ratio

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