pineforge::ta::VWAP Class Reference

#include <ta.hpp>

Public Member Functions
	VWAP ()=default
double	compute (double src, double volume, int64_t timestamp_ms)
double	recompute (double src, double volume, int64_t timestamp_ms)
double	compute (double src, double volume, int64_t timestamp_ms, const std::string &tz, const std::string &session)
double	recompute (double src, double volume, int64_t timestamp_ms, const std::string &tz, const std::string &session)
VWAPBandsResult	compute_bands (double src, double volume, int64_t timestamp_ms, double stdev_mult)
VWAPBandsResult	recompute_bands (double src, double volume, int64_t timestamp_ms, double stdev_mult)
VWAPBandsResult	compute_bands (double src, double volume, int64_t timestamp_ms, double stdev_mult, const std::string &tz, const std::string &session)
VWAPBandsResult	recompute_bands (double src, double volume, int64_t timestamp_ms, double stdev_mult, const std::string &tz, const std::string &session)

Detailed Description

Definition at line 1110 of file ta.hpp.

Constructor & Destructor Documentation

VWAP()

pineforge::ta::VWAP::VWAP ( )

default

Member Function Documentation

compute() [1/2]

double pineforge::ta::VWAP::compute	(	double	src,
		double	volume,
		int64_t	timestamp_ms )

recompute() [1/2]

double pineforge::ta::VWAP::recompute	(	double	src,
		double	volume,
		int64_t	timestamp_ms )

compute() [2/2]

double pineforge::ta::VWAP::compute	(	double	src,
		double	volume,
		int64_t	timestamp_ms,
		const std::string &	tz,
		const std::string &	session )

recompute() [2/2]

double pineforge::ta::VWAP::recompute	(	double	src,
		double	volume,
		int64_t	timestamp_ms,
		const std::string &	tz,
		const std::string &	session )

compute_bands() [1/2]

VWAPBandsResult pineforge::ta::VWAP::compute_bands	(	double	src,
		double	volume,
		int64_t	timestamp_ms,
		double	stdev_mult )

recompute_bands() [1/2]

VWAPBandsResult pineforge::ta::VWAP::recompute_bands	(	double	src,
		double	volume,
		int64_t	timestamp_ms,
		double	stdev_mult )

compute_bands() [2/2]

VWAPBandsResult pineforge::ta::VWAP::compute_bands	(	double	src,
		double	volume,
		int64_t	timestamp_ms,
		double	stdev_mult,
		const std::string &	tz,
		const std::string &	session )

recompute_bands() [2/2]

VWAPBandsResult pineforge::ta::VWAP::recompute_bands	(	double	src,
		double	volume,
		int64_t	timestamp_ms,
		double	stdev_mult,
		const std::string &	tz,
		const std::string &	session )

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The documentation for this class was generated from the following file:

• ta.hpp