| 382 | } |
| 383 | |
| 384 | pub fn get_bvc_buy_volume(close: &[f64], volume: &[f64], window: usize) -> Vec<f64> { |
| 385 | let mut out = vec![NAN; close.len()]; |
| 386 | let norm = Normal::new(0.0, 1.0).unwrap(); |
| 387 | let mut diff = vec![NAN; close.len()]; |
| 388 | for i in 1..close.len() { |
| 389 | diff[i] = close[i] - close[i - 1]; |
| 390 | } |
| 391 | let mut rolling_std = vec![NAN; close.len()]; |
| 392 | for i in 0..close.len() { |
| 393 | if i + 1 < window { |
| 394 | continue; |
| 395 | } |
| 396 | let start = i + 1 - window; |
| 397 | let slice = &diff[start..=i]; |
| 398 | if slice.iter().any(|v| v.is_nan()) { |
| 399 | continue; |
| 400 | } |
| 401 | let mean = slice.iter().sum::<f64>() / window as f64; |
| 402 | let var = slice.iter().map(|v| (v - mean).powi(2)).sum::<f64>() / (window as f64 - 1.0); |
| 403 | rolling_std[i] = var.sqrt(); |
| 404 | } |
| 405 | for i in 0..close.len() { |
| 406 | if diff[i].is_nan() || rolling_std[i].is_nan() { |
| 407 | continue; |
| 408 | } |
| 409 | let z = diff[i] / rolling_std[i].max(1e-12); |
| 410 | out[i] = volume[i] * norm.cdf(z); |
| 411 | } |
| 412 | out |
| 413 | } |
| 414 | |
| 415 | // Encoding utilities |
| 416 | pub fn encode_tick_rule_array(arr: &[i32]) -> Result<String, String> { |