WU Trading Library 0.2.0
A backtesting and trading strategy library
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var.c File Reference
#include <stdlib.h>
#include "wu/indicators.h"

Go to the source code of this file.

Functions

static double var_update (WU_Var self, double value)
 The variance is compute based on the difference between \sum x^2 - n * mean.
static void var_delete (struct WU_Var_ *self)
WU_Var wu_var_new (int dof)
 Createas a new variance indicator.
static double stdev_update (WU_StDev self, double value)
static void stdev_delete (struct WU_StDev_ *self)
WU_StDev wu_stdev_new (int dof)
 Creates a new standard deviation indicator.

Function Documentation

◆ stdev_delete()

void stdev_delete ( struct WU_StDev_ * self)
static

Definition at line 44 of file var.c.

◆ stdev_update()

double stdev_update ( WU_StDev self,
double value )
static

Definition at line 38 of file var.c.

◆ var_delete()

void var_delete ( struct WU_Var_ * self)
static

Definition at line 20 of file var.c.

◆ var_update()

double var_update ( WU_Var self,
double value )
static

The variance is compute based on the difference between \sum x^2 - n * mean.

Degrees of freedom are considered to decided when valid values start generating.

Definition at line 9 of file var.c.

◆ wu_stdev_new()

WU_StDev wu_stdev_new ( int dof)

Creates a new standard deviation indicator.

Definition at line 49 of file var.c.

◆ wu_var_new()

WU_Var wu_var_new ( int dof)

Createas a new variance indicator.

Definition at line 25 of file var.c.