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MarketWeather

portfolio_analyzer::direction

Struct MarketWeather 

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pub struct MarketWeather {
    pub dates: Vec<NaiveDate>,
    pub rows: Vec<[f64; 8]>,
    pub close: Vec<f64>,
}
Expand description

Market weather on each SPY date: SPY’s own trend and VIX’s fear gauge.

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§dates: Vec<NaiveDate>§rows: Vec<[f64; 8]>§close: Vec<f64>

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impl MarketWeather

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pub fn new(spy: &[DatedBar], vix: &[DatedBar]) -> Self

vix may be empty (then the VIX columns are neutral zeros).

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pub fn at(&self, d: NaiveDate) -> Option<(usize, [f64; 8])>

Latest row at or before d.

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