Add draft $_vlm doc string
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8e81f8bd81
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@ -103,6 +103,11 @@ async def _tina_vwap(
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yield w_tot / v_tot
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# @fsp.config(
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# name='dolla_vlm',
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# ohlc=False,
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# style='step',
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# )
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async def dolla_vlm(
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source: AsyncReceiver[dict],
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ohlcv: ShmArray, # OHLC sampled history
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@ -111,6 +116,15 @@ async def dolla_vlm(
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AsyncIterator[np.ndarray],
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float
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]:
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'''
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"Dollar Volume", aka the volume in asset-currency-units (usually
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a fiat) computed from some price function for the sample step
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*times* the asset unit volume.
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Useful for comparing cross asset "money flow" in #s that are
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asset-currency-independent.
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'''
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a = ohlcv.array
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chl3 = (a['close'] + a['high'] + a['low']) / 3
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v = a['volume']
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