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+VWAP bars data from alpaca api #78

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fabrizio8
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Finishes the missing CI work from #77

@d-e-s-o
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d-e-s-o commented Apr 6, 2024

As I said earlier, this crate tries to keep cryptic acronyms to a minimum. Can you please rename the member? Also, please revert everything not related to the changes at hand, such as random formatting stuff. Thanks.

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The formatting changes are all from clippy. Do you not want any of them?
"volume_weighted_average_price" seems a bit too verbose and "average price" is not really accurate. I understand keeping cryptic acronyms to a minimum, but vwap is a pretty ubiquitous acronym in the field. What variable name do you think is appropriate?

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d-e-s-o commented Apr 12, 2024

The formatting changes are all from clippy. Do you not want any of them?

No.

What variable name do you think is appropriate?

We don't use price terminology in any of the other fields, so perhaps weighted_average seems apt. It's easy to check what it's weighted by by reading the documentation, but it gets the intent across immediately when reading the code.

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d-e-s-o commented Apr 14, 2024

Merged as 9a09e10

@d-e-s-o d-e-s-o closed this Apr 14, 2024
@fabrizio8 fabrizio8 deleted the apca-vwap branch July 14, 2024 01:34
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3 participants