twap

// Anchored Time Weighted Average Price (no volume; build_typed accepts weighting=per_bar|by_duration and anchor=continuous|daily|manual_timestamp)
// Defaults of "twap" (see the indicator reference)
let params = HashMap::from([
    ("day_start_offset".to_string(), 0.0),
]);
let mut indicator = build_checked("twap", &params)?;

for bar in &bars {
    if let Some(output) = indicator.on_bar(bar) {
        // output.value, output.extra[...], indicator.alerts()
    }
}