vwap

// Rolling Volume Weighted Average Price with sigma bands and slope
// Defaults of "vwap" (see the indicator reference)
let params = HashMap::from([
    ("slope_lookback".to_string(), 20.0),
    ("window".to_string(), 390.0),
]);
let mut indicator = build_checked("vwap", &params)?;

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