From 9d822d26aa243c71e67a0b7d5719f792bf5ac69b Mon Sep 17 00:00:00 2001 From: kingchenc Date: Fri, 22 May 2026 16:35:01 +0200 Subject: [PATCH] E18: make the RollingVwap documentation directly linkable RollingVwap is a separate public type (pub struct RollingVwap in vwap.rs) and Indicator-Vwap.md already documents it in a full "## RollingVwap (finite window)" section, but it was not directly reachable: the Overview row added in E12 pointed at a #rollingvwap anchor that does not exist. Fix the Overview link to the real #rollingvwap-finite-window anchor and add a jump-to note at the top of Indicator-Vwap.md so both public types are reachable in one click. --- docs/wiki/Indicators-Overview.md | 2 +- docs/wiki/indicators/volume/Indicator-Vwap.md | 4 ++++ 2 files changed, 5 insertions(+), 1 deletion(-) diff --git a/docs/wiki/Indicators-Overview.md b/docs/wiki/Indicators-Overview.md index 5fff0763..fb0641d0 100644 --- a/docs/wiki/Indicators-Overview.md +++ b/docs/wiki/Indicators-Overview.md @@ -142,7 +142,7 @@ Volume indicators all take `Candle` input because they need `close` and | Indicator | One-liner | Input | Output | Range | Defaults | Warmup | Deep dive | |---------------|-----------|-------|--------|-------|----------|--------|-----------| -| `RollingVwap` | VWAP over a sliding window instead of since-start; useful for session-independent VWAP. | `Candle` | `f64` | unbounded (price scale) | `period` | `period` | [Indicator-Vwap.md](indicators/volume/Indicator-Vwap.md#rollingvwap) | +| `RollingVwap` | VWAP over a sliding window instead of since-start; useful for session-independent VWAP. | `Candle` | `f64` | unbounded (price scale) | `period` | `period` | [Indicator-Vwap.md → RollingVwap](indicators/volume/Indicator-Vwap.md#rollingvwap-finite-window) | ## Pick the right indicator for… diff --git a/docs/wiki/indicators/volume/Indicator-Vwap.md b/docs/wiki/indicators/volume/Indicator-Vwap.md index 835e6fe6..453c210c 100644 --- a/docs/wiki/indicators/volume/Indicator-Vwap.md +++ b/docs/wiki/indicators/volume/Indicator-Vwap.md @@ -4,6 +4,10 @@ > "fair" intraday execution. Wickra ships both the unbounded cumulative > session VWAP and a finite-window `RollingVwap`. +This page documents two distinct public types — jump straight to +[`Vwap` (cumulative)](#vwap-cumulative) or +[`RollingVwap` (finite window)](#rollingvwap-finite-window). + ## Quick reference | Item | Value |