pub fn get_roll_impact(
close: &[f64],
dollar_volume: &[f64],
window: usize,
) -> Result<Vec<f64>, InputError>Expand description
Roll measure divided by the bar’s dollar volume: spread cost per unit of dollar volume (AFML §19.3.2).
Element-wise get_roll_measure(close, window) / dollar_volume; NaN where the Roll
measure is NaN or the dollar volume is zero.
§Errors
InputError::LengthMismatch if dollar_volume.len() != close.len().