Virtufin Indicator Engines

Deployable indicator workers, built on Virtufin.Indicator.DevKit. Each folds closed candles into one of lib's indicators and publishes the value as a scenario-scoped event.

flowchart LR
    CANDLES(["act.exchange.binance.ohlcv.candle.&lt;interval&gt;.&lt;PAIR&gt;"])
    SMA["SimpleMovingAverage"]
    LR["LogReturn"]
    SE["ShannonEntropy"]
    OUT(["sc.&lt;scenario&gt;.indicator.&lt;name&gt;.&lt;PAIR&gt;.changed"])
    STATE[("State\nsc.&lt;scenario&gt;.indicator.&lt;name&gt;.&lt;PAIR&gt;")]
    CANDLES --> SMA & LR & SE
    SMA & LR & SE --> OUT
    SMA & LR & SE --> STATE

Workers

Worker	Value	`window` config
SimpleMovingAverage	Mean close of the last N candles	N candles, default 20
LogReturn	`ln(close / close N candles ago)`; null until N + 1 candles	lag N, default 1
ShannonEntropy	Entropy in bits of candle direction over the last N candles	N candles, default 20

Candles come from market-data-engines' BinanceCandles. These values are indicators rather than market data because they depend on a choice (the window or lag), which belongs to a scenario.