ShannonEntropy
The running Shannon entropy, in bits, of candle direction over the last window candles (default 20).
- Direction: up (+1), down (-1) or flat (0): a candle's close against its open.
- Indicator: lib's
RunningShannonEntropy(count window) over the directions. - Value:
{ "value": 1.5 }. 0 bits means every candle in the window went the same way; log2(3) ≈ 1.585 bits means the three directions were equally frequent.
| Property | Value |
|---|---|
| Project | Virtufin.Worker.ShannonEntropy |
| Base class | Virtufin.Indicator.DevKit.IndicatorWorkerBase |
| Engine | application/x-dotnet-dll |
| Input | candle events, e.g. act.exchange.binance.ohlcv.candle.1m.BTCUSDT |
| Output | sc.<scenarioid>.indicator.<indicatorname>.<PAIR>.changed |
| State | sc.<scenarioid>.indicator.<indicatorname>.<PAIR> |
Config (CreateWorker config)
| Key | Required | Meaning |
|---|---|---|
scenarioid |
yes | The scenario the indicator belongs to (topic and state key) |
indicatorname |
yes | Topic and state-key segment, e.g. entropy |
window |
no | See above |
Other events on the subscribed topics are skipped. One indicator is kept per pair; deploy one worker per interval and parameter set.