.ln()

src/symbol_filter.rs

@@ -2,7 +2,7 @@ use std::collections::{HashMap, HashSet};
 use std::str::FromStr;
 use actix_web::HttpResponse;
 use chrono::Utc;
-use rust_decimal::Decimal;
+use rust_decimal::{Decimal, MathematicalOps};
 use rust_decimal::prelude::FromPrimitive;
 use rust_decimal_macros::dec;
 use serde_json::{json, Value};
@@ -76,7 +76,7 @@ fn calc_volatility_div_price_diff(records: Value) -> Decimal {
         let volume = Decimal::from_str(record["volume"].as_str().unwrap().to_string().as_str()).unwrap();
         let mid = (record_high + record_low) / Decimal::TWO;
 
-        volatility += volume * mid * Decimal::ONE_HUNDRED * (record_high - record_low) / mid;
+        volatility += (volume * mid).ln() * Decimal::ONE_HUNDRED * (record_high - record_low) / mid;
     }
 
     let mut vdpd = volatility;