cpp_RollVolumeProfile: C++ Rolling Volume Profile class
In QuantTools: Enhanced Quantitative Trading Modelling

C++ class documentation

`timeFrame`	indicator period in seconds, when to apply alpha correction
`step`	price round off value, bar width
`alpha`	multiplication coefficient must be between (0,1]
`cut`	threshold volume when to delete bar

R functions roll_volume_profile.

RollVolumeProfile( int timeFrame, double step, double alpha, double cut )

Name	Return Type	Description
`Add( Tick tick )`	`void`	update indicator
`Reset()`	`void`	reset to initial state
`IsFormed()`	`bool`	is indicator value valid?
`GetValue()`	`std::map<double,double>`	histogram where first is price and second is volume
`GetHistory()`	`List`	return values history data.table with columns `time, profile` where profile is data.table with columns `time, price, volume`