RelativeReturn

The simple (relative) return of a pair's closes over lagcandles candles (the lag, default 1): (close − close N candles ago) / close N candles ago.

• Indicator: lib's Returns.RelativeReturn over the closes (as double), wrapped in WarmUp.
• Warm-up: until N + 1 candles are seen there is no return. The changed event carries { "value": null }, and the same is saved, instead of an error.
• Value: { "value": 0.0015 }, a fraction, unitless — 0.0015 is +0.15 %.
• Not the absolute return: AbsoluteReturn publishes the price difference close − close N candles ago; LogReturn publishes ln(close / close N candles ago). The three agree to first order for small moves and diverge for large ones.

Property	Value
Project	Virtufin.Worker.RelativeReturn
Base class	Virtufin.Indicator.DevKit.IndicatorWorkerBase
Engine	application/x-dotnet-dll
Input	candle events, e.g. act.exchange.binance.candle.closed.BTC_USDT.1m
Output	sc.<scenarioid>.indicator.<indicatorname>.changed.<PAIR>
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. relativereturn
lagcandles	no	Lag in candles: how many candles back to compare against. Default: 1.

Other events on the subscribed topics are skipped. One indicator is kept per pair; deploy one worker per interval and parameter set.