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apple_quant_algorithmic/
aggregation.rs

1mod ohlc;
2mod trade;
3
4pub use ohlc::*;
5pub use trade::*;
6
7use crate::instrument::{InstrumentData, InstrumentSpec};
8
9pub trait Aggregator<
10	'instrument_data,
11	'aggregated_data,
12	T: 'aggregated_data,
13	AggregatorData,
14	IS: InstrumentSpec,
15>
16{
17	fn hot_data<'iter>(
18		instrument_data: &'instrument_data InstrumentData<'instrument_data, 'aggregated_data, IS>,
19		recent_aggregated_data_backward: impl Iterator<Item = &'iter T>,
20	) -> AggregatorData
21	where
22		T: 'iter;
23
24	fn aggregate_hot(aggregator_data: &AggregatorData) -> impl Iterator<Item = T>;
25}