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FixedBinnedTimeRangedData

apple_quant_algorithmic::binned

Struct FixedBinnedTimeRangedData

pub struct FixedBinnedTimeRangedData<'instrument_data, 'aggregated_data, IS: InstrumentSpec, T: TradeTimestampRangeIncluded + Aggregator<'instrument_data, 'aggregated_data, T, AggregatorData, IS> + Clone + 'aggregated_data, AggregatorData, const SECTOR_DATA_COUNT: usize, const SECTOR_STRIDE_NS: u64, const DATA_STRIDE_NS: u64> { /* private fields */ }

Expand description

Fixed Binned - Fixed size (1); bins for each T. Time Ranged - Each T is ranged by time within each constant bin size via [RangeTimestamped].

Implementations§

impl<'instrument_data, 'aggregated_data, IS: InstrumentSpec, T: TradeTimestampRangeIncluded + Aggregator<'instrument_data, 'aggregated_data, T, AggregatorData, IS> + Clone + 'aggregated_data, AggregatorData, const SECTOR_DATA_COUNT: usize, const SECTOR_STRIDE_NS: u64, const DATA_STRIDE_NS: u64> FixedBinnedTimeRangedData<'instrument_data, 'aggregated_data, IS, T, AggregatorData, SECTOR_DATA_COUNT, SECTOR_STRIDE_NS, DATA_STRIDE_NS>

pub fn new_checked() -> Result<Self, ()>

Auto Trait Implementations§

impl<'instrument_data, 'aggregated_data, IS, T, AggregatorData, const SECTOR_DATA_COUNT: usize, const SECTOR_STRIDE_NS: u64, const DATA_STRIDE_NS: u64> Freeze for FixedBinnedTimeRangedData<'instrument_data, 'aggregated_data, IS, T, AggregatorData, SECTOR_DATA_COUNT, SECTOR_STRIDE_NS, DATA_STRIDE_NS>
where FixedBinnedData<T, SECTOR_DATA_COUNT>: Freeze, PhantomData<IS>: Freeze, PhantomData<AggregatorData>: Freeze,

impl<'instrument_data, 'aggregated_data, IS, T, AggregatorData, const SECTOR_DATA_COUNT: usize, const SECTOR_STRIDE_NS: u64, const DATA_STRIDE_NS: u64> RefUnwindSafe for FixedBinnedTimeRangedData<'instrument_data, 'aggregated_data, IS, T, AggregatorData, SECTOR_DATA_COUNT, SECTOR_STRIDE_NS, DATA_STRIDE_NS>
where FixedBinnedData<T, SECTOR_DATA_COUNT>: RefUnwindSafe, PhantomData<IS>: RefUnwindSafe, PhantomData<AggregatorData>: RefUnwindSafe,

impl<'instrument_data, 'aggregated_data, IS, T, AggregatorData, const SECTOR_DATA_COUNT: usize, const SECTOR_STRIDE_NS: u64, const DATA_STRIDE_NS: u64> Send for FixedBinnedTimeRangedData<'instrument_data, 'aggregated_data, IS, T, AggregatorData, SECTOR_DATA_COUNT, SECTOR_STRIDE_NS, DATA_STRIDE_NS>
where FixedBinnedData<T, SECTOR_DATA_COUNT>: Send, PhantomData<IS>: Send, PhantomData<AggregatorData>: Send,

impl<'instrument_data, 'aggregated_data, IS, T, AggregatorData, const SECTOR_DATA_COUNT: usize, const SECTOR_STRIDE_NS: u64, const DATA_STRIDE_NS: u64> Sync for FixedBinnedTimeRangedData<'instrument_data, 'aggregated_data, IS, T, AggregatorData, SECTOR_DATA_COUNT, SECTOR_STRIDE_NS, DATA_STRIDE_NS>
where FixedBinnedData<T, SECTOR_DATA_COUNT>: Sync, PhantomData<IS>: Sync, PhantomData<AggregatorData>: Sync,

impl<'instrument_data, 'aggregated_data, IS, T, AggregatorData, const SECTOR_DATA_COUNT: usize, const SECTOR_STRIDE_NS: u64, const DATA_STRIDE_NS: u64> Unpin for FixedBinnedTimeRangedData<'instrument_data, 'aggregated_data, IS, T, AggregatorData, SECTOR_DATA_COUNT, SECTOR_STRIDE_NS, DATA_STRIDE_NS>
where FixedBinnedData<T, SECTOR_DATA_COUNT>: Unpin, PhantomData<IS>: Unpin, PhantomData<AggregatorData>: Unpin,

impl<'instrument_data, 'aggregated_data, IS, T, AggregatorData, const SECTOR_DATA_COUNT: usize, const SECTOR_STRIDE_NS: u64, const DATA_STRIDE_NS: u64> UnsafeUnpin for FixedBinnedTimeRangedData<'instrument_data, 'aggregated_data, IS, T, AggregatorData, SECTOR_DATA_COUNT, SECTOR_STRIDE_NS, DATA_STRIDE_NS>
where FixedBinnedData<T, SECTOR_DATA_COUNT>: UnsafeUnpin, PhantomData<IS>: UnsafeUnpin, PhantomData<AggregatorData>: UnsafeUnpin,

impl<'instrument_data, 'aggregated_data, IS, T, AggregatorData, const SECTOR_DATA_COUNT: usize, const SECTOR_STRIDE_NS: u64, const DATA_STRIDE_NS: u64> UnwindSafe for FixedBinnedTimeRangedData<'instrument_data, 'aggregated_data, IS, T, AggregatorData, SECTOR_DATA_COUNT, SECTOR_STRIDE_NS, DATA_STRIDE_NS>
where FixedBinnedData<T, SECTOR_DATA_COUNT>: UnwindSafe, PhantomData<IS>: UnwindSafe, PhantomData<AggregatorData>: UnwindSafe,

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