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apple_quant_algorithmic/
aggregation.rs

1mod ohlc;
2mod trade;
3
4use crate::instrument::{InstrumentData, InstrumentSpec};
5
6pub use ohlc::*;
7pub use trade::*;
8
9pub trait Aggregator<
10	'instrument_data,
11	'aggregated_data,
12	T: 'aggregated_data,
13	AggregatorData,
14	IS: InstrumentSpec,
15> {
16	fn hot_data<'iter>(
17		instrument_data: &'instrument_data InstrumentData<
18			'instrument_data,
19			'aggregated_data,
20			IS,
21		>,
22		recent_aggregated_data_backward: impl Iterator<Item = &'iter T>,
23	) -> AggregatorData
24	where
25		T: 'iter;
26
27	fn aggregate_hot(
28		aggregator_data: &AggregatorData,
29	) -> impl Iterator<Item = T>;
30}