apple_quant_algorithmic/timestamp/
range_trade.rs

1use crate::timestamp::{TimestampError, TradeTimestamp};
2
3#[derive(Debug, Clone, Copy, PartialEq, Eq, Hash)]
4pub struct TradeTimestampRangeExclusive {
5	pub start: TradeTimestamp,
6	pub end: TradeTimestamp,
7}
8
9#[derive(Debug, Clone, Copy, PartialEq, Eq, Hash)]
10pub enum TradeTimestampRangeInclusive {
11	One(TradeTimestamp),
12
13	Multiple {
14		start: TradeTimestamp,
15		last: TradeTimestamp,
16	},
17}
18
19impl TradeTimestampRangeInclusive {
20	pub fn new_from_iter(
21		trade_timestamps: impl IntoIterator<Item = &TradeTimestamp>,
22	) -> Result<Self, TimestampError> {
23		let mut iter = trade_timestamps.into_iter();
24
25		let Some(
26			mut start,
27		) = iter.next().cloned() else {
28			return Err(TimestampError::RangeNotSatisfied { min: None, max: None });
29		};
30
31		let Some(
32			mut last,
33		) = iter.next().cloned() else {
34			return Ok(Self::One(start));
35		};
36
37		if start > last {
38			let older_trade_timestamp = start;
39			start = last;
40			last = older_trade_timestamp;
41		}
42
43		for &trade_timestamp in iter {
44			if trade_timestamp < start {
45				start = trade_timestamp;
46			}
47
48			if trade_timestamp > last {
49				last = trade_timestamp;
50			}
51		}
52
53		Ok(Self::Multiple { start, last })
54	}
55
56	pub fn start(
57		&self,
58	) -> &TradeTimestamp {
59		match self {
60			Self::One(
61				trade_timestamp,
62			) => trade_timestamp,
63			Self::Multiple {
64				start,
65				last: _,
66			} => start,
67		}
68	}
69
70	pub fn last(
71		&self,
72	) -> &TradeTimestamp {
73		match self {
74			Self::One(
75				trade_timestamp,
76			) => trade_timestamp,
77			Self::Multiple {
78				start: _,
79				last,
80			} => last,
81		}
82	}
83}
apple_quant_algorithmic/timestamp/range_trade.rs

apple_quant_algorithmic/timestamp/
range_trade.rs
