Expand description
Post-processing transformations for signal values.
This module provides post-processors that apply transformations to signal values after they have been processed from source data. Post-processors can be used to adjust, normalize, or otherwise transform the values produced by the main processor.
The module provides:
- The
PostProcessorenum which represents different post-processing strategies - Specialized post-processor implementations in submodules
- Error handling for the post-processing operations
§Available Post-Processors
The following post-processing strategies are available:
TickConvertor- Converts values to specific tick sizes
§Extensibility
This module is designed to be extensible. New post-processing strategies can be added by:
- Creating a new post-processor implementation in a submodule
- Adding a new variant to the
PostProcessorenum - Implementing the necessary logic in the
nameandpost_processmethods
§Usage in Registry
Post-processors are used within the registry system to define how signal values should be transformed after the main processing step. Each signal can specify multiple post-processors that are applied in sequence.
Modules§
- tick
- This module provides a post-processor that converts decimal values into tick values based on a logarithmic scale. Tick values represent price points on a non-linear scale, which can be useful for certain financial applications.
Structs§
- Post
Process Error - Error type for post-processor operations.
Enums§
- Post
Processor - Represents different strategies for post-processing signal values.