apple-quant-algorithmic 0.1.0

Apple Quant's algorithmic trading api
Documentation 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25

mod ohlc;
mod trade;

pub use ohlc::*;
pub use trade::*;

use crate::instrument::{InstrumentData, InstrumentSpec};

pub trait Aggregator<
	'instrument_data,
	'aggregated_data,
	T: 'aggregated_data,
	AggregatorData,
	IS: InstrumentSpec,
>
{
	fn hot_data<'iter>(
		instrument_data: &'instrument_data InstrumentData<'instrument_data, 'aggregated_data, IS>,
		recent_aggregated_data_backward: impl Iterator<Item = &'iter T>,
	) -> AggregatorData
	where
		T: 'iter;

	fn aggregate_hot(aggregator_data: &AggregatorData) -> impl Iterator<Item = T>;
}