apple-quant-algorithmic 0.4.0

Apple Quant's algorithmic library.
Documentation 
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mod ohlc;
mod trade;

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

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

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>;
}