apple-quant-algorithmic 0.4.0

Apple Quant's algorithmic library.
Documentation
use std::range::Range;

use time::{Date, UtcDateTime};

use crate::{
	instrument::{InstrumentSpec, InstrumentTicker},
	aggregation::TradeTradeTimestamp,
};

pub trait HistoricalDataBackend<IS: InstrumentSpec> {
	fn fetch_once(
		&mut self,
		instrument_ticker: &InstrumentTicker,
		utc_date_time_range: Range<UtcDateTime>,
	) -> impl Future<Output = impl IntoIterator<Item = TradeTradeTimestamp<IS>>>;

	fn fetch_save_day(
		&mut self,
		instrument_ticker: &InstrumentTicker,
		date: Date,
	) -> impl Future<Output = impl IntoIterator<Item = TradeTradeTimestamp<IS>>>;
}