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QuoteStatistics

data_preprocess::quote_stats

Struct QuoteStatistics 

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pub struct QuoteStatistics {
Show 33 fields
    pub accepted: u64,
    pub rejected: u64,
    pub duplicate_provider_rows: u64,
    pub coverage_millis: i64,
    pub spread_last: Option<f64>,
    pub spread_mean: Option<f64>,
    pub spread_max: Option<f64>,
    pub spread_p90: Option<f64>,
    pub spread_time_mean: Option<f64>,
    pub spread_bps_mean: Option<f64>,
    pub quote_activity: u64,
    pub quote_rate_per_second: Option<f64>,
    pub mid_change_count: u64,
    pub interarrival_mean_millis: Option<f64>,
    pub interarrival_max_millis: Option<i64>,
    pub interarrival_cv: Option<f64>,
    pub direction_changes: u64,
    pub longest_direction_streak: u64,
    pub path_length: f64,
    pub path_efficiency: Option<f64>,
    pub mid_change_variance: Option<f64>,
    pub first_high_at: Option<NaiveDateTime>,
    pub last_high_at: Option<NaiveDateTime>,
    pub first_low_at: Option<NaiveDateTime>,
    pub last_low_at: Option<NaiveDateTime>,
    pub twap: Option<f64>,
    pub crossings: u64,
    pub cumulative_above_millis: i64,
    pub continuous_above_millis: i64,
    pub elapsed_since_breakout_millis: Option<i64>,
    pub dominant_bin: Option<usize>,
    pub dominant_bin_center: Option<f64>,
    pub distance_from_dominant_center: Option<f64>,

}

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§accepted: u64§rejected: u64§duplicate_provider_rows: u64§coverage_millis: i64§spread_last: Option<f64>§spread_mean: Option<f64>§spread_max: Option<f64>§spread_p90: Option<f64>§spread_time_mean: Option<f64>§spread_bps_mean: Option<f64>§quote_activity: u64§quote_rate_per_second: Option<f64>§mid_change_count: u64§interarrival_mean_millis: Option<f64>§interarrival_max_millis: Option<i64>§interarrival_cv: Option<f64>§direction_changes: u64§longest_direction_streak: u64§path_length: f64§path_efficiency: Option<f64>§mid_change_variance: Option<f64>§first_high_at: Option<NaiveDateTime>§last_high_at: Option<NaiveDateTime>§first_low_at: Option<NaiveDateTime>§last_low_at: Option<NaiveDateTime>§twap: Option<f64>§crossings: u64§cumulative_above_millis: i64§continuous_above_millis: i64§elapsed_since_breakout_millis: Option<i64>§dominant_bin: Option<usize>§dominant_bin_center: Option<f64>§distance_from_dominant_center: Option<f64>

Trait Implementations§

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impl Clone for QuoteStatistics

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fn clone(&self) -> Self

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Debug for QuoteStatistics

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fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter. Read more
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impl PartialEq for QuoteStatistics

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fn eq(&self, other: &Self) -> bool

Equality operator ==. Read more
1.0.0 (const: unstable) · Source§

fn ne(&self, other: &Rhs) -> bool

Inequality operator !=. Read more
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impl StructuralPartialEq for QuoteStatistics

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impl<T> Any for T
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Gets the TypeId of self. Read more
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fn borrow(&self) -> &T

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fn borrow_mut(&mut self) -> &mut T

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impl<T> CloneToUninit for T
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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
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fn __clone_box(&self, _: Private) -> *mut ()

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Converts self into a Left variant of Either<Self, Self> if into_left(&self) returns true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more
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type Init = T

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type Owned = T

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fn vzip(self) -> V