stock-trek 0.2.5

Stock Trek time-series analysis
Documentation 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19

use crate::aligned_window::AlignedWindow;
use crate::dto::{
    raw_market_candle::RawMarketCandle, raw_market_order_book::RawMarketOrderBook,
    raw_market_tick::RawMarketTick,
};
use crate::rolling_window::RollingWindow;
use rust_decimal::Decimal;
use std::collections::HashMap;

#[derive(Debug)]
pub struct RawMarketDto {
    pub base_increment: Decimal,
    pub quote_increment: Decimal,
    pub minimum_notional: Decimal,
    pub ticks: Vec<RawMarketTick>,
    pub rolling: HashMap<RollingWindow, RawMarketCandle>,
    pub aligned: HashMap<AlignedWindow, Vec<RawMarketCandle>>,
    pub order_book: RawMarketOrderBook,
}