pub struct CollapseTimeframe<T = Candle>
where T: OHLCV + Clone + Add<Output = T>,
{ /* private fields */ }
Expand description

Converting between different timeframes.

§Parameters

Has a single parameter period: usize

period must be > 0

§Input type

Input type is reference to OHLCV

§Output type

§Examples

use yata::prelude::*;
use yata::methods::CollapseTimeframe;

let timeframe: [Candle; 2] = [
//   open  high  low  close volume
    (10.0, 15.0, 5.0, 12.0, 1000.0).into(),
    (12.1, 17.0, 6.0, 13.0, 2000.0).into(),
];

let mut collapser = CollapseTimeframe::new(2, &timeframe[0]).unwrap();

assert_eq!(collapser.next(&timeframe[0]), None);

let collapsed = collapser.next(&timeframe[1]).unwrap();
assert_eq!(collapsed.open(), 10.0);
assert_eq!(collapsed.high(), 17.0);
assert_eq!(collapsed.low(), 5.0);
assert_eq!(collapsed.close(), 13.0);
assert_eq!(collapsed.volume(), 3000.0);

Output type is Candle

§Performance

O(1)

See also Sequence’s collapse_timeframe function.

Trait Implementations§

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impl<T> Clone for CollapseTimeframe<T>
where T: OHLCV + Clone + Add<Output = T> + Clone,

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fn clone(&self) -> CollapseTimeframe<T>

Returns a copy of the value. Read more
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fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl<T> Debug for CollapseTimeframe<T>
where T: OHLCV + Clone + Add<Output = T> + Debug,

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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<'de, T> Deserialize<'de> for CollapseTimeframe<T>
where T: OHLCV + Clone + Add<Output = T> + Deserialize<'de>,

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fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>
where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer. Read more
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impl<T> Method for CollapseTimeframe<T>
where T: OHLCV + Clone + Add<Output = T>,

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type Params = usize

Method parameters
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type Input = T

Input value type
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type Output = Option<T>

Output value type
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fn new(period: Self::Params, _candle: &Self::Input) -> Result<Self, Error>

Static method for creating an instance of the method with given parameters and initial value (simply first input value)
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fn next(&mut self, candle: &Self::Input) -> Self::Output

Generates next output value based on the given input value
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fn name(&self) -> &str

Returns a name of the method
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fn memsize(&self) -> (usize, usize)
where Self: Sized,

👎Deprecated
Returns memory size of the method (size, align)
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fn apply<T, S>(&mut self, sequence: &mut S)
where S: Sequence<T> + AsMut<[T]> + ?Sized, Self: Method<Input = T, Output = T> + Sized,

Applies method to the sequence in-place.
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fn new_apply<T, S>( parameters: Self::Params, sequence: &mut S ) -> Result<(), Error>
where S: Sequence<T> + AsMut<[T]>, Self: Method<Input = T, Output = T> + Sized,

Creates new Method instance and applies it to the sequence.
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fn into_fn<'a>( self ) -> Box<dyn FnMut(&'a <Self as Method>::Input) -> <Self as Method>::Output>
where Self: Sized + 'static, Self::Input: 'static,

Creates a function from the Method instance
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fn new_fn( params: Self::Params, initial_value: &Self::Input ) -> Result<Box<dyn FnMut(&'_ <Self as Method>::Input) -> <Self as Method>::Output>, Error>
where Self: Sized + 'static,

Creates new function based on the method
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impl<T> Serialize for CollapseTimeframe<T>
where T: OHLCV + Clone + Add<Output = T> + Serialize,

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fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>
where __S: Serializer,

Serialize this value into the given Serde serializer. Read more

Auto Trait Implementations§

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impl<T> RefUnwindSafe for CollapseTimeframe<T>
where T: RefUnwindSafe,

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impl<T> Send for CollapseTimeframe<T>
where T: Send,

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impl<T> Sync for CollapseTimeframe<T>
where T: Sync,

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impl<T> Unpin for CollapseTimeframe<T>
where T: Unpin,

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impl<T> UnwindSafe for CollapseTimeframe<T>
where T: UnwindSafe,

Blanket Implementations§

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impl<T> Any for T
where T: 'static + ?Sized,

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more
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impl<T> BorrowMut<T> for T
where T: ?Sized,

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

Mutably borrows from an owned value. Read more
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impl<T> From<T> for T

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fn from(t: T) -> T

Returns the argument unchanged.

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impl<T, U> Into<U> for T
where U: From<T>,

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fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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impl<T> ToOwned for T
where T: Clone,

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type Owned = T

The resulting type after obtaining ownership.
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fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more
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fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more
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impl<T, U> TryFrom<U> for T
where U: Into<T>,

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type Error = Infallible

The type returned in the event of a conversion error.
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fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.
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impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

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type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.
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fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.
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impl<T> DeserializeOwned for T
where T: for<'de> Deserialize<'de>,