Struct cxmr_snapshots::Snapshot

pub struct Snapshot {
    pub market: Option<Market>,
    pub start_time: Option<u64>,
    pub interval: u64,
    pub states: Vec<State>,
}

Snapshot of market data.

Fields

market: Option<Market>

Market symbol.

start_time: Option<u64>

Timestamp of first event.

interval: u64

Snapshot interval in milliseconds.

states: Vec<State>

Vector of snapshot.

Methods

impl Snapshot

pub fn open<P: AsRef<Path>>(path: P, interval: u64) -> Result<Snapshot, Error>

Opens DTF file from path and collects a snapshot.

pub fn open_full<P: AsRef<Path>>(
    path: P,
    interval: u64
) -> Result<Snapshot, Error>

Opens DTF file from path and collects a snapshot.

pub fn into_close(self) -> Snapshot

Filters states into close states.

pub fn downscale(&self, interval: u64) -> Option<Snapshot>

Downscales snapshots into longer intervals. Returns None if interval is <= current.

pub fn id(&self) -> Option<SnapshotId>

Returns snapshot identifier.

pub fn open_ts(&self) -> Option<f32>

Returns snapshot open rate.

pub fn close_ts(&self) -> Option<f32>

Returns snapshot close rate.

pub fn first_ts(&self) -> Option<u64>

Returns timestamp of first candle.

pub fn last_ts(&self) -> Option<u64>

Returns timestamp of last candle.

pub fn candle_ts(&self, index: usize) -> Option<u64>

Calculates timestamp of candle by index.

pub fn duration(&self) -> Option<u64>

Returns total duration of snapshot.

pub fn len(&self) -> usize

Returns total amount of candles.

Trait Implementations

impl Clone for Snapshot

fn clone(&self) -> Snapshot

Returns a copy of the value.

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

Performs copy-assignment from source.

impl Debug for Snapshot

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

Formats the value using the given formatter.

impl Default for Snapshot

fn default() -> Snapshot

Returns the "default value" for a type.

impl<'_> From<&'_ Snapshot> for Vec<EventData>

fn from(snapshot: &Snapshot) -> Vec<EventData>

Performs the conversion.

impl PartialEq<Snapshot> for Snapshot

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

This method tests for self and other values to be equal, and is used by ==.

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

This method tests for !=.

impl StructuralPartialEq for Snapshot