Struct OhlcvMsg 

#[repr(C)]
pub struct OhlcvMsg {
    pub hd: RecordHeader,
    pub open: i64,
    pub high: i64,
    pub low: i64,
    pub close: i64,
    pub volume: u64,
}

Open, high, low, close, and volume. The record of the following schemas:

• Ohlcv1S
• Ohlcv1M
• Ohlcv1H
• Ohlcv1D
• OhlcvEod

Fields

hd: RecordHeader

The common header.

open: i64

The open price for the bar where every 1 unit corresponds to 1e-9, i.e. 1/1,000,000,000 or 0.000000001.

See Prices.

high: i64

The high price for the bar where every 1 unit corresponds to 1e-9, i.e. 1/1,000,000,000 or 0.000000001.

See Prices.

low: i64

The low price for the bar where every 1 unit corresponds to 1e-9, i.e. 1/1,000,000,000 or 0.000000001.

See Prices.

close: i64

The close price for the bar where every 1 unit corresponds to 1e-9, i.e. 1/1,000,000,000 or 0.000000001.

See Prices.

volume: u64

The total volume traded during the aggregation period.

Implementations

impl OhlcvMsg

pub fn default_for_schema(schema: Schema) -> Self

Creates a new default OhlcvMsg for the given schema.

impl OhlcvMsg

pub fn open_f64(&self) -> f64

Converts the open price to a floating point.

UNDEF_PRICE will be converted to NaN.

This may introduce floating-point error.

pub fn high_f64(&self) -> f64

Converts the high price to a floating point.

UNDEF_PRICE will be converted to NaN.

This may introduce floating-point error.

pub fn low_f64(&self) -> f64

Converts the low price to a floating point.

UNDEF_PRICE will be converted to NaN.

This may introduce floating-point error.

pub fn close_f64(&self) -> f64

Converts the close price to a floating point.

UNDEF_PRICE will be converted to NaN.

This may introduce floating-point error.

Trait Implementations

impl AsRef<[u8]> for OhlcvMsg

fn as_ref(&self) -> &[u8]

Converts this type into a shared reference of the (usually inferred) input type.

impl Clone for OhlcvMsg

fn clone(&self) -> OhlcvMsg

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for OhlcvMsg

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for OhlcvMsg

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl<'a> From<&'a OhlcvMsg> for RecordRefEnum<'a>

fn from(rec: &'a OhlcvMsg) -> Self

Converts to this type from the input type.

impl From<OhlcvMsg> for RecordEnum

fn from(rec: OhlcvMsg) -> Self

Converts to this type from the input type.

impl HasRType for OhlcvMsg

fn has_rtype(rtype: u8) -> bool

Returns true if rtype matches the value associated with the implementing type.

impl Hash for OhlcvMsg

fn hash<__H: Hasher>(&self, state: &mut __H)

Feeds this value into the given Hasher.

fn hash_slice<H>(data: &[Self], state: &mut H)

where H: Hasher, Self: Sized,

Feeds a slice of this type into the given Hasher.

impl<'py> IntoPyObject<'py> for OhlcvMsg

type Target = OhlcvMsg

The Python output type

type Output = Bound<'py, <OhlcvMsg as IntoPyObject<'py>>::Target>

The smart pointer type to use.

type Error = PyErr

The type returned in the event of a conversion error.

fn into_pyobject( self, py: Python<'py>, ) -> Result<<Self as IntoPyObject<'_>>::Output, <Self as IntoPyObject<'_>>::Error>

Performs the conversion.

impl PartialEq for OhlcvMsg

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

Tests for self and other values to be equal, and is used by ==.

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

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl PartialOrd for OhlcvMsg

fn partial_cmp(&self, other: &Self) -> Option<Ordering>

This method returns an ordering between self and other values if one exists.

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

Tests less than (for self and other) and is used by the < operator.

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

Tests less than or equal to (for self and other) and is used by the <= operator.

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

Tests greater than (for self and other) and is used by the > operator.

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

Tests greater than or equal to (for self and other) and is used by the >= operator.

impl PyClass for OhlcvMsg

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for OhlcvMsg

const IS_BASETYPE: bool = false

#[pyclass(subclass)]

const IS_SUBCLASS: bool = false

#[pyclass(extends=…)]

const IS_MAPPING: bool = false

#[pyclass(mapping)]

const IS_SEQUENCE: bool = false

#[pyclass(sequence)]

const IS_IMMUTABLE_TYPE: bool = false

#[pyclass(immutable_type)]

const RAW_DOC: &'static CStr = /// Open, high, low, close, and volume. The record of the following schemas: /// - [`Ohlcv1S`](crate::enums::Schema::Ohlcv1S) /// - [`Ohlcv1M`](crate::enums::Schema::Ohlcv1M) /// - [`Ohlcv1H`](crate::enums::Schema::Ohlcv1H) /// - [`Ohlcv1D`](crate::enums::Schema::Ohlcv1D) /// - [`OhlcvEod`](crate::enums::Schema::OhlcvEod)

Docstring for the class provided on the struct or enum.

const DOC: &'static CStr

Fully rendered class doc, including the text_signature if a constructor is defined.

type BaseType = PyAny

Base class

type ThreadChecker = SendablePyClass<OhlcvMsg>

This handles following two situations:

type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild

Immutable or mutable

type Dict = PyClassDictSlot

Specify this class has #[pyclass(dict)] or not.

type WeakRef = PyClassDummySlot

Specify this class has #[pyclass(weakref)] or not.

type BaseNativeType = PyAny

The closest native ancestor. This is PyAny by default, and when you declare #[pyclass(extends=PyDict)], it’s PyDict.

fn items_iter() -> PyClassItemsIter

fn dict_offset() -> Option<Py_ssize_t>

fn lazy_type_object() -> &'static LazyTypeObject<Self>

fn weaklist_offset() -> Option<isize>

impl PyClassNewTextSignature for OhlcvMsg

Available on crate feature python only.

const TEXT_SIGNATURE: &'static str = "(rtype, publisher_id, instrument_id, ts_event, open, high, low, close, volume)"

impl PyMethods<OhlcvMsg> for PyClassImplCollector<OhlcvMsg>

Available on crate feature python only.

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for OhlcvMsg

const NAME: &'static str = "OHLCVMsg"

Class name.

const MODULE: Option<&'static str>

Module name, if any.

fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject

Returns the PyTypeObject instance for this type.

fn type_object(py: Python<'_>) -> Bound<'_, PyType>

Returns the safe abstraction over the type object.

fn is_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type or a subclass of this type.

fn is_exact_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type.

impl Record for OhlcvMsg

fn header(&self) -> &RecordHeader

Returns a reference to the RecordHeader that comes at the beginning of all record types.

fn record_size(&self) -> usize

Returns the size of the record in bytes.

fn rtype(&self) -> Result<RType>

Tries to convert the raw record type into an enum which is useful for exhaustive pattern matching.

fn publisher(&self) -> Result<Publisher>

Tries to convert the raw publisher_id into an enum which is useful for exhaustive pattern matching.

fn raw_index_ts(&self) -> u64

Returns the raw primary timestamp for the record.

fn index_ts(&self) -> Option<OffsetDateTime>

Returns the primary timestamp for the record. Returns None if the primary timestamp contains the sentinel value for a null timestamp.

fn index_date(&self) -> Option<Date>

Returns the primary date for the record; the date component of the primary timestamp (index_ts()). Returns None if the primary timestamp contains the sentinel value for a null timestamp.

impl RecordMut for OhlcvMsg

fn header_mut(&mut self) -> &mut RecordHeader

Returns a mutable reference to the RecordHeader that comes at the beginning of all record types.

impl Serialize for OhlcvMsg

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

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl WritePyRepr for OhlcvMsg

Available on crate feature python only.

fn write_py_repr(&self, s: &mut String) -> Result

Writes a Python-style string representation to s.

const SHOULD_FLATTEN: bool = false

Whether this type’s fields should be flattened into the parent repr.

impl Copy for OhlcvMsg

impl DerefToPyAny for OhlcvMsg

impl Eq for OhlcvMsg

impl ExtractPyClassWithClone for OhlcvMsg

impl StructuralPartialEq for OhlcvMsg