Struct TickData 

pub struct TickData {

    pub gateway_name: String,
    pub symbol: String,
    pub exchange: Exchange,
    pub datetime: DtNs,
    pub trading_day: Option<i32>,
    pub action_day: Option<i32>,
    pub update_time: String,
    pub update_millisec: i64,
    pub name: String,
    pub volume: f64,
    pub turnover: f64,
    pub open_interest: f64,
    pub last_price: f64,
    pub last_volume: f64,
    pub limit_up: f64,
    pub limit_down: f64,
    pub open_price: f64,
    pub high_price: f64,
    pub low_price: f64,
    pub pre_close: f64,
    pub pct_change: f64,
    pub bid_price_1: f64,
    pub bid_price_2: f64,
    pub bid_price_3: f64,
    pub bid_price_4: f64,
    pub bid_price_5: f64,
    pub ask_price_1: f64,
    pub ask_price_2: f64,
    pub ask_price_3: f64,
    pub ask_price_4: f64,
    pub ask_price_5: f64,
    pub bid_volume_1: f64,
    pub bid_volume_2: f64,
    pub bid_volume_3: f64,
    pub bid_volume_4: f64,
    pub bid_volume_5: f64,
    pub ask_volume_1: f64,
    pub ask_volume_2: f64,
    pub ask_volume_3: f64,
    pub ask_volume_4: f64,
    pub ask_volume_5: f64,
    pub localtime: Option<DtNs>,
}

Tick 数据:最后成交、盘口快照、日内统计。

字段与 Python TickData 同名同义(snake_case);缺省值同 Python(0 / “”)。

Fields

gateway_name: String

上游网关名(BaseData.gateway_name,object.py:31)

symbol: String

合约代码

exchange: Exchange

交易所

datetime: DtNs

时间戳(UTC 纪元纳秒;Python 为本地 naive datetime)

trading_day: Option<i32>

交易日(缺省 None;Python 缺省空串)

action_day: Option<i32>

行动日/自然日(缺省 None;Python 缺省空串)

update_time: String

原始 HH:MM:SS 文本(上游原样)

update_millisec: i64

毫秒段

name: String

合约中文名

volume: f64

当日累计成交量

turnover: f64

当日累计成交额

open_interest: f64

持仓量/流通量

last_price: f64

最新价

last_volume: f64

本笔成交量

limit_up: f64

涨停价

limit_down: f64

跌停价

open_price: f64

今开

high_price: f64

最高

low_price: f64

最低

pre_close: f64

昨收

pct_change: f64

涨跌幅(%)

bid_price_1: f64

买一价

bid_price_2: f64

买二价

bid_price_3: f64

买三价

bid_price_4: f64

买四价

bid_price_5: f64

买五价

ask_price_1: f64

卖一价

ask_price_2: f64

卖二价

ask_price_3: f64

卖三价

ask_price_4: f64

卖四价

ask_price_5: f64

卖五价

bid_volume_1: f64

买一量

bid_volume_2: f64

买二量

bid_volume_3: f64

买三量

bid_volume_4: f64

买四量

bid_volume_5: f64

买五量

ask_volume_1: f64

卖一量

ask_volume_2: f64

卖二量

ask_volume_3: f64

卖三量

ask_volume_4: f64

卖四量

ask_volume_5: f64

卖五量

localtime: Option<DtNs>

本地收包时间(UTC 纪元纳秒;Python 缺省 None)

Implementations

impl TickData

pub fn en_symbol(&self) -> String

en_symbol(Python __post_init__ 暂存字段的派生方法化;分配一次)。

pub fn en_symbol_into(&self, buf: &mut String)

零分配版本:追加到复用缓冲(逐 tick 热路径;每笔行情少一次堆分配)。

pub fn reach_limit_up(&self, diff_price: f64) -> bool

tick 是否触及涨停(object.py:99;diff 为容差,非负向给)。

注意原作怪癖(字节级保留):tick 缺省字段(0.0/0.0)时 bid_price_1(0) + 0 >= limit_up(0) 成立 → 返回 true; 使用方须先落真实价格再作判,或自行先校验 limit_up>0。

pub fn reach_limit_down(&self, diff_price: f64) -> bool

tick 是否触及跌停(object.py:105)。

pub fn reach_limit(&self, diff_price: f64) -> bool

触及涨停或跌停(object.py:111)。

Trait Implementations

impl Clone for TickData

fn clone(&self) -> Self

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for TickData

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

Formats the value using the given formatter.

impl Default for TickData

fn default() -> Self

Returns the “default value” for a type.

impl PartialEq for TickData

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

Equality operator ==.

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

Inequality operator !=.

impl StructuralPartialEq for TickData