pub enum ApplicabilityReason {
VolumeIsTickNotTurnover,
NoVolumeAvailable,
NoTradeDirection,
BackAdjustedLevelsNotTraded,
UnadjustedRollJumps,
AdjustedLevelsShifted,
ThinLiquidity,
ProviderSpecificExtreme,
}Expand description
Which rule in check_applicability produced a given ApplicabilityNote.
Variants§
VolumeIsTickNotTurnover
needs_real_volume against VolumeKind::Tick: the field holds update frequency, not
turnover.
NoVolumeAvailable
needs_real_volume against VolumeKind::None: the series has no volume at all.
NoTradeDirection
needs_trade_direction against a series without classified trades.
BackAdjustedLevelsNotTraded
roll_sensitive against ContinuityKind::StitchedBackAdjusted: historical levels are
not the traded ones.
UnadjustedRollJumps
roll_sensitive against ContinuityKind::StitchedUnadjusted: roll jumps in the series.
AdjustedLevelsShifted
adjustment_sensitive against a non-PriceAdjustment::Raw series: historical marks sit
at different numbers in the adjusted series.
ThinLiquidity
needs_liquidity_depth against LiquidityTier::Thin.
ProviderSpecificExtreme
An extreme-checking indicator (session_sensitive || roll_sensitive) run on
Provenance::Broker data: the extreme is provider-specific and does not transfer.
The plan’s original rule is stated as “provenance == Broker for anything that checks
extremes”, but DataRequirements has no dedicated “checks extremes” field. This
substitutes session_sensitive || roll_sensitive as that signal: those are exactly the
two fields set on the plan’s own list of extreme-checking indicators (pivots, structure,
zigzag, Elliott), so no new field is introduced for a case the two existing fields already
cover.
Trait Implementations§
Source§impl Clone for ApplicabilityReason
impl Clone for ApplicabilityReason
Source§fn clone(&self) -> ApplicabilityReason
fn clone(&self) -> ApplicabilityReason
1.0.0 (const: unstable) · Source§fn clone_from(&mut self, source: &Self)
fn clone_from(&mut self, source: &Self)
source. Read more