pub enum ContinuityKind {
Spot,
SingleContract,
StitchedUnadjusted,
StitchedBackAdjusted,
}Expand description
How a bar series was assembled across instrument/contract boundaries.
Futures contracts expire; a “continuous” series is stitched from consecutive contracts. Roll- sensitive indicators (structure/extreme detectors, seasonality) behave differently depending on whether the series is a single, never-rolled contract, or stitched — and if stitched, whether historical prices were shifted (back-adjusted) to remove roll gaps or left as-traded.
Variants§
Spot
A cash/spot instrument with no contract expiry at all.
SingleContract
A single futures contract, never rolled.
StitchedUnadjusted
Stitched across contract rolls, left as-traded (roll gaps visible in the series).
StitchedBackAdjusted
Stitched across contract rolls, back-adjusted to remove roll gaps — historical price levels are shifted and no longer the levels that were actually traded.
Trait Implementations§
Source§impl Clone for ContinuityKind
impl Clone for ContinuityKind
Source§fn clone(&self) -> ContinuityKind
fn clone(&self) -> ContinuityKind
1.0.0 (const: unstable) · Source§fn clone_from(&mut self, source: &Self)
fn clone_from(&mut self, source: &Self)
source. Read more