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Module multi_series

Module multi_series 

Source

Structs§

AlignedSeriesBar
One series’ bar within an AlignedStep, tagged with explicit BarQuality (observed vs. forward-filled, and whether a gap preceded it).
AlignedStep
One synchronized alignment step across an arbitrary number of named series.
MultiSeriesAligner
Generalizes MultiSeriesSync from exactly two series (primary/benchmark) to an arbitrary, named set: N-way synchronization, an optional maximum forward-fill staleness age, and explicit per-series BarQuality (observed vs. forward-filled) instead of a single implicit benchmark slot.
MultiSeriesSync
Synchronizer for aligning multiple price series with different timestamps or missing bars.
SynchronizedBarPair
Synchronized bar pair for multi-series computations (e.g. Asset vs Benchmark).

Enums§

MissingSeriesPolicy