Struct MultiSeriesSync 

pub struct MultiSeriesSync { /* private fields */ }

Synchronizer for aligning multiple price series with different timestamps or missing bars.

Implementations

impl MultiSeriesSync

pub fn new() -> Self

pub fn with_policy(missing_policy: MissingSeriesPolicy) -> Self

pub fn reset(&mut self)

pub fn align_step( &mut self, primary: &Bar, benchmark: Option<&Bar>, ) -> Option<SynchronizedBarPair>

Aligns incoming primary asset bars with benchmark bars. A missing benchmark is either skipped or forward-filled according to the configured policy.

pub fn align_series( primary_series: &[Bar], benchmark_series: &[Bar], ) -> Vec<SynchronizedBarPair>

Batch aligns two full series of bars by timestamp.

Trait Implementations

impl Clone for MultiSeriesSync

fn clone(&self) -> MultiSeriesSync

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for MultiSeriesSync

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

Formats the value using the given formatter.

impl Default for MultiSeriesSync

fn default() -> MultiSeriesSync

Returns the “default value” for a type.