Expand description
Shared OHLCV and market-domain types.
Structs§
- Bar
- Generic OHLCV Bar data point.
- BarQuality
- Explicit availability/quality metadata for an OHLCV bar, replacing implicit
f64conventions (e.g.volume == 0.0meaning “unknown” versus “genuinely zero”). - Instrument
Meta - Provider-neutral instrument metadata.
- Qualified
Bar - An OHLCV
Barpaired with explicitBarQualitymetadata. - Risk
Plan - Series
Capabilities - Describes what a bar series is and where it came from, for the plausibility check in
crate::applicability. Accompanies a series as metadata (not per-Bar, to avoid per-bar storage/cache cost) — see that module’scheck_applicabilityfor how this is matched against an indicator’scrate::applicability::DataRequirements. - Series
Identity - Comprehensive, provider-neutral provenance and identity specification for a time series.
- Support
Resistance Zone
Enums§
- BarValidation
Error - Reason why an OHLCV bar violates the public input contract.
- Continuity
Kind - How a bar series was assembled across instrument/contract boundaries.
- Instrument
Meta Error - Reason why
InstrumentMetafails the operative validity contract. - Liquidity
Tier - Coarse liquidity classification of a series.
- Market
Regime - Classification of current market regime.
- Price
Adjustment - Whether and how a price series was adjusted for corporate actions.
- Provenance
- Where a bar series originates.
- Resolution
- Supported resolution timeframes for market bars.
- Session
Kind - Which part of the trading day a bar series covers.
- Source
- Selectable price/volume data source for indicators and series calculations.
- Volume
Kind - What a bar’s
volumefield actually measures. - Zone
Kind