Struct PortfolioSeriesWindow 

pub struct PortfolioSeriesWindow {
    pub as_of: Option<String>,
    pub calculation_interval: Option<PortfolioSeriesWindowCalculationInterval>,
    pub coverage: Option<PortfolioSeriesWindowCoverage>,
    pub data_through: Option<String>,
    pub display_interval: Option<PortfolioSeriesWindowDisplayInterval>,
    pub effective_starts_at: Option<String>,
    pub history_starts_at: Option<String>,
    pub period: Option<PortfolioSeriesWindowPeriod>,
    pub requested_starts_at: Option<String>,
}

PortfolioSeriesWindow

JSON schema

{
 "type": "object",
 "properties": {
   "asOf": {
     "type": [
       "string",
       "null"
     ]
   },
   "calculationInterval": {
     "description": "Finest retained interval used before display downsampling",
     "type": [
       "string",
       "null"
     ],
     "enum": [
       "1m",
       "5m",
       "15m",
       "1h",
       "4h",
       "1d"
     ]
   },
   "coverage": {
     "type": [
       "string",
       "null"
     ],
     "enum": [
       "complete",
       "partial",
       "none"
     ]
   },
   "dataThrough": {
     "type": [
       "string",
       "null"
     ]
   },
   "displayInterval": {
     "description": "Interval of returned chart points",
     "type": [
       "string",
       "null"
     ],
     "enum": [
       "5m",
       "1h",
       "4h",
       "1d"
     ]
   },
   "effectiveStartsAt": {
     "type": [
       "string",
       "null"
     ]
   },
   "historyStartsAt": {
     "type": [
       "string",
       "null"
     ]
   },
   "period": {
     "description": "Closed portfolio period token",
     "type": [
       "string",
       "null"
     ],
     "enum": [
       "1d",
       "1w",
       "1m",
       "all"
     ]
   },
   "requestedStartsAt": {
     "type": [
       "string",
       "null"
     ]
   }
 }
}

Fields

as_of: Option<String>

calculation_interval: Option<PortfolioSeriesWindowCalculationInterval>

Finest retained interval used before display downsampling

coverage: Option<PortfolioSeriesWindowCoverage>

data_through: Option<String>

display_interval: Option<PortfolioSeriesWindowDisplayInterval>

Interval of returned chart points

effective_starts_at: Option<String>

history_starts_at: Option<String>

period: Option<PortfolioSeriesWindowPeriod>

Closed portfolio period token

requested_starts_at: Option<String>

Trait Implementations

impl Clone for PortfolioSeriesWindow

fn clone(&self) -> PortfolioSeriesWindow

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for PortfolioSeriesWindow

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

Formats the value using the given formatter.

impl Default for PortfolioSeriesWindow

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for PortfolioSeriesWindow

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for PortfolioSeriesWindow

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.