Struct Bar 

#[repr(C)]
pub struct Bar {
    pub bar_type: BarType,
    pub open: Price,
    pub high: Price,
    pub low: Price,
    pub close: Price,
    pub volume: Quantity,
    pub ts_event: UnixNanos,
    pub ts_init: UnixNanos,
}

Represents an aggregated bar.

Fields

bar_type: BarType

The bar type for this bar.

open: Price

The bars open price.

high: Price

The bars high price.

low: Price

The bars low price.

close: Price

The bars close price.

volume: Quantity

The bars volume.

ts_event: UnixNanos

UNIX timestamp (nanoseconds) when the data event occurred.

ts_init: UnixNanos

UNIX timestamp (nanoseconds) when the instance was created.

Implementations

impl Bar

pub fn new_checked( bar_type: BarType, open: Price, high: Price, low: Price, close: Price, volume: Quantity, ts_event: UnixNanos, ts_init: UnixNanos, ) -> Result<Self>

Creates a new Bar instance with correctness checking.

Errors

Returns an error if:

• high is not >= low.
• high is not >= close.
• low is not <= close.

Notes

PyO3 requires a Result type for proper error handling and stacktrace printing in Python.

pub fn new( bar_type: BarType, open: Price, high: Price, low: Price, close: Price, volume: Quantity, ts_event: UnixNanos, ts_init: UnixNanos, ) -> Self

Creates a new Bar instance.

Panics

This function panics if:

• high is not >= low.
• high is not >= close.
• low is not <= close.

pub fn instrument_id(&self) -> InstrumentId

pub fn get_metadata( bar_type: &BarType, price_precision: u8, size_precision: u8, ) -> HashMap<String, String>

Returns the metadata for the type, for use with serialization formats.

pub fn get_fields() -> IndexMap<String, String>

Returns the field map for the type, for use with Arrow schemas.

Trait Implementations

impl CatalogPathPrefix for Bar

fn path_prefix() -> &'static str

Returns the path prefix (directory name) for this data type.

impl Clone for Bar

fn clone(&self) -> Bar

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for Bar

impl Debug for Bar

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

Formats the value using the given formatter.

impl Default for Bar

fn default() -> Self

Creates a new default Bar instance for testing.

impl<'de> Deserialize<'de> for Bar

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Display for Bar

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

Formats the value using the given formatter.

impl Eq for Bar

impl From<Bar> for Data

fn from(value: Bar) -> Self

Converts to this type from the input type.

impl HasTsInit for Bar

fn ts_init(&self) -> UnixNanos

Returns the UNIX timestamp (nanoseconds) when the instance was created.

impl Hash for Bar

fn hash<__H: Hasher>(&self, state: &mut __H)

Feeds this value into the given Hasher.

fn hash_slice<H>(data: &[Self], state: &mut H)

where H: Hasher, Self: Sized,

Feeds a slice of this type into the given Hasher.

impl PartialEq for Bar

fn eq(&self, other: &Bar) -> bool

Tests for self and other values to be equal, and is used by ==.

fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl Serializable for Bar

fn from_json_bytes(data: &[u8]) -> Result<Self, Error>

Deserialize an object from JSON encoded bytes.

fn to_json_bytes(&self) -> Result<Bytes, Error>

Serialize an object to JSON encoded bytes.

impl Serialize for Bar

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

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl StructuralPartialEq for Bar

impl TryFrom<Data> for Bar

type Error = ()

The type returned in the event of a conversion error.

fn try_from(value: Data) -> Result<Self, Self::Error>

Performs the conversion.