Struct BarSpecification 

#[repr(C)]
pub struct BarSpecification {
    pub step: NonZeroUsize,
    pub aggregation: BarAggregation,
    pub price_type: PriceType,
}

Represents a bar aggregation specification including a step, aggregation method/rule and price type.

Fields

step: NonZeroUsize

The step for binning samples for bar aggregation.

aggregation: BarAggregation

The type of bar aggregation.

price_type: PriceType

The price type to use for aggregation.

Implementations

impl BarSpecification

pub fn new_checked( step: usize, aggregation: BarAggregation, price_type: PriceType, ) -> Result<Self>

Creates a new BarSpecification instance with correctness checking.

Errors

Returns an error if step is not positive (> 0), or if step is not valid for a fixed-subunit time aggregation.

Notes

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

pub fn new( step: usize, aggregation: BarAggregation, price_type: PriceType, ) -> Self

Creates a new BarSpecification instance.

Panics

Panics if step is not positive (> 0), or if step is not valid for a fixed-subunit time aggregation.

pub fn timedelta(&self) -> TimeDelta

Returns the TimeDelta interval for this bar specification.

Notes

For BarAggregation::Month and BarAggregation::Year, proxy values are used (30 days for months, 365 days for years) to estimate their respective durations, since months and years have variable lengths.

Panics

Panics if the aggregation method is not time-based, or if step is too large for the interval arithmetic.

pub fn is_time_aggregated(&self) -> bool

Return a value indicating whether the aggregation method is time-driven:

• BarAggregation::Millisecond
• BarAggregation::Second
• BarAggregation::Minute
• BarAggregation::Hour
• BarAggregation::Day
• BarAggregation::Week
• BarAggregation::Month
• BarAggregation::Year

pub fn is_threshold_aggregated(&self) -> bool

Return a value indicating whether the aggregation method is threshold-driven:

• BarAggregation::Tick
• BarAggregation::TickImbalance
• BarAggregation::Volume
• BarAggregation::VolumeImbalance
• BarAggregation::Value
• BarAggregation::ValueImbalance

pub fn is_information_aggregated(&self) -> bool

Return a value indicating whether the aggregation method is information-driven:

• BarAggregation::TickRuns
• BarAggregation::VolumeRuns
• BarAggregation::ValueRuns

Trait Implementations

impl Clone for BarSpecification

fn clone(&self) -> BarSpecification

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for BarSpecification

impl Debug for BarSpecification

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for BarSpecification

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Display for BarSpecification

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

Formats the value using the given formatter.

impl Eq for BarSpecification

impl Hash for BarSpecification

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 Ord for BarSpecification

fn cmp(&self, other: &BarSpecification) -> Ordering

This method returns an Ordering between self and other.

fn max(self, other: Self) -> Self

where Self: Sized,

Compares and returns the maximum of two values.

fn min(self, other: Self) -> Self

where Self: Sized,

Compares and returns the minimum of two values.

fn clamp(self, min: Self, max: Self) -> Self

where Self: Sized,

Restrict a value to a certain interval.

impl PartialEq for BarSpecification

fn eq(&self, other: &BarSpecification) -> 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 PartialOrd for BarSpecification

fn partial_cmp(&self, other: &BarSpecification) -> Option<Ordering>

This method returns an ordering between self and other values if one exists.

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

Tests less than (for self and other) and is used by the < operator.

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

Tests less than or equal to (for self and other) and is used by the <= operator.

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

Tests greater than (for self and other) and is used by the > operator.

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

Tests greater than or equal to (for self and other) and is used by the >= operator.

impl Serialize for BarSpecification

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 BarSpecification