pub struct ForwardPrice {
pub instrument_id: InstrumentId,
pub forward_price: Decimal,
pub underlying_index: Option<String>,
pub ts_event: UnixNanos,
pub ts_init: UnixNanos,
}Expand description
Represents a forward/underlying price for a derivatives instrument.
This is a general derivatives concept used for ATM determination in option chains and other forward-price dependent calculations.
Fields§
§instrument_id: InstrumentIdThe instrument ID this forward price applies to.
forward_price: DecimalThe forward/underlying price.
underlying_index: Option<String>The underlying index name (e.g. “SYN.BTC-28MAR25”). Exchange-specific metadata.
ts_event: UnixNanosUNIX timestamp (nanoseconds) when the event occurred.
ts_init: UnixNanosUNIX timestamp (nanoseconds) when the instance was initialized.
Implementations§
Source§impl ForwardPrice
impl ForwardPrice
Sourcepub fn new(
instrument_id: InstrumentId,
forward_price: Decimal,
underlying_index: Option<String>,
ts_event: UnixNanos,
ts_init: UnixNanos,
) -> Self
pub fn new( instrument_id: InstrumentId, forward_price: Decimal, underlying_index: Option<String>, ts_event: UnixNanos, ts_init: UnixNanos, ) -> Self
Creates a new ForwardPrice instance.
Trait Implementations§
Source§impl Clone for ForwardPrice
impl Clone for ForwardPrice
Source§fn clone(&self) -> ForwardPrice
fn clone(&self) -> ForwardPrice
1.0.0 · Source§fn clone_from(&mut self, source: &Self)
fn clone_from(&mut self, source: &Self)
source. Read moreSource§impl Debug for ForwardPrice
impl Debug for ForwardPrice
Source§impl<'a, 'py> FromPyObject<'a, 'py> for ForwardPricewhere
Self: Clone,
impl<'a, 'py> FromPyObject<'a, 'py> for ForwardPricewhere
Self: Clone,
Source§impl<'py> IntoPyObject<'py> for ForwardPrice
impl<'py> IntoPyObject<'py> for ForwardPrice
Source§type Target = ForwardPrice
type Target = ForwardPrice
Source§type Output = Bound<'py, <ForwardPrice as IntoPyObject<'py>>::Target>
type Output = Bound<'py, <ForwardPrice as IntoPyObject<'py>>::Target>
Source§fn into_pyobject(
self,
py: Python<'py>,
) -> Result<<Self as IntoPyObject<'_>>::Output, <Self as IntoPyObject<'_>>::Error>
fn into_pyobject( self, py: Python<'py>, ) -> Result<<Self as IntoPyObject<'_>>::Output, <Self as IntoPyObject<'_>>::Error>
Source§impl PartialEq for ForwardPrice
impl PartialEq for ForwardPrice
Source§impl PyClass for ForwardPrice
impl PyClass for ForwardPrice
Source§impl PyClassImpl for ForwardPrice
impl PyClassImpl for ForwardPrice
Source§const IS_BASETYPE: bool = false
const IS_BASETYPE: bool = false
Source§const IS_SUBCLASS: bool = false
const IS_SUBCLASS: bool = false
Source§const IS_MAPPING: bool = false
const IS_MAPPING: bool = false
Source§const IS_SEQUENCE: bool = false
const IS_SEQUENCE: bool = false
Source§const IS_IMMUTABLE_TYPE: bool = false
const IS_IMMUTABLE_TYPE: bool = false
Source§const RAW_DOC: &'static CStr = /// Represents a forward/underlying price for a derivatives instrument.
///
/// This is a general derivatives concept used for ATM determination in option chains
/// and other forward-price dependent calculations.
const RAW_DOC: &'static CStr = /// Represents a forward/underlying price for a derivatives instrument. /// /// This is a general derivatives concept used for ATM determination in option chains /// and other forward-price dependent calculations.
Source§const DOC: &'static CStr
const DOC: &'static CStr
text_signature if a constructor is defined. Read moreSource§type Layout = <<ForwardPrice as PyClassImpl>::BaseNativeType as PyClassBaseType>::Layout<ForwardPrice>
type Layout = <<ForwardPrice as PyClassImpl>::BaseNativeType as PyClassBaseType>::Layout<ForwardPrice>
Source§type ThreadChecker = NoopThreadChecker
type ThreadChecker = NoopThreadChecker
type Inventory = Pyo3MethodsInventoryForForwardPrice
Source§type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild
type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild
Source§type BaseNativeType = PyAny
type BaseNativeType = PyAny
PyAny by default, and when you declare
#[pyclass(extends=PyDict)], it’s PyDict.fn items_iter() -> PyClassItemsIter
fn lazy_type_object() -> &'static LazyTypeObject<Self>
Source§fn dict_offset() -> Option<PyObjectOffset>
fn dict_offset() -> Option<PyObjectOffset>
Source§fn weaklist_offset() -> Option<PyObjectOffset>
fn weaklist_offset() -> Option<PyObjectOffset>
Source§impl PyClassNewTextSignature for ForwardPrice
impl PyClassNewTextSignature for ForwardPrice
const TEXT_SIGNATURE: &'static str = "(instrument_id, forward_price, underlying_index=None, ts_event=0, ts_init=0)"
Source§impl PyStubType for ForwardPrice
impl PyStubType for ForwardPrice
Source§fn type_output() -> TypeInfo
fn type_output() -> TypeInfo
Source§fn type_input() -> TypeInfo
fn type_input() -> TypeInfo
Source§impl PyTypeInfo for ForwardPrice
impl PyTypeInfo for ForwardPrice
Source§const NAME: &str = <Self as ::pyo3::PyClass>::NAME
const NAME: &str = <Self as ::pyo3::PyClass>::NAME
prefer using ::type_object(py).name() to get the correct runtime value
Source§const MODULE: Option<&str> = <Self as ::pyo3::impl_::pyclass::PyClassImpl>::MODULE
const MODULE: Option<&str> = <Self as ::pyo3::impl_::pyclass::PyClassImpl>::MODULE
prefer using ::type_object(py).module() to get the correct runtime value
Source§fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject
fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject
Source§fn type_object(py: Python<'_>) -> Bound<'_, PyType>
fn type_object(py: Python<'_>) -> Bound<'_, PyType>
impl DerefToPyAny for ForwardPrice
impl StructuralPartialEq for ForwardPrice
Auto Trait Implementations§
impl Freeze for ForwardPrice
impl RefUnwindSafe for ForwardPrice
impl Send for ForwardPrice
impl Sync for ForwardPrice
impl Unpin for ForwardPrice
impl UnsafeUnpin for ForwardPrice
impl UnwindSafe for ForwardPrice
Blanket Implementations§
Source§impl<T> BorrowMut<T> for Twhere
T: ?Sized,
impl<T> BorrowMut<T> for Twhere
T: ?Sized,
Source§fn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
Source§impl<T> CloneToUninit for Twhere
T: Clone,
impl<T> CloneToUninit for Twhere
T: Clone,
Source§impl<T> IntoEither for T
impl<T> IntoEither for T
Source§fn into_either(self, into_left: bool) -> Either<Self, Self>
fn into_either(self, into_left: bool) -> Either<Self, Self>
self into a Left variant of Either<Self, Self>
if into_left is true.
Converts self into a Right variant of Either<Self, Self>
otherwise. Read moreSource§fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
self into a Left variant of Either<Self, Self>
if into_left(&self) returns true.
Converts self into a Right variant of Either<Self, Self>
otherwise. Read moreSource§impl<'py, T> IntoPyObjectExt<'py> for Twhere
T: IntoPyObject<'py>,
impl<'py, T> IntoPyObjectExt<'py> for Twhere
T: IntoPyObject<'py>,
Source§fn into_bound_py_any(self, py: Python<'py>) -> Result<Bound<'py, PyAny>, PyErr>
fn into_bound_py_any(self, py: Python<'py>) -> Result<Bound<'py, PyAny>, PyErr>
self into an owned Python object, dropping type information.Source§impl<'py, T> IntoPyObjectNautilusExt<'py> for Twhere
T: IntoPyObjectExt<'py>,
impl<'py, T> IntoPyObjectNautilusExt<'py> for Twhere
T: IntoPyObjectExt<'py>,
Source§impl<T> PyErrArguments for T
impl<T> PyErrArguments for T
Source§impl<T> PyTypeCheck for Twhere
T: PyTypeInfo,
impl<T> PyTypeCheck for Twhere
T: PyTypeInfo,
Source§const NAME: &'static str = T::NAME
const NAME: &'static str = T::NAME
Use ::classinfo_object() instead and format the type name at runtime. Note that using built-in cast features is often better than manual PyTypeCheck usage.