Enum TimeFrame 

pub enum TimeFrame {
    Microsecond,
    Millisecond,
    Second,
    Minute,
    Hour,
    Day,
    Week,
    Month,
    Quarter,
    Year,
    Custom(Positive),
}

Represents different timeframes for volatility calculations.

This enum provides a standardized way to represent various time periods used in financial calculations, including common periods like days, weeks, months, and years, as well as custom periods defined by the user.

The TimeFrame enum is used throughout the library to specify the timeframe for calculations like volatility, returns, and other time-dependent metrics.

Examples

use optionstratlib_core::utils::time::TimeFrame;
use positive::pos_or_panic;

// Using standard timeframes
let daily = TimeFrame::Day;
let weekly = TimeFrame::Week;

// Using custom timeframes
let custom_period = TimeFrame::Custom(pos_or_panic!(360.0));

// Accessing the number of periods per year
let periods_per_year = daily.periods_per_year(); // Returns 252.0
let custom_periods = custom_period.periods_per_year(); // Returns 360.0

Variants

Microsecond

1-microsecond data.

Millisecond

1-millisecond data.

Second

1-second data.

Minute

1-minute data.

Hour

1-hour data.

Day

Daily data.

Week

Weekly data.

Month

Monthly data.

Quarter

Quarterly data.

Year

Yearly data.

Custom(Positive)

Custom periods per year.

Implementations

impl TimeFrame

pub fn periods_per_year(&self) -> Positive

Returns the number of periods in a trading year for this timeframe.

This function calculates the number of periods that occur within a trading year based on the chosen TimeFrame. A trading year is assumed to have 252 days and 6.5 trading hours per day.

For custom timeframes, the number of periods is directly specified by the user.

Examples

use optionstratlib_core::utils::time::TimeFrame;
use positive::pos_or_panic;

let daily = TimeFrame::Day;
let periods_per_year = daily.periods_per_year(); // Returns 252
assert_eq!(periods_per_year, pos_or_panic!(252.0));

let hourly = TimeFrame::Hour;
let periods_per_year = hourly.periods_per_year(); // Returns 1638
assert_eq!(periods_per_year, pos_or_panic!(1638.0));

let custom = TimeFrame::Custom(pos_or_panic!(360.0));
let periods_per_year = custom.periods_per_year(); // Returns 360
assert_eq!(periods_per_year, pos_or_panic!(360.0));

Trait Implementations

impl Clone for TimeFrame

fn clone(&self) -> Self

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl ComposeSchema for TimeFrame

fn compose(generics: Vec<RefOr<Schema>>) -> RefOr<Schema>

impl Copy for TimeFrame

impl Debug for TimeFrame

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for TimeFrame

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Display for TimeFrame

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

Formats the value using the given formatter.

impl PartialEq for TimeFrame

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

Equality operator ==.

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

Inequality operator !=.

impl PartialOrd for TimeFrame

fn partial_cmp(&self, other: &Self) -> 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 TimeFrame

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 TimeFrame

impl ToSchema for TimeFrame

fn name() -> Cow<'static, str>

Return name of the schema.

fn schemas(schemas: &mut Vec<(String, RefOr<Schema>)>)

Implement reference utoipa::openapi::schema::Schemas for this type.