Struct Data 

pub struct Data {
    pub syminfo: SymInfo,
    pub bars: Vec<Bar>,
}

Everything a script needs to know about the market it is running on: the bars themselves, and the symbol they belong to.

These travel together because they come from the same place — whatever hands you BTCUSD candles also knows it is BTCUSD. Splitting them would let a caller describe bars as something they are not.

Fields

syminfo: SymInfo

Exposed to the script as syminfo.*.

bars: Vec<Bar>

Oldest first. A script is replayed over all of them.

Implementations

impl Data

pub fn new(bars: Vec<Bar>) -> Self

Bars for an unnamed symbol. Use with_syminfo to say what they actually are.

pub fn from_ohlcv(rows: impl IntoIterator<Item = Ohlcv>) -> Self

Build a series from raw rows, stamping on the positional metadata: the bar index, and the barstate flags that follow from where a bar sits.

Every bar of a completed series is closed, so they are all confirmed history; only the first and last are distinguished.

pub fn with_syminfo(self, syminfo: SymInfo) -> Self

Trait Implementations

impl Clone for Data

fn clone(&self) -> Data

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Data

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

Formats the value using the given formatter.

impl Default for Data

fn default() -> Data

Returns the “default value” for a type.