Struct MultiTimeframeSeries 

pub struct MultiTimeframeSeries { /* private fields */ }

Bounded causal closed-bar state for several symbols and timeframes.

Implementations

impl MultiTimeframeSeries

pub fn new(specs: Vec<BarSeriesSpec>) -> Result<Self, SeriesError>

pub fn on_batch( &mut self, batch: &TimestampBatch, ) -> Result<Vec<ClosedBar>, SeriesError>

pub fn latest_bar( &self, series: &SeriesId, ) -> Result<Option<&ClosedBar>, SeriesViewError>

pub fn bars( &self, series: &SeriesId, count: usize, ) -> Result<BarWindow<'_>, SeriesViewError>

pub fn warmup( &self, series: &SeriesId, ) -> Result<SeriesWarmupState, SeriesViewError>

pub fn warmup_complete( &self, requirements: &StrategyRequirements, ) -> Result<bool, SeriesViewError>

Trait Implementations

impl Debug for MultiTimeframeSeries

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

Formats the value using the given formatter.

impl HistoricalSeriesView for MultiTimeframeSeries

fn latest_bar( &self, id: &SeriesId, ) -> Result<Option<&ClosedBar>, SeriesViewError>

fn bars( &self, id: &SeriesId, count: usize, ) -> Result<BarWindow<'_>, SeriesViewError>

fn warmup(&self, id: &SeriesId) -> Result<SeriesWarmupState, SeriesViewError>