Struct ParquetStore 

pub struct ParquetStore { /* private fields */ }

Parquet-based storage backend for tick and bar data.

Implementations

impl ParquetStore

pub fn open(root: impl AsRef<Path>) -> Result<Self>

Open a Parquet data store rooted at the given directory, creating it if needed.

pub fn insert_ticks(&self, ticks: &[Tick]) -> Result<usize>

Import ticks, deduplicating against existing data per date partition. Returns the number of rows actually inserted (after dedup).

pub fn insert_bars(&self, bars: &[Bar]) -> Result<usize>

Import bars, deduplicating against existing data per date partition. Returns the number of rows actually inserted (after dedup).

pub fn query_ticks(&self, opts: &QueryOpts) -> Result<(Vec<Tick>, u64)>

Query ticks for a given exchange+symbol, optionally filtered by date range. Returns (ticks, total_count_matching_filters).

pub fn query_bars(&self, opts: &BarQueryOpts) -> Result<(Vec<Bar>, u64)>

Query bars for a given exchange+symbol+timeframe, optionally filtered by date range. Returns (bars, total_count_matching_filters).

pub fn delete_ticks( &self, exchange: &str, symbol: &str, from: Option<NaiveDateTime>, to: Option<NaiveDateTime>, ) -> Result<usize>

Delete ticks matching exchange+symbol, optionally within a date range.

pub fn delete_bars( &self, exchange: &str, symbol: &str, timeframe: &str, from: Option<NaiveDateTime>, to: Option<NaiveDateTime>, ) -> Result<usize>

Delete bars matching exchange+symbol+timeframe, optionally within a date range.

pub fn delete_symbol( &self, exchange: &str, symbol: &str, ) -> Result<(usize, usize)>

Delete ALL data (ticks + bars) for an exchange+symbol pair.

pub fn delete_exchange(&self, exchange: &str) -> Result<(usize, usize)>

Delete ALL data for an entire exchange.

pub fn stats( &self, exchange: Option<&str>, symbol: Option<&str>, ) -> Result<Vec<StatRow>>

Summary statistics across all data, optionally filtered by exchange and/or symbol.

pub fn total_size(&self) -> Option<u64>

Total size of all Parquet files under the data root (bytes).