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_ticks_cancellable<F>( &self, opts: &QueryOpts, is_cancelled: F, ) -> Result<(Vec<Tick>, u64)>

where F: FnMut() -> bool,

Cancellable tick query.

Cancellation is checked while traversing directory entries, before and after every Parquet file, and between DataFrame processing stages. The low-level Polars collect/read for one file remains atomic because Polars does not expose an interruption hook for that operation.

pub fn latest_valid_tick_before( &self, exchange: &str, symbol: &str, before: NaiveDateTime, ) -> Result<Option<Tick>>

Return the latest tick with a valid quote strictly before before.

pub fn latest_valid_tick_before_cancellable<F>( &self, exchange: &str, symbol: &str, before: NaiveDateTime, is_cancelled: F, ) -> Result<Option<Tick>>

where F: FnMut() -> bool,

Cancellable strict-before lookup for the latest tick with a valid quote.

Date partitions and their rows are searched newest-to-oldest. Ticks at before are excluded, and ticks with missing, non-finite, non-positive, or crossed bid/ask prices are skipped.

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 query_bars_cancellable<F>( &self, opts: &BarQueryOpts, is_cancelled: F, ) -> Result<(Vec<Bar>, u64)>

where F: FnMut() -> bool,

Cancellable bar query with the same cooperative boundaries as Self::query_ticks_cancellable.

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).

impl ParquetStore

pub fn scan_ticks( &self, exchange: &str, symbol: &str, bounds: ParquetScanBounds, ) -> Result<ParquetTickCursor>

Create an ascending tick cursor over this store.

pub fn scan_ticks_cancellable<F>( &self, exchange: &str, symbol: &str, bounds: ParquetScanBounds, is_cancelled: F, ) -> Result<ParquetTickCursor>

where F: FnMut() -> bool,

Create an ascending tick cursor with cancellable partition discovery.

pub fn scan_bars( &self, exchange: &str, symbol: &str, timeframe: &str, bounds: ParquetScanBounds, ) -> Result<ParquetBarCursor>

Create an ascending bar cursor over this store.

pub fn scan_bars_cancellable<F>( &self, exchange: &str, symbol: &str, timeframe: &str, bounds: ParquetScanBounds, is_cancelled: F, ) -> Result<ParquetBarCursor>

where F: FnMut() -> bool,

Create an ascending bar cursor with cancellable partition discovery.