Re-exports§
pub use error::DataError;pub use error::Result;pub use parquet_store::ParquetStore;pub use quote_stats::PriceBins;pub use quote_stats::PriorQuoteCarry;pub use quote_stats::QuoteStatistics;pub use quote_stats::aggregate_quote_statistics;pub use resample::BarAggregator;pub use resample::BucketSpec;pub use resample::PriceBasis;pub use resample::bucket_bounds;pub use scanner::DEFAULT_PARQUET_SCAN_ROWS;pub use scanner::ParquetBarCursor;pub use scanner::ParquetPriceBarCursor;pub use scanner::ParquetScanBounds;pub use scanner::ParquetStoredTickCursor;pub use scanner::ParquetTickCursor;pub use models::*;
Modules§
- convert
- Bidirectional conversion between Polars DataFrames and domain types (Tick, Bar).
- display
- error
- models
- parquet_
store - Parquet-based storage backend for tick and bar data.
- parser
- quote_
stats - resample
- Deterministic tick-to-bar aggregation shared by stored bars and in-memory replay series.
- scanner
- Streaming cursors for ascending Parquet tick and bar partitions.