Skip to main content

aggregate_quote_statistics

data_preprocess::quote_stats

Function aggregate_quote_statistics 

Source 
pub fn aggregate_quote_statistics(
    ticks: &[StoredTick],
    from: NaiveDateTime,
    to: NaiveDateTime,
    current_price: f64,
    captured_level: Option<f64>,
    bins: Option<PriceBins>,
    carry: Option<PriorQuoteCarry>,
) -> Result<QuoteStatistics>