Struct BacktestCache 

pub struct BacktestCache {
    pub version: u32,
    pub fetched_at: DateTime<Utc>,
    pub from: NaiveDate,
    pub to: NaiveDate,
    pub symbols: HashMap<String, Vec<StoredCandle>>,
}

Fields

version: u32

fetched_at: DateTime<Utc>

from: NaiveDate

to: NaiveDate

symbols: HashMap<String, Vec<StoredCandle>>

Implementations

impl BacktestCache

pub fn new(from: NaiveDate, to: NaiveDate) -> Self

pub fn load(path: &Path) -> Result<Self>

pub fn save(&self, path: &Path) -> Result<()>

pub fn merge_history(&mut self, symbol: &str, candles: Vec<StoredCandle>)

pub fn ingest_schwab_history(&mut self, symbol: &str, history: &Value)

pub fn closes_through(&self, symbol: &str, day: NaiveDate) -> Vec<f64>

pub fn bar_on_date(&self, symbol: &str, day: NaiveDate) -> Option<&StoredCandle>

pub fn close_on_date(&self, symbol: &str, day: NaiveDate) -> Option<f64>

pub fn vix_on_date(&self, configured: &str, day: NaiveDate) -> Option<f64>

Prefer $VIX then VIX for the index level on day.

pub fn trading_days( &self, benchmark: &str, from: NaiveDate, to: NaiveDate, ) -> Result<Vec<NaiveDate>>

Trait Implementations

impl Clone for BacktestCache

fn clone(&self) -> BacktestCache

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for BacktestCache

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for BacktestCache

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for BacktestCache

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.