DollarSampler

sdb_core::postprocessing::candle::dollar_bars

Struct DollarSampler 

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pub struct DollarSampler { /* private fields */ }
Expand description

sample by dollar traded

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impl DollarSampler

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pub fn new(interval: f32) -> Self

create a new Dollar sampler

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impl Sampler for DollarSampler

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fn reset(&mut self)

reset sampler state
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fn is_sample(&mut self, trade: &Update) -> bool

check if a sample should be generated after this update

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