Struct tdb_core::postprocessing::candle::time_bars::TimeBars

pub struct TimeBars { /* fields omitted */ }

Candles sampled by time, allows rebinning

Methods

impl TimeBars

pub fn get_size(&self) -> usize

Get total length of candles

pub fn get_candles<'a>(&'a self) -> Values<'a, u64, Candle>

Get tick bars as a slice

pub fn get_scale(&self) -> u16

return the scale of candles

pub fn to_csv(&self) -> String

convert TimeBars vector to csv format is T,O,H,L,C,V

pub fn missing_ranges(&self) -> Vec<(u64, u64)>

returns the ranges of missing epochs [60, 120, 280, 360] => [(180, 280)]

pub fn insert_continuation_candles(&mut self)

insert continuation candles and fix missing insert the missing candles based on the previous candle

pub fn rebin(self, align: bool, new_scale: u16) -> Option<TimeBars>

rebin 1 minute candles to candles sampled by new scale

Trait Implementations

impl Clone for TimeBars

fn clone(&self) -> TimeBars

Returns a copy of the value.

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

Performs copy-assignment from source.

impl Debug for TimeBars

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

Formats the value using the given formatter.

impl<'a> From<&'a [Update]> for TimeBars

fn from(ups: &[Update]) -> TimeBars

Generate a vector of 1-min candles from Updates

impl PartialEq<TimeBars> for TimeBars

fn eq(&self, other: &TimeBars) -> bool

This method tests for self and other values to be equal, and is used by ==.

fn ne(&self, other: &TimeBars) -> bool

This method tests for !=.

impl StructuralPartialEq for TimeBars