Struct trade_aggregation::ModularVolumeAggregator[−][src]

pub struct ModularVolumeAggregator { /* fields omitted */ }

The modular equivalent of VolumeAggregator

Implementations

impl ModularVolumeAggregator[src]

pub fn new(vol_threshold: f64, by: By) -> Self[src]

Create a new modular volume aggregator

Parameters

  • vol_threshold: create a new candle after this total volume has been reached
  • by: determines how to interpret the trade size, either as denoted in QUOTE or in BASE

pub fn add_feature(&mut self, feature: FeatureModules)[src]

Add a feature module to gain a new candle feature

pub fn update(&mut self, trade: &Trade) -> Option<ModularCandle>[src]

Adds a new trade to aggregation Returns Some(Candle) only when a new candle has been created, otherwise it returns None

Trait Implementations

impl Debug for ModularVolumeAggregator[src]

Auto Trait Implementations

Blanket Implementations

impl<T> Any for T where
    T: 'static + ?Sized, [src]

impl<T> Borrow<T> for T where
    T: ?Sized, [src]

impl<T> BorrowMut<T> for T where
    T: ?Sized, [src]

impl<T> From<T> for T[src]

impl<T, U> Into<U> for T where
    U: From<T>, [src]

impl<T, U> TryFrom<U> for T where
    U: Into<T>, [src]

type Error = Infallible

The type returned in the event of a conversion error.

impl<T, U> TryInto<U> for T where
    U: TryFrom<T>, [src]

type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.