Enum trade_aggregation::FeatureModules[−][src]

pub enum FeatureModules {
Show 13 variants    Open,
    High,
    Low,
    Close,
    Volume,
    ArithmeticMeanPrice,
    WeightedPrice,
    NumTrades,
    DirectionalTradeRatio,
    DirectionalVolumeRatio,
    StdDevPrices,
    StdDevSizes,
    TimeVelocity,
}

Expand description

enumeration of all available features

Variants

Open

The open price of a candle

High

The high price of a candle

Low

The low price of a candle

Close

The close price of a candle

Volume

The sum of trade sizes of a candle

ArithmeticMeanPrice

Equally weighted price of a candle

WeightedPrice

Volume weighted price of a candle

NumTrades

Number of trades that happened during that candle

DirectionalTradeRatio

#buys / #trades

DirectionalVolumeRatio

buy_volume / total_volume

StdDevPrices

Standard deviation of prices from trades that happened during the candle

StdDevSizes

Standard deviation of sizes from trades that happened during the candle

TimeVelocity

Measures the speed of candle creation: 1.0 / elapsed_m

Implementations

impl FeatureModules

pub fn get_module(&self) -> Box<dyn FeatureModule>

Return the associated boxed Struct for a module

Auto Trait Implementations

impl RefUnwindSafe for FeatureModules

impl Send for FeatureModules

impl Sync for FeatureModules

impl Unpin for FeatureModules

impl UnwindSafe for FeatureModules

Blanket Implementations

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

pub fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

impl<T> Borrow<T> for T where
T: ?Sized,

pub fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

impl<T> BorrowMut<T> for T where
T: ?Sized,

pub fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more

impl<T> From<T> for T

pub fn from(t: T) -> T

Performs the conversion.

impl<T, U> Into<U> for T where
U: From<T>,

pub fn into(self) -> U

Performs the conversion.

impl<T, U> TryFrom<U> for T where
U: Into<T>,

type Error = Infallible

The type returned in the event of a conversion error.

pub fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.

impl<T, U> TryInto<U> for T where
U: TryFrom<T>,

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

The type returned in the event of a conversion error.

pub fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.