Struct trade_aggregation::GenericAggregator

pub struct GenericAggregator<C, R, T> { /* private fields */ }

An Aggregator that is generic over the type of Candle being produced, as well as by which rule the candle is created

Implementations

impl<C, R, T> GenericAggregator<C, R, T>

where C: ModularCandle<T>, R: AggregationRule<C, T>, T: TakerTrade,

pub fn new(aggregation_rule: R, include_trade_that_triggered_rule: bool) -> Self

Create a new instance with a concrete aggregation rule and an empty candle.

Arguments:

aggregation_rule: The rule that dictates when to trigger the creation of a new candle. include_trade_that_triggered_rule: If true, the trade that triggered a rule is included in the current candle as well as the next one. During some aggregations, the desired behaviour is that the trade that crosses the trigger boundary is included in both the current and next candle. Examples uses include ensuring the close and open price of the current and next candle are equal. If that’s desired, set the field to true during construction of Self. E.g on Tradingview the time aggregation would have this set to false, which may create gaps between close and open of subsequent candles.

Trait Implementations

impl<C, R, T> Aggregator<C, T> for GenericAggregator<C, R, T>

where C: ModularCandle<T>, R: AggregationRule<C, T>, T: TakerTrade,

fn update(&mut self, trade: &T) -> Option<C>

Updates the aggregation state with a new trade

fn unfinished_candle(&self) -> &C

Get a reference to an unfinished Candle. Accessing a Candle using this method does not guarantee that the AggregationRule is respected. It is generally advised to call update instead and use the resulting Candle if its Some.

impl<C: Clone, R: Clone, T: Clone> Clone for GenericAggregator<C, R, T>

fn clone(&self) -> GenericAggregator<C, R, T>

Returns a copy of the value.

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

Performs copy-assignment from source.

impl<C: Debug, R: Debug, T: Debug> Debug for GenericAggregator<C, R, T>

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

Formats the value using the given formatter.