Crate trading_sessions

Source
Expand description

§Trading Sessions

A Rust crate for identifying and verifying trading sessions based on Unix timestamps.

§Getting Started

Add the following to your Cargo.toml:

[dependencies]
trading_sessions = "0.1.0"

§Features

§Examples

§IdentifyTradingSession

use trading_sessions::IdentifyTradingSession;

let session_identifier = IdentifyTradingSession::new(1708574400);
assert_eq!(session_identifier.identify_trading_session(), "Tokyo");

§SessionVerification

use trading_sessions::SessionVerification;

let verifier = SessionVerification::new(1708574400, "Tokyo".to_string());
assert!(verifier.verify());

§SessionColumn

use polars::prelude::*;
use trading_sessions::SessionColumn;

let df = df! {
    "time" => [1708574400, 1708596000, 1708696800]
}.unwrap();
let lazy_frame = df.lazy();
let mut session_column = SessionColumn::new(lazy_frame);
session_column.apply_session_column();
let result_df = session_column.lazyframe.collect().unwrap();
assert_eq!(result_df.column("Session").unwrap().str_value(0).unwrap(), "Tokyo");

§Return Types

Successful operations return a string representing the trading session or a boolean indicating the verification result. Errors are typically handled by the calling code and are dependent on the context in which these functions are used.

§Notes

  • The crate assumes all timestamps are in UTC.
  • Daylight Saving Time is not considered in the current version.

use polars::prelude::*;

mod trading_sessions;

Structs§

IdentifyTradingSession
Identifies the trading session based on the stored Unix timestamp in seconds.
SessionColumn
Adds a “Session” column to a LazyFrame based on Unix timestamps in a “time” column.
SessionVerification
Verifies if the given session string matches the trading session identified by the Unix timestamp.