Expand description
§use-price-series
Primitive ordered price-series vocabulary for RustUse quantitative crates.
use-price-series stores price points in insertion order and exposes lightweight collection helpers. It can compute adjacent simple returns without becoming a dataframe, database, indicator library, or market data store.
§Example
use use_market_price::MarketPrice;
use use_price_series::{PricePoint, PriceSeries};
let mut series = PriceSeries::new();
series.push(PricePoint::new(MarketPrice::new(100.0)?));
series.push(PricePoint::new(MarketPrice::new(105.0)?));
let returns = series.adjacent_simple_returns()?;
assert_eq!(series.len(), 2);
assert!((returns[0].value() - 0.05).abs() < 1.0e-12);§Scope
Use this crate for small ordered price collections. It does not implement dataframe behavior, time-series databases, indicators, or data fetching.
§License
Licensed under either MIT or Apache-2.0.
Modules§
- prelude
- Common price-series primitives.
Structs§
- Price
Point - A price point with an optional label.
- Price
Series - A lightweight insertion-ordered price series.
- Series
Name - A non-empty price series name.
Enums§
- Price
Series Error - Errors returned by price-series helpers.
- Series
Name Error - Errors returned while constructing series names.