Skip to main content

CrossSection

Struct CrossSection 

Source
#[non_exhaustive]
pub struct CrossSection { pub members: Vec<Member>, pub timestamp: i64, }
Expand description

A market-breadth cross-section: the per-symbol state of an entire universe at a single point in time.

Invariants enforced by new:

  • members is non-empty (a breadth reading needs at least one symbol).
  • every member’s change is finite, and volume is finite and non-negative.

timestamp is a caller-defined epoch / resolution and is not validated.

Fields (Non-exhaustive)§

This struct is marked as non-exhaustive
Non-exhaustive structs could have additional fields added in future. Therefore, non-exhaustive structs cannot be constructed in external crates using the traditional Struct { .. } syntax; cannot be matched against without a wildcard ..; and struct update syntax will not work.
§members: Vec<Member>

Per-symbol members of the universe for this tick.

§timestamp: i64

Tick timestamp (caller-defined epoch / resolution).

Implementations§

Source§

impl CrossSection

Source

pub fn new(members: Vec<Member>, timestamp: i64) -> Result<Self>

Construct a cross-section, validating every member invariant.

§Errors

Returns Error::InvalidCrossSection if members is empty, if any member has a non-finite change, or if any member has a volume that is not a finite non-negative number.

Source

pub const fn new_unchecked(members: Vec<Member>, timestamp: i64) -> Self

Construct a cross-section without validation. The caller asserts that every invariant documented on CrossSection holds.

Source

pub fn advancers(&self) -> usize

Number of advancing symbols (those with a strictly positive change).

Source

pub fn decliners(&self) -> usize

Number of declining symbols (those with a strictly negative change).

Source

pub fn advancing_volume(&self) -> f64

Total volume traded by advancing symbols (those with positive change).

Source

pub fn declining_volume(&self) -> f64

Total volume traded by declining symbols (those with negative change).

Source

pub fn total_volume(&self) -> f64

Total volume traded across the whole universe.

Source

pub fn new_highs(&self) -> usize

Number of symbols that printed a new period high.

Source

pub fn new_lows(&self) -> usize

Number of symbols that printed a new period low.

Source

pub fn above_ma_count(&self) -> usize

Number of symbols trading above their reference moving average.

Source

pub fn on_buy_signal_count(&self) -> usize

Number of symbols on a point-and-figure buy signal.

Trait Implementations§

Source§

impl Clone for CrossSection

Source§

fn clone(&self) -> CrossSection

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

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

Performs copy-assignment from source. Read more
Source§

impl Debug for CrossSection

Source§

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

Formats the value using the given formatter. Read more
Source§

impl PartialEq for CrossSection

Source§

fn eq(&self, other: &CrossSection) -> bool

Tests for self and other values to be equal, and is used by ==.
1.0.0 (const: unstable) · Source§

fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.
Source§

impl StructuralPartialEq for CrossSection

Auto Trait Implementations§

Blanket Implementations§

Source§

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

Source§

fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
Source§

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

Source§

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more
Source§

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

Source§

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

Mutably borrows from an owned value. Read more
Source§

impl<T> CloneToUninit for T
where T: Clone,

Source§

unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
Performs copy-assignment from self to dest. Read more
Source§

impl<T> From<T> for T

Source§

fn from(t: T) -> T

Returns the argument unchanged.

Source§

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

Source§

fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

Source§

impl<T> IntoEither for T

Source§

fn into_either(self, into_left: bool) -> Either<Self, Self>

Converts self into a Left variant of Either<Self, Self> if into_left is true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more
Source§

fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
where F: FnOnce(&Self) -> bool,

Converts self into a Left variant of Either<Self, Self> if into_left(&self) returns true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more
Source§

impl<T> Pointable for T

Source§

const ALIGN: usize

The alignment of pointer.
Source§

type Init = T

The type for initializers.
Source§

unsafe fn init(init: <T as Pointable>::Init) -> usize

Initializes a with the given initializer. Read more
Source§

unsafe fn deref<'a>(ptr: usize) -> &'a T

Dereferences the given pointer. Read more
Source§

unsafe fn deref_mut<'a>(ptr: usize) -> &'a mut T

Mutably dereferences the given pointer. Read more
Source§

unsafe fn drop(ptr: usize)

Drops the object pointed to by the given pointer. Read more
Source§

impl<T> ToOwned for T
where T: Clone,

Source§

type Owned = T

The resulting type after obtaining ownership.
Source§

fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more
Source§

fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more
Source§

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

Source§

type Error = Infallible

The type returned in the event of a conversion error.
Source§

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

Performs the conversion.
Source§

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

Source§

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

The type returned in the event of a conversion error.
Source§

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

Performs the conversion.