Struct OptionContractKey

Source

pub struct OptionContractKey {
    pub contract_instrument: Option<Instrument>,
    pub underlying: Instrument,
    pub side: OptionSide,
    pub strike: Price,
    pub expiration_date: NaiveDate,
}

Expand description

Identity of an option contract.

The required fields form the option’s economic key. When contract_instrument is present, it participates in equality and hashing so adjusted contracts, venue-specific listings, and other distinct listed contracts with the same economic terms do not collapse to the same key. Without a contract instrument this remains an economic key, not a guaranteed unique listed-contract identity.

Fields§

§contract_instrument: Option<Instrument>

Provider or venue instrument identifier for the option contract, when known.

§underlying: Instrument

Underlying instrument the option is written on.

§side: OptionSide

Call or put side of the option contract.

§strike: Price

Strike price of the contract.

§expiration_date: NaiveDate

Canonical expiration calendar date.

Struct OptionContractKey Copy item path

Fields§

Implementations§

impl OptionContractKey

pub const fn new( underlying: Instrument, side: OptionSide, strike: Price, expiration_date: NaiveDate, ) -> OptionContractKey

pub fn with_contract_instrument( self, contract_instrument: Instrument, ) -> OptionContractKey

Trait Implementations§

impl Clone for OptionContractKey

fn clone(&self) -> OptionContractKey

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

impl Columnar for OptionContractKeywhere Price: ToDataFrame + Columnar, OptionSide: AsRef<str>, Instrument: Display,

fn columnar_to_dataframe( items: &[OptionContractKey], ) -> Result<DataFrame, PolarsError>

fn columnar_from_refs( items: &[&OptionContractKey], ) -> Result<DataFrame, PolarsError>

impl Debug for OptionContractKey

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

impl<'de> Deserialize<'de> for OptionContractKey

fn deserialize<__D>( __deserializer: __D, ) -> Result<OptionContractKey, <__D as Deserializer<'de>>::Error>where __D: Deserializer<'de>,

impl Eq for OptionContractKey

impl Hash for OptionContractKey

fn hash<__H>(&self, state: &mut __H)where __H: Hasher,

fn hash_slice<H>(data: &[Self], state: &mut H)where H: Hasher, Self: Sized,

impl PartialEq for OptionContractKey

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

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

impl Serialize for OptionContractKey

fn serialize<__S>( &self, __serializer: __S, ) -> Result<<__S as Serializer>::Ok, <__S as Serializer>::Error>where __S: Serializer,

impl StructuralPartialEq for OptionContractKey

impl ToDataFrame for OptionContractKeywhere Price: ToDataFrame + Columnar, OptionSide: AsRef<str>, Instrument: Display,

fn to_dataframe(&self) -> Result<DataFrame, PolarsError>

fn empty_dataframe() -> Result<DataFrame, PolarsError>

fn schema() -> Result<Vec<(String, DataType)>, PolarsError>

Auto Trait Implementations§

impl Freeze for OptionContractKey

impl RefUnwindSafe for OptionContractKey

impl Send for OptionContractKey

impl Sync for OptionContractKey

impl Unpin for OptionContractKey

impl UnsafeUnpin for OptionContractKey

impl UnwindSafe for OptionContractKey

Blanket Implementations§

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

fn type_id(&self) -> TypeId

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

fn borrow(&self) -> &T

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

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

impl<T> CloneToUninit for Twhere T: Clone,

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

impl<T> DeserializeOwned for Twhere T: for<'de> Deserialize<'de>,

impl<T> DynClone for Twhere T: Clone,

fn __clone_box(&self, _: Private) -> *mut ()

impl<Q, K> Equivalent<K> for Qwhere Q: Eq + ?Sized, K: Borrow<Q> + ?Sized,

fn equivalent(&self, key: &K) -> bool

impl<T> ErasedDestructor for Twhere T: 'static,

impl<T> From<T> for T

fn from(t: T) -> T

impl<T> Instrument for T

fn instrument(self, span: Span) -> Instrumented<Self>

fn in_current_span(self) -> Instrumented<Self>

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

fn into(self) -> U

impl<T> IntoEither for T

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

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

impl<T> Key for Twhere T: Clone,

fn align() -> usize

fn size(&self) -> usize

unsafe fn init(&self, ptr: *mut u8)

unsafe fn get<'a>(ptr: *const u8) -> &'a T

unsafe fn drop_in_place(ptr: *mut u8)

impl<T> Pointable for T

const ALIGN: usize

type Init = T

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

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

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

unsafe fn drop(ptr: usize)

impl<T> PolicyExt for Twhere T: ?Sized,

fn and<P, B, E>(self, other: P) -> And<T, P>where T: Sized + Policy<B, E>, P: Policy<B, E>,

fn or<P, B, E>(self, other: P) -> Or<T, P>where T: Sized + Policy<B, E>, P: Policy<B, E>,

Struct OptionContractKey

impl Columnar for OptionContractKey
where Price: ToDataFrame + Columnar, OptionSide: AsRef<str>, Instrument: Display,

fn deserialize<D>( deserializer: D, ) -> Result<OptionContractKey, <D as Deserializer<'de>>::Error>
where __D: Deserializer<'de>,

fn hash<H>(&self, state: &mut H)
where __H: Hasher,

fn hash_slice<H>(data: &[Self], state: &mut H)
where H: Hasher, Self: Sized,

fn serialize<S>( &self, serializer: S, ) -> Result<<S as Serializer>::Ok, <S as Serializer>::Error>
where S: Serializer,

impl ToDataFrame for OptionContractKey
where Price: ToDataFrame + Columnar, OptionSide: AsRef<str>, Instrument: Display,

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

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

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

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

impl<T> DeserializeOwned for T
where T: for<'de> Deserialize<'de>,

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

impl<Q, K> Equivalent<K> for Q
where Q: Eq + ?Sized, K: Borrow<Q> + ?Sized,

impl<T> ErasedDestructor for T
where T: 'static,

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

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

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

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

fn and<P, B, E>(self, other: P) -> And<T, P>
where T: Sized + Policy<B, E>, P: Policy<B, E>,

fn or<P, B, E>(self, other: P) -> Or<T, P>
where T: Sized + Policy<B, E>, P: Policy<B, E>,

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

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

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

impl<V, T> VZip<V> for T
where V: MultiLane<T>,

fn with_subscriber<S>(self, subscriber: S) -> WithDispatch<Self>
where S: Into<Dispatch>,