Struct BarSpecification

#[repr(C)]
pub struct BarSpecification {
    pub step: NonZeroUsize,
    pub aggregation: BarAggregation,
    pub price_type: PriceType,
}

Represents a bar aggregation specification including a step, aggregation method/rule and price type.

Fields

step: NonZeroUsize

The step for binning samples for bar aggregation.

aggregation: BarAggregation

The type of bar aggregation.

price_type: PriceType

The price type to use for aggregation.

Implementations

impl BarSpecification

pub fn new_checked( step: usize, aggregation: BarAggregation, price_type: PriceType, ) -> Result<Self>

Creates a new BarSpecification instance with correctness checking.

Errors

Returns an error if step is not positive (> 0).

Notes

PyO3 requires a Result type for proper error handling and stacktrace printing in Python.

pub fn new( step: usize, aggregation: BarAggregation, price_type: PriceType, ) -> Self

Creates a new BarSpecification instance.

Panics

Panics if step is not positive (> 0).

pub fn timedelta(&self) -> TimeDelta

Returns the TimeDelta interval for this bar specification.

Panics

Panics if the aggregation method is not supported for time duration.

pub fn is_time_aggregated(&self) -> bool

Return a value indicating whether the aggregation method is time-driven:

• BarAggregation::Millisecond
• BarAggregation::Second
• BarAggregation::Minute
• BarAggregation::Hour
• BarAggregation::Day
• BarAggregation::Month

pub fn is_threshold_aggregated(&self) -> bool

Return a value indicating whether the aggregation method is threshold-driven:

• BarAggregation::Tick
• BarAggregation::TickImbalance
• BarAggregation::Volume
• BarAggregation::VolumeImbalance
• BarAggregation::Value
• BarAggregation::ValueImbalance

pub fn is_information_aggregated(&self) -> bool

Return a value indicating whether the aggregation method is information-driven:

• BarAggregation::TickRuns
• BarAggregation::VolumeRuns
• BarAggregation::ValueRuns

Trait Implementations

impl Clone for BarSpecification

fn clone(&self) -> BarSpecification

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for BarSpecification

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for BarSpecification

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Display for BarSpecification

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

Formats the value using the given formatter.

impl Hash for BarSpecification

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

Feeds this value into the given Hasher.

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

where H: Hasher, Self: Sized,

Feeds a slice of this type into the given Hasher.

impl IntoPy<Py<PyAny>> for BarSpecification

fn into_py(self, py: Python<'_>) -> PyObject

👎Deprecated since 0.23.0: IntoPy is going to be replaced by IntoPyObject. See the migration guide (https://pyo3.rs/v0.23.0/migration) for more information.

Performs the conversion.

impl<'py> IntoPyObject<'py> for BarSpecification

type Target = BarSpecification

The Python output type

type Output = Bound<'py, <BarSpecification as IntoPyObject<'py>>::Target>

The smart pointer type to use.

type Error = PyErr

The type returned in the event of a conversion error.

fn into_pyobject( self, py: Python<'py>, ) -> Result<<Self as IntoPyObject<'_>>::Output, <Self as IntoPyObject<'_>>::Error>

Performs the conversion.

impl Ord for BarSpecification

fn cmp(&self, other: &BarSpecification) -> Ordering

This method returns an Ordering between self and other.

fn max(self, other: Self) -> Self

where Self: Sized,

Compares and returns the maximum of two values.

fn min(self, other: Self) -> Self

where Self: Sized,

Compares and returns the minimum of two values.

fn clamp(self, min: Self, max: Self) -> Self

where Self: Sized,

Restrict a value to a certain interval.

impl PartialEq for BarSpecification

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

Tests for self and other values to be equal, and is used by ==.

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

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

impl PartialOrd for BarSpecification

fn partial_cmp(&self, other: &BarSpecification) -> Option<Ordering>

This method returns an ordering between self and other values if one exists.

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

Tests less than (for self and other) and is used by the < operator.

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

Tests less than or equal to (for self and other) and is used by the <= operator.

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

Tests greater than (for self and other) and is used by the > operator.

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

Tests greater than or equal to (for self and other) and is used by the >= operator.

impl PyClass for BarSpecification

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for BarSpecification

const IS_BASETYPE: bool = false

#[pyclass(subclass)]

const IS_SUBCLASS: bool = false

#[pyclass(extends=…)]

const IS_MAPPING: bool = false

#[pyclass(mapping)]

const IS_SEQUENCE: bool = false

#[pyclass(sequence)]

type BaseType = PyAny

Base class

type ThreadChecker = SendablePyClass<BarSpecification>

This handles following two situations:

type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild

Immutable or mutable

type Dict = PyClassDummySlot

Specify this class has #[pyclass(dict)] or not.

type WeakRef = PyClassDummySlot

Specify this class has #[pyclass(weakref)] or not.

type BaseNativeType = PyAny

The closest native ancestor. This is PyAny by default, and when you declare #[pyclass(extends=PyDict)], it’s PyDict.

fn items_iter() -> PyClassItemsIter

fn doc(py: Python<'_>) -> PyResult<&'static CStr>

Rendered class doc

fn lazy_type_object() -> &'static LazyTypeObject<Self>

fn dict_offset() -> Option<isize>

fn weaklist_offset() -> Option<isize>

impl PyClassNewTextSignature<BarSpecification> for PyClassImplCollector<BarSpecification>

fn new_text_signature(self) -> Option<&'static str>

impl<'a, 'py> PyFunctionArgument<'a, 'py, false> for &'a BarSpecification

type Holder = Option<PyRef<'py, BarSpecification>>

fn extract( obj: &'a Bound<'py, PyAny>, holder: &'a mut Self::Holder, ) -> PyResult<Self>

impl<'a, 'py> PyFunctionArgument<'a, 'py, false> for &'a mut BarSpecification

type Holder = Option<PyRefMut<'py, BarSpecification>>

fn extract( obj: &'a Bound<'py, PyAny>, holder: &'a mut Self::Holder, ) -> PyResult<Self>

impl PyMethods<BarSpecification> for PyClassImplCollector<BarSpecification>

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for BarSpecification

const NAME: &'static str = "BarSpecification"

Class name.

const MODULE: Option<&'static str>

Module name, if any.

fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject

Returns the PyTypeObject instance for this type.

fn type_object(py: Python<'_>) -> Bound<'_, PyType>

Returns the safe abstraction over the type object.

fn type_object_bound(py: Python<'_>) -> Bound<'_, PyType>

👎Deprecated since 0.23.0: renamed to PyTypeInfo::type_object

Deprecated name for [PyTypeInfo::type_object].

fn is_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type or a subclass of this type.

fn is_type_of_bound(object: &Bound<'_, PyAny>) -> bool

👎Deprecated since 0.23.0: renamed to PyTypeInfo::is_type_of

Deprecated name for [PyTypeInfo::is_type_of].

fn is_exact_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type.

fn is_exact_type_of_bound(object: &Bound<'_, PyAny>) -> bool

👎Deprecated since 0.23.0: renamed to PyTypeInfo::is_exact_type_of

Deprecated name for [PyTypeInfo::is_exact_type_of].

impl Serialize for BarSpecification

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

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl Copy for BarSpecification

impl DerefToPyAny for BarSpecification

impl Eq for BarSpecification

impl StructuralPartialEq for BarSpecification