Struct TimeBarAggregator 

pub struct TimeBarAggregator {
    pub historical_mode: bool,
    /* private fields */
}

Provides a means of building time bars aggregated from quote and trades.

At each aggregation time interval, a bar is created and sent to the handler.

Fields

historical_mode: bool

Implementations

impl TimeBarAggregator

pub fn new<H: FnMut(Bar) + 'static>( bar_type: BarType, price_precision: u8, size_precision: u8, clock: Rc<RefCell<dyn Clock>>, handler: H, build_with_no_updates: bool, timestamp_on_close: bool, interval_type: BarIntervalType, time_bars_origin_offset: Option<TimeDelta>, bar_build_delay: u64, skip_first_non_full_bar: bool, ) -> Self

Creates a new TimeBarAggregator instance.

Panics

This function panics if:

• instrument.id is not equal to the bar_type.instrument_id.
• bar_type.aggregation_source is not equal to AggregationSource::Internal.

pub fn set_clock_internal(&mut self, clock: Rc<RefCell<dyn Clock>>)

Sets the clock for the aggregator (internal method).

pub fn start_timer_internal( &mut self, aggregator_rc: Option<Rc<RefCell<Box<dyn BarAggregator>>>>, )

Starts the time bar aggregator, scheduling periodic bar builds on the clock.

This matches the Cython start_timer() method exactly. Creates a callback to build_bar using a weak reference to the aggregator.

Panics

Panics if aggregator_rc is None and aggregator_weak hasn’t been set, or if timer registration fails.

pub fn stop(&mut self)

Stops the time bar aggregator.

pub fn set_historical_events_internal(&mut self, events: Vec<TimeEvent>)

Sets historical events (called by data engine after advancing clock)

Trait Implementations

impl BarAggregator for TimeBarAggregator

fn stop(&mut self)

Stop time-based aggregator by canceling its timer.

fn bar_type(&self) -> BarType

The BarType to be aggregated.

fn is_running(&self) -> bool

If the aggregator is running and will receive data from the message bus.

fn set_is_running(&mut self, value: bool)

Sets the running state of the aggregator (receiving updates when true).

fn update(&mut self, price: Price, size: Quantity, ts_init: UnixNanos)

Updates the aggregator with the given price and size.

fn update_bar(&mut self, bar: Bar, volume: Quantity, ts_init: UnixNanos)

fn set_historical_mode( &mut self, historical_mode: bool, handler: Box<dyn FnMut(Bar)>, )

Sets historical mode (default implementation does nothing, TimeBarAggregator overrides)

fn set_historical_events(&mut self, events: Vec<TimeEvent>)

Sets historical events (default implementation does nothing, TimeBarAggregator overrides)

fn set_clock(&mut self, clock: Rc<RefCell<dyn Clock>>)

Sets clock for time bar aggregators (default implementation does nothing, TimeBarAggregator overrides)

fn build_bar(&mut self, event: TimeEvent)

Builds a bar from a time event (default implementation does nothing, TimeBarAggregator overrides)

fn set_aggregator_weak(&mut self, weak: Weak<RefCell<Box<dyn BarAggregator>>>)

Sets the weak reference to the aggregator wrapper (for historical mode). Default implementation does nothing, TimeBarAggregator overrides.

fn start_timer( &mut self, aggregator_rc: Option<Rc<RefCell<Box<dyn BarAggregator>>>>, )

Starts the timer for time bar aggregators. Default implementation does nothing, TimeBarAggregator overrides. Takes an optional Rc to create weak reference internally.

fn handle_quote(&mut self, quote: QuoteTick)

Updates the aggregator with the given quote.

fn handle_trade(&mut self, trade: TradeTick)

Updates the aggregator with the given trade.

fn handle_bar(&mut self, bar: Bar)

Updates the aggregator with the given bar.

impl Debug for TimeBarAggregator

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

Formats the value using the given formatter.