#[non_exhaustive]pub struct OrderFlowBars<T> {
pub bars: BTreeMap<DateTime<Utc>, T>,
pub complete_from: Option<DateTime<Utc>>,
pub cutoff: Option<DateTime<Utc>>,
pub tick_size: Option<f64>,
pub revision: u64,
}Expand description
Bars copied from an OrderFlowInput at one moment, with what they cover.
Fields (Non-exhaustive)§
This struct is marked as non-exhaustive
Struct { .. } syntax; cannot be matched against without a wildcard ..; and struct update syntax will not work.bars: BTreeMap<DateTime<Utc>, T>Bars by opening time, from the opening time asked for. A bar before
complete_from is left out. During a chart replay only bars before
the cutoff are present, and the bar containing it holds the data before
the cutoff when the source knows it.
complete_from: Option<DateTime<Utc>>Opening time of the oldest bar the source holds in full, or None while it holds none.
Older bars were dropped for retention or lost data. A bar from here on that is absent had
none, except the bar containing the cutoff, which is also absent when its data before the
cutoff is not known.
cutoff: Option<DateTime<Utc>>The exclusive replay cutoff applied to these bars, or None outside replay.
tick_size: Option<f64>The tick size the source was given: footprint level n lies at the price
n * tick_size.
revision: u64The source’s revision when copied. It changes whenever the bars may have changed.
Trait Implementations§
Source§impl<T: Clone> Clone for OrderFlowBars<T>
impl<T: Clone> Clone for OrderFlowBars<T>
Source§fn clone(&self) -> OrderFlowBars<T>
fn clone(&self) -> OrderFlowBars<T>
1.0.0 (const: unstable) · Source§fn clone_from(&mut self, source: &Self)
fn clone_from(&mut self, source: &Self)
source. Read moreSource§impl<T: Debug> Debug for OrderFlowBars<T>
impl<T: Debug> Debug for OrderFlowBars<T>
Source§impl<T: PartialEq> PartialEq for OrderFlowBars<T>
impl<T: PartialEq> PartialEq for OrderFlowBars<T>
impl<T: PartialEq> StructuralPartialEq for OrderFlowBars<T>
Auto Trait Implementations§
impl<T> Freeze for OrderFlowBars<T>
impl<T> RefUnwindSafe for OrderFlowBars<T>where
T: RefUnwindSafe,
impl<T> Send for OrderFlowBars<T>where
T: Send,
impl<T> Sync for OrderFlowBars<T>where
T: Sync,
impl<T> Unpin for OrderFlowBars<T>
impl<T> UnsafeUnpin for OrderFlowBars<T>
impl<T> UnwindSafe for OrderFlowBars<T>where
T: RefUnwindSafe,
Blanket Implementations§
Source§impl<T> BorrowMut<T> for Twhere
T: ?Sized,
impl<T> BorrowMut<T> for Twhere
T: ?Sized,
Source§fn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
impl<ST, DT> CastableFrom<ST, Initialized, Initialized> for DT
impl<ST, DT> CastableFrom<ST, Uninit, Uninit> for DT
Source§impl<T> CloneToUninit for Twhere
T: Clone,
impl<T> CloneToUninit for Twhere
T: Clone,
Source§impl<T> IntoEither for T
impl<T> IntoEither for T
Source§fn into_either(self, into_left: bool) -> Either<Self, Self> ⓘ
fn into_either(self, into_left: bool) -> Either<Self, Self> ⓘ
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 moreSource§fn into_either_with<F>(self, into_left: F) -> Either<Self, Self> ⓘ
fn into_either_with<F>(self, into_left: F) -> Either<Self, Self> ⓘ
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