Struct DailySessionProvider 

pub struct DailySessionProvider {
    pub break_hour: u32,
    pub break_minute: u32,
    pub time_zone: TimezoneId,
}

Daily session provider with a configurable break hour.

Detects day boundaries at the break hour and minute, in its zone (UTC by default). Use nyse (with timezones) for a preset matching NYSE regular-session close in exchange time, or continuous for 24/7 markets (midnight UTC).

Fields

break_hour: u32

Hour of day for session break (0-23)

break_minute: u32

Minute of hour for session break (0-59)

time_zone: TimezoneId

Zone in which the daily break is defined.

Implementations

impl DailySessionProvider

pub fn new(hour: u32, minute: u32) -> Self

Create a daily provider that breaks at the given UTC hour and minute.

pub fn nyse() -> Self

Create provider for NYSE regular session (9:30 AM - 4:00 PM ET)

pub fn continuous() -> Self

Create provider for 24/7 markets (midnight UTC)

Trait Implementations

impl Clone for DailySessionProvider

fn clone(&self) -> DailySessionProvider

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for DailySessionProvider

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

Formats the value using the given formatter.

impl Default for DailySessionProvider

fn default() -> Self

Returns the “default value” for a type.

impl SessionProvider for DailySessionProvider

fn session_break_between( &self, from: &DateTime<Utc>, to: &DateTime<Utc>, ) -> Option<SessionBreak>

Check if a session break occurs between two ts Returns Some(SessionBreak) if there’s a break, None otherwise

fn name(&self) -> &str

Get display name for this session provider

fn session_breaks_in_range( &self, start: &DateTime<Utc>, end: &DateTime<Utc>, ) -> Vec<SessionBreak>

Get all session breaks within a time range, checking at most one minute at a time. The final check stops at end; an empty or reversed range has no breaks.

fn session_breaks(&self, bars: &[Bar]) -> Vec<(usize, SessionBreak)>

The breaks between consecutive bars, as find_session_breaks returns them. The default asks session_break_between for each pair; a provider can find them in one pass instead.