Struct ExchangeSessionProvider 

pub struct ExchangeSessionProvider { /* private fields */ }

Daily session provider for an exchange: a day starts at each session open of its trading hours, in its time zone, so bars outside the hours stay with the session before them. Without trading hours a day starts at midnight in the time zone.

Implementations

impl ExchangeSessionProvider

pub fn new(time_zone: TimezoneId, session: Option<Session>) -> Self

Days of session, or calendar days without one, in time_zone.

pub fn local(session: Option<Session>) -> Self

Calendar sessions in the system’s local zone when no exchange zone is known.

pub fn with_timeframe(self, timeframe: Timeframe) -> Self

Draw week boundaries on daily bars, month boundaries on multi-day and weekly bars, and year boundaries on monthly bars shorter than a year. Yearly and longer bars have no dividers.

pub fn trading_date(&self, time: DateTime<Utc>) -> NaiveDate

The trading date containing time, using the earliest window of that date for intraday bars. Daily and longer bars carry their trading date in UTC, or in their clock’s calendar or session zone when they open at its first instant of the date or at session midnight.

pub fn is_extended(&self, time: DateTime<Utc>) -> bool

Whether time lies in extended hours and outside regular hours.

pub fn is_open(&self, time: DateTime<Utc>, extended_hours: bool) -> bool

Whether the exchange is open, optionally including extended windows.

pub fn session_close( &self, time: DateTime<Utc>, extended: bool, ) -> Option<DateTime<Utc>>

Closing instant of the active trading window. Outside trading hours, including holidays, returns None. Continuous sessions end at the next local midnight. Extended windows participate only when requested.

pub fn bar_session_close( &self, open: DateTime<Utc>, timeframe: Timeframe, extended: bool, ) -> Option<DateTime<Utc>>

Close of the last trading window in a daily, weekly or monthly bar. Daily and longer bars are dated as trading_date dates them; intraday bars use their active exchange window.

Trait Implementations

impl Clone for ExchangeSessionProvider

fn clone(&self) -> ExchangeSessionProvider

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for ExchangeSessionProvider

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

Formats the value using the given formatter.

impl Eq for ExchangeSessionProvider

impl PartialEq for ExchangeSessionProvider

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

Equality operator ==.

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

Inequality operator !=.

impl SessionProvider for ExchangeSessionProvider

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

Finds the session opens around the bars’ days once and places each bar among them.

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.

impl StructuralPartialEq for ExchangeSessionProvider