openpine_vm

Struct Candlestick

Source 
pub struct Candlestick {
    pub time: i64,
    pub open: f64,
    pub high: f64,
    pub low: f64,
    pub close: f64,
    pub volume: f64,
    pub turnover: f64,
    pub trade_session: TradeSession,
}
Expand description

OHLCV candlestick data used as VM input.

Each candlestick represents one bar of market data. Feed these to Instance::run() via a DataProvider wrapped in a CandlestickItem.

§Examples

use openpine_vm::{Candlestick, TradeSession};

let bar = Candlestick::new(
    1_700_000_000_000, // epoch milliseconds
    150.0,
    155.0,
    149.0,
    153.0,
    1_000_000.0,
    0.0,
    TradeSession::Regular,
);

assert_eq!(bar.hl2(), (155.0 + 149.0) / 2.0);
assert_eq!(bar.ohlc4(), (150.0 + 155.0 + 149.0 + 153.0) / 4.0);

Fields§

§time: i64

Candle timestamp (epoch milliseconds).

§open: f64

Open price.

§high: f64

High price.

§low: f64

Low price.

§close: f64

Close price.

§volume: f64

Volume.

§turnover: f64

Turnover.

§trade_session: TradeSession

Trading session for this candle.

Implementations§

Source§

impl Candlestick

Source

pub const fn new( time: i64, open: f64, high: f64, low: f64, close: f64, volume: f64, turnover: f64, trade_session: TradeSession, ) -> Self

Creates a new candlestick.

Source

pub fn hl2(&self) -> f64

Returns the HL2 value of the candlestick.

Source

pub fn hlc3(&self) -> f64

Returns the HLC3 value of the candlestick.

Source

pub fn ohlc4(&self) -> f64

Returns the OHLC4 value of the candlestick.

Source

pub fn hlcc4(&self) -> f64

Returns the HLCC4 value of the candlestick.

Trait Implementations§

Source§

impl Clone for Candlestick

Source§

fn clone(&self) -> Candlestick

Returns a duplicate of the value. Read more
1.0.0 · Source§

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

Performs copy-assignment from source. Read more
Source§

impl Debug for Candlestick

Source§

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

Formats the value using the given formatter. Read more
Source§

impl Default for Candlestick

Source§

fn default() -> Self

Returns the “default value” for a type. Read more
Source§

impl<'de> Deserialize<'de> for Candlestick

Source§

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>
where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer. Read more
Source§

impl Serialize for Candlestick

Source§

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

Serialize this value into the given Serde serializer. Read more
Source§

impl Copy for Candlestick

Auto Trait Implementations§

Blanket Implementations§

Source§

impl<T> Any for T
where T: 'static + ?Sized,

Source§

fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
Source§

impl<T> Borrow<T> for T
where T: ?Sized,

Source§

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more
Source§

impl<T> BorrowMut<T> for T
where T: ?Sized,

Source§

fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more
Source§

impl<T> CloneToUninit for T
where T: Clone,

Source§

unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
Performs copy-assignment from self to dest. Read more
Source§

impl<T> From<T> for T

Source§

fn from(t: T) -> T

Returns the argument unchanged.

Source§

impl<T, U> Into<U> for T
where U: From<T>,

Source§

fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

Source§

impl<T> IntoEither for T

Source§

fn into_either(self, into_left: bool) -> Either<Self, Self>

Converts 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 more
Source§

fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
where F: FnOnce(&Self) -> bool,

Converts 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
§

impl<T> Pointable for T

§

const ALIGN: usize

The alignment of pointer.
§

type Init = T

The type for initializers.
§

unsafe fn init(init: <T as Pointable>::Init) -> usize

Initializes a with the given initializer. Read more
§

unsafe fn deref<'a>(ptr: usize) -> &'a T

Dereferences the given pointer. Read more
§

unsafe fn deref_mut<'a>(ptr: usize) -> &'a mut T

Mutably dereferences the given pointer. Read more
§

unsafe fn drop(ptr: usize)

Drops the object pointed to by the given pointer. Read more
Source§

impl<T> Same for T

Source§

type Output = T

Should always be Self
§

impl<SS, SP> SupersetOf<SS> for SP
where SS: SubsetOf<SP>,

§

fn to_subset(&self) -> Option<SS>

The inverse inclusion map: attempts to construct self from the equivalent element of its superset. Read more
§

fn is_in_subset(&self) -> bool

Checks if self is actually part of its subset T (and can be converted to it).
§

fn to_subset_unchecked(&self) -> SS

Use with care! Same as self.to_subset but without any property checks. Always succeeds.
§

fn from_subset(element: &SS) -> SP

The inclusion map: converts self to the equivalent element of its superset.
Source§

impl<T> ToOwned for T
where T: Clone,

Source§

type Owned = T

The resulting type after obtaining ownership.
Source§

fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more
Source§

fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more
Source§

impl<T, U> TryFrom<U> for T
where U: Into<T>,

Source§

type Error = Infallible

The type returned in the event of a conversion error.
Source§

fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.
Source§

impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

Source§

type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.
Source§

fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.
§

impl<V, T> VZip<V> for T
where V: MultiLane<T>,

§

fn vzip(self) -> V

Source§

impl<T> DeserializeOwned for T
where T: for<'de> Deserialize<'de>,