openpine_vm

Trait CurrencyConverter

Source 
pub trait CurrencyConverter {
    // Required method
    fn convert<'life0, 'async_trait>(
        &'life0 self,
        value: f64,
        from: Currency,
        to: Currency,
    ) -> Pin<Box<dyn Future<Output = Option<f64>> + 'async_trait>>
       where Self: 'async_trait,
             'life0: 'async_trait;
}
Expand description

Converts monetary values between currencies.

Used by strategy.convert_to_account() and strategy.convert_to_symbol(). The default implementation (IdentityCurrencyConverter) returns the input value unchanged, which is correct when the symbol currency equals the account currency.

Supply a custom implementation via InstanceBuilder::with_currency_converter() to enable cross-currency backtesting.

Required Methods§

Source

fn convert<'life0, 'async_trait>( &'life0 self, value: f64, from: Currency, to: Currency, ) -> Pin<Box<dyn Future<Output = Option<f64>> + 'async_trait>>
where Self: 'async_trait, 'life0: 'async_trait,

Converts value expressed in from currency to to currency.

Returns None if the conversion is not possible (e.g. missing rate).

Implementors§