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Candlestick

Struct Candlestick

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 turnover_rate: f64,
    pub trade_session: TradeSession,
    pub ask: f64,
    pub bid: f64,
}

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 navi_types::{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.

§turnover_rate: f64

Turnover rate — fraction of the float traded this bar. f64::NAN when unavailable.

§trade_session: TradeSession

Trading session for this candle.

§ask: f64

Best ask price. f64::NAN when unavailable (e.g. non-tick bars).

§bid: f64

Best bid price. f64::NAN when unavailable (e.g. non-tick bars).

Implementations§

impl Candlestick

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

Creates a new candlestick.

The ask, bid, and turnover_rate fields default to f64::NAN (unavailable). Use from_tick to build a candlestick from a tick event that carries ask/bid data.

pub fn from_tick(tick: Tick) -> Candlestick

Creates a tick-level candlestick from a single Tick.

Sets OHLC = tick.price, volume = tick.volume, and carries ask/bid from the tick. turnover is set to 0.0; turnover_rate to f64::NAN (unavailable).

pub fn hl2(&self) -> f64

Returns the HL2 value of the candlestick.

pub fn hlc3(&self) -> f64

Returns the HLC3 value of the candlestick.

pub fn ohlc4(&self) -> f64

Returns the OHLC4 value of the candlestick.

pub fn hlcc4(&self) -> f64

Returns the HLCC4 value of the candlestick.

Trait Implementations§

impl Clone for Candlestick

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

impl Debug for Candlestick

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

Formats the value using the given formatter. Read more

impl Default for Candlestick

fn default() -> Candlestick

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

impl<'de> Deserialize<'de> for Candlestick
where Candlestick: Default,

fn deserialize<D>( deserializer: D, ) -> Result<Candlestick, <D as Deserializer<'de>>::Error>
where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer. Read more

impl Serialize for Candlestick

fn serialize<S>( &self, serializer: S, ) -> Result<<S as Serializer>::Ok, <S as Serializer>::Error>
where S: Serializer,

Serialize this value into the given Serde serializer. Read more

impl Copy for Candlestick

Auto Trait Implementations§

impl Freeze for Candlestick

impl RefUnwindSafe for Candlestick

impl Send for Candlestick

impl Sync for Candlestick

impl Unpin for Candlestick

impl UnsafeUnpin for Candlestick

impl UnwindSafe for Candlestick

Blanket Implementations§

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

fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

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

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

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

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

Mutably borrows from an owned value. Read more

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

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

impl<T> From<T> for T

fn from(t: T) -> T

Returns the argument unchanged.

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

fn into(self) -> U

Calls U::from(self).

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

impl<T> IntoEither for T

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

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> Same for T

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.

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

type Owned = T

The resulting type after obtaining ownership.

fn to_owned(&self) -> T

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

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

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

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

type Error = Infallible

The type returned in the event of a conversion error.

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

Performs the conversion.

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

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

The type returned in the event of a conversion error.

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

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