Struct CfdSwapModule 

pub struct CfdSwapModule { /* private fields */ }

Simulates daily CFD swap adjustments at a configurable UTC rollover time.

Implementations

impl CfdSwapModule

pub fn new( rates: Vec<CfdSwapRate>, rollover_time: Time, triple_roll_weekday: Weekday, ) -> Self

Creates a new CFD swap module.

Rates are signed daily fractions of settlement notional. Later entries replace earlier entries for the same instrument.

Trait Implementations

impl Clone for CfdSwapModule

fn clone(&self) -> CfdSwapModule

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for CfdSwapModule

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

Formats the value using the given formatter.

impl DerefToPyAny for CfdSwapModule

impl PyClass for CfdSwapModule

const NAME: &str = "CfdSwapModule"

Name of the class.

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for CfdSwapModule

const MODULE: Option<&str>

Module which the class will be associated with.

const IS_BASETYPE: bool = false

#[pyclass(subclass)]

const IS_SUBCLASS: bool = true

#[pyclass(extends=…)]

const IS_MAPPING: bool = false

#[pyclass(mapping)]

const IS_SEQUENCE: bool = false

#[pyclass(sequence)]

const IS_IMMUTABLE_TYPE: bool = false

#[pyclass(immutable_type)]

const RAW_DOC: &'static CStr = /// Simulates daily CFD swap adjustments at a configurable UTC rollover time.

Docstring for the class provided on the struct or enum.

const DOC: &'static CStr

Fully rendered class doc, including the text_signature if a constructor is defined.

type Layout = <<CfdSwapModule as PyClassImpl>::BaseNativeType as PyClassBaseType>::Layout<CfdSwapModule>

Description of how this class is laid out in memory

type BaseType = PySimulationModule

Base class

type ThreadChecker = ThreadCheckerImpl

This handles following two situations:

type Inventory = Pyo3MethodsInventoryForCfdSwapModule

type PyClassMutability = <<PySimulationModule as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild

Immutable or mutable

type Dict = PyClassDummySlot

Specify this class has #[pyclass(dict)] or not.

type WeakRef = PyClassDummySlot

Specify this class has #[pyclass(weakref)] or not.

type BaseNativeType = <<CfdSwapModule as PyClassImpl>::BaseType as PyClassBaseType>::BaseNativeType

The closest native ancestor. This is PyAny by default, and when you declare #[pyclass(extends=PyDict)], it’s PyDict.

fn items_iter() -> PyClassItemsIter

fn lazy_type_object() -> &'static LazyTypeObject<Self>

fn dict_offset() -> Option<PyObjectOffset>

Used to provide the dictoffset slot (equivalent to tp_dictoffset)

fn weaklist_offset() -> Option<PyObjectOffset>

Used to provide the weaklistoffset slot (equivalent to tp_weaklistoffset

impl PyClassNewTextSignature for CfdSwapModule

const TEXT_SIGNATURE: &'static str = "(rates, rollover_hour=17, rollover_minute=0, triple_roll_weekday=5)"

impl PyStubType for CfdSwapModule

fn type_output() -> TypeInfo

The type to be used in the output signature, i.e. return type of the Python function or methods.

fn type_input() -> TypeInfo

The type to be used in the input signature, i.e. the arguments of the Python function or methods.

impl PyTypeInfo for CfdSwapModule

const NAME: &str = <Self as ::pyo3::PyClass>::NAME

👎Deprecated since 0.28.0:

prefer using ::type_object(py).name() to get the correct runtime value

Class name.

const MODULE: Option<&str> = <Self as ::pyo3::impl_::pyclass::PyClassImpl>::MODULE

👎Deprecated since 0.28.0:

prefer using ::type_object(py).module() to get the correct runtime value

Module name, if any.

fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject

Returns the PyTypeObject instance for this type.

fn type_object(py: Python<'_>) -> Bound<'_, PyType>

Returns the safe abstraction over the type object.

fn is_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type or a subclass of this type.

fn is_exact_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type.

impl SimulationModule for CfdSwapModule

fn pre_process(&self, _data: &Data) -> Result<()>

Pre-processes market data before matching engine processing.

fn process( &self, ts_now: UnixNanos, ctx: &ExchangeContext<'_>, ) -> Result<SimulationModuleResult>

Processes simulation logic at the given timestamp.

fn acknowledge(&self, outcomes: &[AccountAdjustmentOutcome]) -> Result<()>

Acknowledges the ordered application outcomes for a completed batch.

fn log_diagnostics(&self) -> Result<()>

Logs diagnostic information about the module’s state.

fn reset(&self) -> Result<()>

Resets the module to its initial state.