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parse_instrument_closes

Function parse_instrument_closes 

Source
pub fn parse_instrument_closes(
    market_id: &str,
    def: &MarketDefinition,
    ts_event: UnixNanos,
    ts_init: UnixNanos,
) -> Vec<InstrumentClose>
Expand description

Produces [InstrumentClose] events from a market definition’s runner statuses.

Winners and placed runners get close price 1.0; losers and removed runners get close price 0.0. Active runners produce no close event.