Struct CoinApiOhlcvLoader 

pub struct CoinApiOhlcvLoader { /* private fields */ }

Loads [Bar]s from exchange-wide T-OHLCV_ACTIVE_CONSOLIDATED files.

Each row names its symbol by the numeric symbol_id, the REST symbol_id_int, so the loader holds the instrument each one maps to and skips rows of unmapped symbols. Infers each instrument’s price and size precisions from its values. Captured sx_sum values can carry numeric tails, so the loader rounds each volume half to even at the maximum precision. It rejects negative volumes and positive volumes rounded to zero.

Implementations

impl CoinApiOhlcvLoader

pub fn new( instrument_ids: impl IntoIterator<Item = (u64, InstrumentId)>, ) -> Self

Creates a loader mapping each numeric symbol_id to an instrument.

pub fn from_symbols(symbols: &[Symbol]) -> Self

Creates a loader for the instruments that CoinAPI symbol metadata maps to.

Skips symbols without a symbol_id_int or a native instrument.

pub fn load_bars( &self, path: impl AsRef<Path>, period_id: Option<&str>, limit: Option<usize>, ) -> Result<Vec<Bar>>

Loads the bars of mapped symbols from the file at path.

The bar period comes from period_id, such as 1MIN, or from the file’s TP- name when period_id is None.

Errors

Returns an error if the period is unknown, the file cannot be read, a column is missing, or a mapped row is invalid.

Trait Implementations

impl Clone for CoinApiOhlcvLoader

fn clone(&self) -> Self

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for CoinApiOhlcvLoader

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

Formats the value using the given formatter.

impl Default for CoinApiOhlcvLoader

fn default() -> Self

Returns the “default value” for a type.

impl DerefToPyAny for CoinApiOhlcvLoader

impl<'a, 'py> FromPyObject<'a, 'py> for CoinApiOhlcvLoader

where Self: Clone,

type Error = PyClassGuardError<'a, 'py>

The type returned in the event of a conversion error.

fn extract( obj: Borrowed<'a, 'py, PyAny>, ) -> Result<Self, <Self as FromPyObject<'a, 'py>>::Error>

Extracts Self from the bound smart pointer obj.

impl<'py> IntoPyObject<'py> for CoinApiOhlcvLoader

type Target = CoinApiOhlcvLoader

The Python output type

type Output = Bound<'py, <CoinApiOhlcvLoader as IntoPyObject<'py>>::Target>

The smart pointer type to use.

type Error = PyErr

The type returned in the event of a conversion error.

fn into_pyobject( self, py: Python<'py>, ) -> Result<<Self as IntoPyObject<'_>>::Output, <Self as IntoPyObject<'_>>::Error>

Performs the conversion.

impl PyClass for CoinApiOhlcvLoader

const NAME: &str = "CoinApiOhlcvLoader"

Name of the class.

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for CoinApiOhlcvLoader

const MODULE: Option<&str>

Module which the class will be associated with.

const IS_BASETYPE: bool = false

#[pyclass(subclass)]

const IS_SUBCLASS: bool = false

#[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 = /// Loads [`Bar`]s from exchange-wide `T-OHLCV_ACTIVE_CONSOLIDATED` files. /// /// Each row names its symbol by the numeric `symbol_id`, the REST `symbol_id_int`, so the loader /// holds the instrument each one maps to and skips rows of unmapped symbols. Infers each /// instrument's price and size precisions from its values. Captured `sx_sum` values can carry /// numeric tails, so the loader rounds each volume half to even at the maximum precision. /// It rejects negative volumes and positive volumes rounded to zero.

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 = <<CoinApiOhlcvLoader as PyClassImpl>::BaseNativeType as PyClassBaseType>::Layout<CoinApiOhlcvLoader>

Description of how this class is laid out in memory

type BaseType = PyAny

Base class

type ThreadChecker = NoopThreadChecker

This handles following two situations:

type Inventory = Pyo3MethodsInventoryForCoinApiOhlcvLoader

type PyClassMutability = <<PyAny 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 = PyAny

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 CoinApiOhlcvLoader

const TEXT_SIGNATURE: &'static str = "(instrument_ids)"

impl PyStubType for CoinApiOhlcvLoader

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 CoinApiOhlcvLoader

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.