Struct OptionChainSlice 

pub struct OptionChainSlice {
    pub series_id: OptionSeriesId,
    pub atm_strike: Option<Price>,
    pub calls: BTreeMap<Price, OptionStrikeData>,
    pub puts: BTreeMap<Price, OptionStrikeData>,
    pub ts_event: UnixNanos,
    pub ts_init: UnixNanos,
}

A point-in-time snapshot of an option chain for a single series.

Fields

series_id: OptionSeriesId

The option series identifier.

atm_strike: Option<Price>

The current ATM strike price (if determined).

calls: BTreeMap<Price, OptionStrikeData>

Call option data keyed by strike price (sorted).

puts: BTreeMap<Price, OptionStrikeData>

Put option data keyed by strike price (sorted).

ts_event: UnixNanos

UNIX timestamp (nanoseconds) when the snapshot event occurred.

ts_init: UnixNanos

UNIX timestamp (nanoseconds) when the instance was initialized.

Implementations

impl OptionChainSlice

pub fn new(series_id: OptionSeriesId) -> Self

Creates a new empty OptionChainSlice for the given series.

pub fn call_count(&self) -> usize

Returns the number of call entries.

pub fn put_count(&self) -> usize

Returns the number of put entries.

pub fn get_call(&self, strike: &Price) -> Option<&OptionStrikeData>

Returns the call data for a given strike price.

pub fn get_put(&self, strike: &Price) -> Option<&OptionStrikeData>

Returns the put data for a given strike price.

pub fn get_call_quote(&self, strike: &Price) -> Option<&QuoteTick>

Returns the call quote for a given strike price.

pub fn get_call_greeks(&self, strike: &Price) -> Option<&OptionGreeks>

Returns the call Greeks for a given strike price.

pub fn get_put_quote(&self, strike: &Price) -> Option<&QuoteTick>

Returns the put quote for a given strike price.

pub fn get_put_greeks(&self, strike: &Price) -> Option<&OptionGreeks>

Returns the put Greeks for a given strike price.

pub fn strikes(&self) -> Vec<Price>

Returns all strike prices present in the chain (union of calls and puts).

pub fn strike_count(&self) -> usize

Returns the total number of unique strikes.

pub fn is_empty(&self) -> bool

Returns true if the chain has no data.

Trait Implementations

impl Clone for OptionChainSlice

fn clone(&self) -> OptionChainSlice

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for OptionChainSlice

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

Formats the value using the given formatter.

impl Display for OptionChainSlice

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

Formats the value using the given formatter.

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

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 HasTsInit for OptionChainSlice

fn ts_init(&self) -> UnixNanos

Returns the UNIX timestamp (nanoseconds) when the instance was created.

impl<'py> IntoPyObject<'py> for OptionChainSlice

type Target = OptionChainSlice

The Python output type

type Output = Bound<'py, <OptionChainSlice 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 OptionChainSlice

const NAME: &str = "OptionChainSlice"

Name of the class.

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for OptionChainSlice

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 = /// A point-in-time snapshot of an option chain for a single series.

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

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 = Pyo3MethodsInventoryForOptionChainSlice

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 OptionChainSlice

const TEXT_SIGNATURE: &'static str = "(series_id, atm_strike=None, ts_event=0, ts_init=0)"

impl PyStubType for OptionChainSlice

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 OptionChainSlice

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 DerefToPyAny for OptionChainSlice