pub struct EmaCrossConfig {
pub base: StrategyConfig,
pub instrument_id: InstrumentId,
pub trade_size: Quantity,
pub fast_period: usize,
pub slow_period: usize,
}Expand description
Configuration for the dual-EMA crossover strategy.
Fields§
§base: StrategyConfigBase strategy configuration.
instrument_id: InstrumentIdInstrument to subscribe to and trade.
trade_size: QuantityOrder quantity for each crossover signal.
fast_period: usizeFast EMA period. Shorter periods react faster.
slow_period: usizeSlow EMA period. Longer periods filter noise.
Implementations§
Source§impl EmaCrossConfig
impl EmaCrossConfig
Sourcepub fn new(
instrument_id: InstrumentId,
trade_size: Quantity,
fast_period: usize,
slow_period: usize,
) -> Self
pub fn new( instrument_id: InstrumentId, trade_size: Quantity, fast_period: usize, slow_period: usize, ) -> Self
Creates a new EmaCrossConfig with required fields and sensible defaults.
pub fn with_strategy_id(self, strategy_id: StrategyId) -> Self
pub fn with_order_id_tag(self, tag: String) -> Self
Trait Implementations§
Source§impl Clone for EmaCrossConfig
impl Clone for EmaCrossConfig
Source§fn clone(&self) -> EmaCrossConfig
fn clone(&self) -> EmaCrossConfig
Returns a duplicate of the value. Read more
1.0.0 · Source§fn clone_from(&mut self, source: &Self)
fn clone_from(&mut self, source: &Self)
Performs copy-assignment from
source. Read moreSource§impl Debug for EmaCrossConfig
impl Debug for EmaCrossConfig
Source§impl<'a, 'py> FromPyObject<'a, 'py> for EmaCrossConfigwhere
Self: Clone,
impl<'a, 'py> FromPyObject<'a, 'py> for EmaCrossConfigwhere
Self: Clone,
Source§impl<'py> IntoPyObject<'py> for EmaCrossConfig
impl<'py> IntoPyObject<'py> for EmaCrossConfig
Source§type Target = EmaCrossConfig
type Target = EmaCrossConfig
The Python output type
Source§type Output = Bound<'py, <EmaCrossConfig as IntoPyObject<'py>>::Target>
type Output = Bound<'py, <EmaCrossConfig as IntoPyObject<'py>>::Target>
The smart pointer type to use. Read more
Source§fn into_pyobject(
self,
py: Python<'py>,
) -> Result<<Self as IntoPyObject<'_>>::Output, <Self as IntoPyObject<'_>>::Error>
fn into_pyobject( self, py: Python<'py>, ) -> Result<<Self as IntoPyObject<'_>>::Output, <Self as IntoPyObject<'_>>::Error>
Performs the conversion.
Source§impl PyClass for EmaCrossConfig
impl PyClass for EmaCrossConfig
Source§impl PyClassImpl for EmaCrossConfig
impl PyClassImpl for EmaCrossConfig
Source§const IS_BASETYPE: bool = false
const IS_BASETYPE: bool = false
#[pyclass(subclass)]
Source§const IS_SUBCLASS: bool = false
const IS_SUBCLASS: bool = false
#[pyclass(extends=…)]
Source§const IS_MAPPING: bool = false
const IS_MAPPING: bool = false
#[pyclass(mapping)]
Source§const IS_SEQUENCE: bool = false
const IS_SEQUENCE: bool = false
#[pyclass(sequence)]
Source§const IS_IMMUTABLE_TYPE: bool = false
const IS_IMMUTABLE_TYPE: bool = false
#[pyclass(immutable_type)]
Source§const RAW_DOC: &'static CStr = /// Configuration for the dual-EMA crossover strategy.
const RAW_DOC: &'static CStr = /// Configuration for the dual-EMA crossover strategy.
Docstring for the class provided on the struct or enum. Read more
Source§const DOC: &'static CStr
const DOC: &'static CStr
Fully rendered class doc, including the
text_signature if a constructor is defined. Read moreSource§type Layout = <<EmaCrossConfig as PyClassImpl>::BaseNativeType as PyClassBaseType>::Layout<EmaCrossConfig>
type Layout = <<EmaCrossConfig as PyClassImpl>::BaseNativeType as PyClassBaseType>::Layout<EmaCrossConfig>
Description of how this class is laid out in memory
Source§type ThreadChecker = NoopThreadChecker
type ThreadChecker = NoopThreadChecker
This handles following two situations: Read more
type Inventory = Pyo3MethodsInventoryForEmaCrossConfig
Source§type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild
type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild
Immutable or mutable
Source§type BaseNativeType = PyAny
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>
fn dict_offset() -> Option<PyObjectOffset>
Used to provide the dictoffset slot
(equivalent to tp_dictoffset)
§fn weaklist_offset() -> Option<PyObjectOffset>
fn weaklist_offset() -> Option<PyObjectOffset>
Used to provide the weaklistoffset slot
(equivalent to tp_weaklistoffset
Source§impl PyClassNewTextSignature for EmaCrossConfig
impl PyClassNewTextSignature for EmaCrossConfig
const TEXT_SIGNATURE: &'static str = "(instrument_id, trade_size, fast_period=10, slow_period=50, strategy_id=None, order_id_tag=None)"
Source§impl PyTypeInfo for EmaCrossConfig
impl PyTypeInfo for EmaCrossConfig
Source§const NAME: &str = <Self as ::pyo3::PyClass>::NAME
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.
Source§const MODULE: Option<&str> = <Self as ::pyo3::impl_::pyclass::PyClassImpl>::MODULE
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.
Source§fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject
fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject
Returns the PyTypeObject instance for this type.
§fn type_object(py: Python<'_>) -> Bound<'_, PyType>
fn type_object(py: Python<'_>) -> Bound<'_, PyType>
Returns the safe abstraction over the type object.
§fn is_type_of(object: &Bound<'_, PyAny>) -> bool
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
fn is_exact_type_of(object: &Bound<'_, PyAny>) -> bool
Checks if
object is an instance of this type.impl DerefToPyAny for EmaCrossConfig
Auto Trait Implementations§
impl Freeze for EmaCrossConfig
impl RefUnwindSafe for EmaCrossConfig
impl Send for EmaCrossConfig
impl Sync for EmaCrossConfig
impl Unpin for EmaCrossConfig
impl UnsafeUnpin for EmaCrossConfig
impl UnwindSafe for EmaCrossConfig
Blanket Implementations§
Source§impl<T> BorrowMut<T> for Twhere
T: ?Sized,
impl<T> BorrowMut<T> for Twhere
T: ?Sized,
Source§fn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
Mutably borrows from an owned value. Read more
Source§impl<T> CloneToUninit for Twhere
T: Clone,
impl<T> CloneToUninit for Twhere
T: Clone,
§impl<T> Instrument for T
impl<T> Instrument for T
§fn instrument(self, span: Span) -> Instrumented<Self>
fn instrument(self, span: Span) -> Instrumented<Self>
§fn in_current_span(self) -> Instrumented<Self>
fn in_current_span(self) -> Instrumented<Self>
Source§impl<T> IntoEither for T
impl<T> IntoEither for T
Source§fn into_either(self, into_left: bool) -> Either<Self, Self>
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 moreSource§fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
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<'py, T> IntoPyObjectExt<'py> for Twhere
T: IntoPyObject<'py>,
impl<'py, T> IntoPyObjectExt<'py> for Twhere
T: IntoPyObject<'py>,
§fn into_bound_py_any(self, py: Python<'py>) -> Result<Bound<'py, PyAny>, PyErr>
fn into_bound_py_any(self, py: Python<'py>) -> Result<Bound<'py, PyAny>, PyErr>
Converts
self into an owned Python object, dropping type information.§fn into_py_any(self, py: Python<'py>) -> Result<Py<PyAny>, PyErr>
fn into_py_any(self, py: Python<'py>) -> Result<Py<PyAny>, PyErr>
Converts
self into an owned Python object, dropping type information and unbinding it
from the 'py lifetime.§fn into_pyobject_or_pyerr(self, py: Python<'py>) -> Result<Self::Output, PyErr>
fn into_pyobject_or_pyerr(self, py: Python<'py>) -> Result<Self::Output, PyErr>
Converts
self into a Python object. Read more§impl<'py, T> IntoPyObjectNautilusExt<'py> for Twhere
T: IntoPyObjectExt<'py>,
impl<'py, T> IntoPyObjectNautilusExt<'py> for Twhere
T: IntoPyObjectExt<'py>,
§fn into_py_any_unwrap(self, py: Python<'py>) -> Py<PyAny>
fn into_py_any_unwrap(self, py: Python<'py>) -> Py<PyAny>
§impl<T> PyErrArguments for T
impl<T> PyErrArguments for T
§impl<T> PyTypeCheck for Twhere
T: PyTypeInfo,
impl<T> PyTypeCheck for Twhere
T: PyTypeInfo,
§const NAME: &'static str = T::NAME
const NAME: &'static str = T::NAME
👎Deprecated since 0.27.0:
Use ::classinfo_object() instead and format the type name at runtime. Note that using built-in cast features is often better than manual PyTypeCheck usage.
Name of self. This is used in error messages, for example.
§fn type_check(object: &Bound<'_, PyAny>) -> bool
fn type_check(object: &Bound<'_, PyAny>) -> bool
§fn classinfo_object(py: Python<'_>) -> Bound<'_, PyAny>
fn classinfo_object(py: Python<'_>) -> Bound<'_, PyAny>
Returns the expected type as a possible argument for the
isinstance and issubclass function. Read more