rusty_backtest::features

Struct TradeTick

Source 
#[repr(align(64))]
pub struct TradeTick {
    pub timestamp_ns: u64,
    pub symbol: String,
    pub side: TradeSide,
    pub price: Decimal,
    pub quantity: Decimal,
}
Expand description

Trade tick for feature calculation

Cache-aligned for efficient processing in hot paths

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§timestamp_ns: u64

Timestamp of the trade in nanoseconds

§symbol: String

Symbol/instrument identifier

§side: TradeSide

Side of the aggressor/taker (buy or sell)

§price: Decimal

Execution price of the trade

§quantity: Decimal

Trade quantity/volume

Trait Implementations§

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impl Clone for TradeTick

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fn clone(&self) -> TradeTick

Returns a duplicate of the value. Read more
1.0.0 · Source§

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

Performs copy-assignment from source. Read more
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impl Debug for TradeTick

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

Formats the value using the given formatter. Read more

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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
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