Struct TardisAdvancedFeatures Copy item path

impl TardisAdvancedFeatures

pub fn new(config: TardisConfig) -> Self

Create new Tardis advanced features with configuration

pub fn update_with_trade( &mut self, trade: &TradeTick, ) -> Result<(), &'static str>

Update all features with a new market tick (trade)

pub fn update_with_snapshot( &mut self, snapshot: &OrderBookSnapshot, ) -> Result<(), &'static str>

Update with order book snapshot

pub fn get_features(&self) -> TardisFeatureVector

Get all calculated features as a feature vector

pub const fn reset(&mut self)

Reset all calculators

pub fn get_config(&self) -> TardisConfig

Get configuration used

Trait Implementations§

impl Default for TardisAdvancedFeatures

fn default() -> Self

Returns the “default value” for a type. Read more

Auto Trait Implementations§

impl UnwindSafe for TardisAdvancedFeatures

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