4 releases
0.1.3 | Apr 26, 2024 |
---|---|
0.1.2 | Mar 20, 2024 |
0.1.1 | Feb 28, 2024 |
0.1.0 | Feb 28, 2024 |
#107 in Database implementations
14KB
61 lines
Trading Sessions
A Rust crate for identifying and verifying trading sessions based on Unix timestamps.
Getting Started
Add the following to your
Cargo.toml
:[dependencies] trading_sessions = "0.1.0"
Features
IdentifyTradingSession
: Determine the trading session from a Unix timestamp.SessionVerification
: Verify if a given session string matches the identified trading session.SessionColumn
: Add a "Session" column to aLazyFrame
based on Unix timestamps.
Examples
IdentifyTradingSession
use trading_sessions::IdentifyTradingSession; let session_identifier = IdentifyTradingSession::new(1708574400); assert_eq!(session_identifier.identify_trading_session(), "Tokyo");
SessionVerification
use trading_sessions::SessionVerification; let verifier = SessionVerification::new(1708574400, "Tokyo".to_string()); assert!(verifier.verify());
SessionColumn
use polars::prelude::*; use trading_sessions::SessionColumn; let df = df! { "time" => [1708574400, 1708596000, 1708696800] }.unwrap(); let lazy_frame = df.lazy(); let mut session_column = SessionColumn::new(lazy_frame); session_column.apply_session_column(); let result_df = session_column.lazyframe.collect().unwrap(); assert_eq!(result_df.column("Session").unwrap().str_value(0).unwrap(), "Tokyo");
Return Types
Successful operations return a string representing the trading session or a boolean indicating the verification result. Errors are typically handled by the calling code and are dependent on the context in which these functions are used.
Notes
- The crate assumes all timestamps are in UTC.
- Daylight Saving Time is not considered in the current version.
Dependencies
~16–26MB
~418K SLoC