Struct PyMarketData 

pub(crate) struct PyMarketData {
    pub(crate) inner: MarketData,
}

What a source answered: strips, fixings and spots, each stamped with the date it was observed. Anything a demand names and this does not carry is a gap — a source never pads.

strips is a list of (template, observed, [(locator, value), ...]), a locator spelled as a quote sheet spells it ("5Y", "2027-03-18", "SEP27", a window) or given as a date; fixings a list of (series, date, value); fx a list of (pair, rate, observed), the pair as "EUR/USD" or "EURUSD", in either orientation.

Fields

inner: MarketData

Implementations

impl PyMarketData

fn new( strips: Vec<(String, NaiveDate, Vec<(Bound<'_, PyAny>, f64)>)>, fixings: Vec<(String, NaiveDate, f64)>, fx: Vec<(String, f64, NaiveDate)>, ) -> PyResult<Self>

fn strips(&self) -> PyRecords

The strips: template, observed, locator, value — one row a pillar.

fn fixings(&self) -> PyRecords

The fixings: series, date, value.

fn fx(&self) -> PyRecords

The spots: pair, rate, observed.

fn __repr__(&self) -> String

Trait Implementations

impl Clone for PyMarketData

fn clone(&self) -> PyMarketData

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl DerefToPyAny for PyMarketData

impl IntoPy<Py<PyAny>> for PyMarketData

fn into_py(self, py: Python<'_>) -> PyObject

Performs the conversion.

impl PyClass for PyMarketData

type Frozen = True

Whether the pyclass is frozen.

impl PyClassImpl for PyMarketData

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)]

type BaseType = PyAny

Base class

type ThreadChecker = SendablePyClass<PyMarketData>

This handles following two situations:

type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::ImmutableChild

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 doc(py: Python<'_>) -> PyResult<&'static CStr>

Rendered class doc

fn lazy_type_object() -> &'static LazyTypeObject<Self>

fn dict_offset() -> Option<isize>

fn weaklist_offset() -> Option<isize>

impl PyClassNewTextSignature<PyMarketData> for PyClassImplCollector<PyMarketData>

fn new_text_signature(self) -> Option<&'static str>

impl<'a, 'py> PyFunctionArgument<'a, 'py> for &'a PyMarketData

type Holder = Option<PyRef<'py, PyMarketData>>

fn extract( obj: &'a Bound<'py, PyAny>, holder: &'a mut Self::Holder, ) -> PyResult<Self>

impl PyMethods<PyMarketData> for PyClassImplCollector<PyMarketData>

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for PyMarketData

const NAME: &'static str = "MarketData"

Class name.

const MODULE: Option<&'static str>

Module name, if any.

fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject

Returns the PyTypeObject instance for this type.

fn type_object_bound(py: Python<'_>) -> Bound<'_, PyType>

Returns the safe abstraction over the type object.

fn is_type_of_bound(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type or a subclass of this type.

fn is_exact_type_of_bound(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type.