Struct FixingHistory

pub struct FixingHistory {
    prints: BTreeMap<(String, NaiveDate), Vec<Version>>,
}

Expand description

Every print a market has seen, each with the date it was known on.

A store answers one value per (index, date); a history keeps every version, so a restatement learnt later sits beside the value learnt first rather than in its place. A version learnt by a fetch is known on the fetch’s date; a version pinned by hand is known from the market’s date when it was pinned, or the print’s own date where that is later. What a market at a date reads is as_known_on that date: the latest pin known by then, else the latest fetched version.

Fields§

§prints: BTreeMap<(String, NaiveDate), Vec<Version>>

(index, date) to its versions, ascending by knowledge date.

Implementations§

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impl FixingHistory

pub fn new() -> Self

An empty history.

fn insert( &mut self, index: &str, date: NaiveDate, known: NaiveDate, pinned: bool, value: f64, )

Inserts one version, keeping the versions in knowledge order; a version already held with the same knowledge date and kind is replaced.

fn pick(versions: &[Version], on: NaiveDate) -> Option<Version>

The version a market at on reads: the latest pin known by on, else the latest fetched version known by on.

fn visible( &self, index: &str, date: NaiveDate, on: NaiveDate, ) -> Option<Version>

The version of (index, date) a market at on reads, for a print dated on or before it.

pub fn as_known_on(&self, on: NaiveDate) -> FixingStore

What a market at on has seen: per print dated on or before on, the version it reads.

pub fn learnt_before(&self, index: &str, date: NaiveDate, on: NaiveDate) -> bool

Whether the version of (index, date) a market at on reads was learnt by a fetch on an earlier date — a value that may since have been restated, and so one a fetch at on asks again. A pin is never asked again.

fn pinned_on(date: NaiveDate, at: Option<NaiveDate>) -> NaiveDate

When a pin of a print dated date is known: the market’s date at, or the print’s own date where that is later or the market is undated.

pub fn with_pinned(self, store: FixingStore, at: Option<NaiveDate>) -> Self

This history with its prints pinned by hand replaced by store’s, pinned at the market date at; versions a fetch returned are kept.

store decides which prints are pinned, not what earlier dates knew: a print it pins again keeps its pins known before the new one, and a value equal to the one pinned by then adds no version — so pinning the full set again on a later date leaves every earlier date as it was.

pub fn with_pinned_added( self, store: &FixingStore, at: Option<NaiveDate>, ) -> Self

This history with store’s prints added as pins at the market date at, a pin already held from that date replaced.

pub fn with_fetched( self, prints: &[(String, NaiveDate, f64)], on: NaiveDate, ) -> Self

This history with prints learnt by a fetch on on. A print that repeats the value a market at on already reads adds no version, so a long-lived market re-asking unchanged prints does not grow.

pub fn without_fetched_on(self, on: NaiveDate) -> Self

This history without the versions a fetch on on learnt, so a fetch at on asks for those prints again; pins and versions learnt on other dates are kept. What a same-day re-fetch needs: without it, a print corrected during the day was never asked for, as the demand re-asks only what an earlier date learnt.