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 a LazyFrame 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.