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hub / github.com/Open-Quant/openquant / DataQualityReport

Class DataQualityReport

crates/openquant/src/data_processing.rs:56–64  ·  view source on GitHub ↗

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54
55#[derive(Debug, Clone, PartialEq)]
56pub struct DataQualityReport {
57 pub row_count: usize,
58 pub symbol_count: usize,
59 pub duplicate_key_count: usize,
60 pub gap_interval_count: usize,
61 pub ts_min: Option<NaiveDateTime>,
62 pub ts_max: Option<NaiveDateTime>,
63 pub rows_removed_by_deduplication: usize,
64}
65
66fn require_ohlcv_columns(df: &DataFrame) -> Result<(), String> {
67 for name in ["symbol", "ts_us", "open", "high", "low", "close", "volume", "adj_close"] {

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