data.h File Reference

#include "types.h"

Go to the source code of this file.

Data Structures
struct	WU_Candle
	WU_Candle represents an aggregated data point to represent how prices moved within a specific time period. More...
struct	WU_Trade
	WU_Trade represents a single trade in the market, including the timestamp, price, volume, and side (buy or sell) of the trade. More...
struct	WU_Single
	WU_Single represents a single value with a timestamp, which can be a price, an indicator value, or any other scalar value associated with a specific time. More...

Macros
#define	wu_candle_to_single_value(candle)
#define	wu_trade_to_single_value(trade)

Functions
WU_Candle	wu_candle_init (WU_TimeStamp timestamp, double open, double high, double low, double close, double volume)
	Implementation of data type initialization functions.
WU_Trade	wu_trade_init (WU_TimeStamp timestamp, double price, double volume, WU_Side side)
WU_Single	wu_single_init (WU_TimeStamp timestamp, double value)
WU_Signal	wu_signal_init (WU_TimeStamp timestamp, WU_Side side, double price, double quantity)
bool	wu_signal_validate (const WU_Signal *signal)

Macro Definition Documentation

wu_candle_to_single_value

#define wu_candle_to_single_value

(

candle

)

Value:

wu_single_init((candle)->timestamp, (candle)->close)

Definition at line 66 of file data.h.

wu_trade_to_single_value

#define wu_trade_to_single_value

(

trade

)

Value:

wu_single_init((trade)->timestamp, (trade)->price)

Definition at line 69 of file data.h.

Function Documentation

wu_candle_init()

WU_Candle wu_candle_init ( WU_TimeStamp timestamp, double open, double high, double low, double close, double volume )

inline

Implementation of data type initialization functions.

(C) 2026 Jaime Lopez

Definition at line 9 of file init.c.

wu_signal_init()

WU_Signal wu_signal_init ( WU_TimeStamp timestamp, WU_Side side, double price, double quantity )

inline

Definition at line 39 of file init.c.

wu_signal_validate()

bool wu_signal_validate

(

const WU_Signal *

signal

)

Definition at line 48 of file init.c.

wu_single_init()

WU_Single wu_single_init ( WU_TimeStamp timestamp, double value )

inline

Definition at line 31 of file init.c.

wu_trade_init()

WU_Trade wu_trade_init ( WU_TimeStamp timestamp, double price, double volume, WU_Side side )

inline

Definition at line 21 of file init.c.