pub async fn load_candles<S: MarketDataSource + ?Sized>(
src: &S,
id: &InstrumentId,
tf: Timeframe,
range: TimeRange,
opts: HistoryOpts,
) -> Result<Vec<Candle>, HistoryError>Expand description
Reads the whole range into memory: CandlePages until the end.
Suits a few thousand bars. For a year of minute bars of many instruments write page by page instead, so memory does not grow.
§Errors
As CandlePages::next_page. Bars read before the error are lost with it: use
CandlePages when you need them.
§Examples
let bars = load_candles(md, sber, Timeframe::D1, range, HistoryOpts::default()).await?;
assert!(bars.windows(2).all(|w| w[0].open_ts < w[1].open_ts));