rangebar 0.4.1

High-performance non-lookahead bias range bar construction for Binance UM Futures. Processes 137M+ trades/sec with comprehensive Tier-1 cryptocurrency analysis. Non-lookahead algorithm guarantees temporal integrity for financial backtesting.
Documentation
[badges.maintenance]
status = "actively-developed"

[[bench]]
harness = false
name = "rangebar_bench"
path = "benches/rangebar_bench.rs"

[[bin]]
name = "rangebar-analyze"
path = "src/bin/parallel_tier1_analysis.rs"

[[bin]]
name = "rangebar-export"
path = "src/bin/rangebar_export.rs"

[[bin]]
name = "tier1-symbol-discovery"
path = "src/bin/tier1_symbol_discovery.rs"

[dependencies.arrow]
optional = true
version = "53.0"

[dependencies.bytes]
version = "1.0"

[dependencies.chrono]
features = ["serde"]
version = "0.4"

[dependencies.clap]
features = ["derive"]
version = "4.0"

[dependencies.crc32fast]
optional = true
version = "1.4"

[dependencies.csv]
version = "1.3"

[dependencies.futures-util]
version = "0.3"

[dependencies.md5]
optional = true
version = "0.7"

[dependencies.nalgebra]
optional = true
version = "0.33"

[dependencies.parquet]
optional = true
version = "53.0"

[dependencies.polars]
features = ["lazy", "temporal", "strings", "parquet", "csv"]
optional = true
version = "0.49"

[dependencies.pyo3]
features = ["extension-module", "abi3-py38"]
optional = true
version = "0.26"

[dependencies.quantiles]
optional = true
version = "0.7"

[dependencies.rayon]
version = "1.11"

[dependencies.reqwest]
features = ["stream"]
version = "0.12"

[dependencies.serde]
features = ["derive"]
version = "1.0"

[dependencies.serde_json]
features = ["arbitrary_precision"]
version = "1.0"

[dependencies.sha2]
optional = true
version = "0.10"

[dependencies.statrs]
optional = true
version = "0.17"

[dependencies.thiserror]
version = "2.0"

[dependencies.tokio]
features = ["full"]
version = "1.0"

[dependencies.zip]
version = "2.2"

[dev-dependencies.criterion]
features = ["html_reports"]
version = "0.5"

[features]
arrow-support = ["dep:arrow", "dep:parquet"]
data-integrity = ["dep:sha2", "dep:crc32fast", "dep:md5"]
default = ["statistics", "data-integrity"]
full-analytics = ["statistics", "data-integrity"]
production = ["full-analytics", "arrow-support"]
python = ["dep:pyo3", "statistics"]
python-bindings = ["dep:pyo3", "statistics"]
simd = []
statistics = ["dep:statrs", "dep:quantiles", "dep:polars", "dep:nalgebra"]

[lib]
crate-type = ["rlib"]
name = "rangebar"
path = "src/lib.rs"

[package]
authors = ["Terry Li <terry@eonlabs.com>"]
autobenches = false
autobins = false
autoexamples = false
autolib = false
autotests = false
build = false
categories = ["algorithms", "data-structures", "finance"]
description = """
High-performance non-lookahead bias range bar construction for Binance UM Futures.
Processes 137M+ trades/sec with comprehensive Tier-1 cryptocurrency analysis.
Non-lookahead algorithm guarantees temporal integrity for financial backtesting.
"""
documentation = "https://docs.rs/rangebar"
edition = "2024"
exclude = ["CLAUDE.md", "*.py", "*.ipynb", "test_data/*", "data/*", "output/*", "range_bar_charts/*", "statistical_analysis/*", "visualization/*", "web/*", "adversarial_test_output/*", "milestones/*", ".venv/*", "repos/*"]
homepage = "https://github.com/Eon-Labs/rangebar"
keywords = ["finance", "trading", "range-bars", "cryptocurrency", "binance"]
license = "MIT"
name = "rangebar"
readme = "README.md"
repository = "https://github.com/Eon-Labs/rangebar"
rust-version = "1.85"
version = "0.4.1"

[profile.dev]
overflow-checks = true

[profile.release]
codegen-units = 1
lto = true
overflow-checks = false
panic = "abort"