rangebar 0.7.0

Non-lookahead range bar construction for cryptocurrency trading with temporal integrity guarantees
Documentation 
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# Rangebar Configuration File
#
# This configuration file provides centralized settings for the rangebar crate.
# Configuration precedence (highest to lowest):
# 1. Command-line arguments
# 2. Environment variables (with RANGEBAR_ prefix)
# 3. This configuration file
# 4. Default values

[app]
# Application-wide settings
name = "rangebar"
version = "0.5.0"
log_level = "info"  # error, warn, info, debug, trace
# worker_threads = 8  # Uncomment to set specific thread count (auto-detect if not set)
max_concurrent_operations = 10
temp_dir = "/tmp"
enable_metrics = false
debug_mode = false

[data]
# Data source and processing configuration
base_url = "https://data.binance.vision/data/"
default_asset_class = "um"  # um (USD-M Futures), cm (Coin-M Futures), spot
default_data_type = "aggTrades"  # aggTrades, klines, depth, trades
download_dir = "./data/downloads"
cache_dir = "./data/cache"
max_concurrent_downloads = 5
request_timeout_secs = 30
retry_attempts = 3
retry_delay_ms = 1000
processing_chunk_size = 1000000
enable_compression = true
enable_integrity_checks = true

[algorithm]
# Range bar algorithm configuration
default_threshold_bps = 25     # 0.25% (25 basis points)
min_threshold_bps = 1        # 0.01%
max_threshold_bps = 1000     # 10%
validate_precision = true
fixed_point_decimals = 8
validate_non_lookahead = true
validate_zero_duration = true
max_zero_duration_percentage = 0.1  # 0.1% of total bars
validate_temporal_integrity = true
validate_ohlc_consistency = true
validate_volume_consistency = true
processing_batch_size = 100000
enable_memory_optimization = true
collect_performance_metrics = false

[export]
# Export and output configuration
default_output_dir = "./output"
default_format = "csv"  # csv, parquet, json, tsv, binary
enable_compression = false
include_metadata = true
include_statistics = true
show_progress = true
max_bars_per_file = 0  # 0 = unlimited
file_naming_pattern = "detailed"  # simple, detailed, timestamped, iso
timestamp_format = "date"  # date, datetime, iso_date, iso_datetime, unix
include_symbol_in_filename = true
include_threshold_in_filename = true
enable_parallel_export = true
# export_worker_threads = 4  # Uncomment to set specific thread count (auto-detect if not set)
streaming_buffer_size = 10000
validate_export_data = true
create_timestamped_dirs = false

# Environment Variable Examples:
# ============================
# You can override any configuration value using environment variables with the RANGEBAR_ prefix:
#
# export RANGEBAR_ALGORITHM__DEFAULT_THRESHOLD_BPS=25     # 0.25%
# export RANGEBAR_DATA__BASE_URL="https://custom.data.source/"
# export RANGEBAR_EXPORT__DEFAULT_FORMAT="parquet"
# export RANGEBAR_APP__DEBUG_MODE=true
#
# Command-line arguments will override both this file and environment variables.

# Tier-1 Symbol Examples:
# ======================
# This configuration supports processing all 18 Tier-1 symbols:
# BTC, ETH, SOL, ADA, AVAX, DOT, MATIC, LTC, UNI, LINK,
# XRP, BCH, ETC, FIL, EOS, TRX, XMR, ATOM
#
# Example usage with tier1-symbol-discovery:
# cargo run --bin tier1-symbol-discovery -- --format comprehensive
#
# Example usage with rangebar-analyze:
# cargo run --bin rangebar-analyze
#
# Example usage with rangebar-export:
# cargo run --bin rangebar-export -- BTCUSDT 2024-01-01 2024-01-02 0.0025 ./output um

# Performance Notes:
# ==================
# For maximum performance with large datasets:
# - Set algorithm.processing_batch_size = 1000000
# - Set algorithm.enable_memory_optimization = true
# - Set export.enable_parallel_export = true
# - Set data.max_concurrent_downloads = 10 (if network allows)
# - Set app.worker_threads to match your CPU cores

# Validation Notes:
# =================
# All validations are enabled by default for data integrity:
# - validate_precision: Ensures fixed-point arithmetic precision
# - validate_non_lookahead: Verifies no future data leakage
# - validate_zero_duration: Validates zero-duration bars (NOTABUG)
# - validate_temporal_integrity: Ensures chronological ordering
# - validate_ohlc_consistency: Verifies OHLC data consistency
# - validate_volume_consistency: Validates volume calculations