Function base_to_htf_index 

pub fn base_to_htf_index(
    base_candles: &[Candle],
    htf_candles: &[Candle],
) -> Vec<Option<usize>>

Map each base-timeframe index to the most recently completed HTF bar index.

A “completed” HTF bar is one whose timestamp (the last constituent bar’s timestamp) is less than or equal to the current base bar’s timestamp. Using <= rather than < ensures that on the final bar of an HTF period (e.g. a Friday close for a weekly bar), the engine can immediately see the now-finalized HTF candle. Using < would introduce an artificial one-bar delay: on Friday, htf.timestamp == base.timestamp, so < fails and the engine falls back to the prior week’s data even though the weekly bar is already complete.

htf_candles must have been produced by resample with the same utc_offset_secs used for the base series so that bucket boundaries are consistent.

Returns None for bars where no HTF bar has completed yet (e.g. during the first HTF period).