pub fn aggregate_candles(candles: &[Candle], multiplier: u32) -> Vec<Candle>Expand description
Aggregate lower-timeframe candles into higher-timeframe candles.
multiplier indicates how many base candles form one HTF candle.
For example, with 1H candles and multiplier = 4, you get 4H candles.
Aggregation rules per group:
- open: first candle’s open
- close: last candle’s close
- high: max high across the group
- low: min low across the group
- volume: sum of all volumes
- time: first candle’s time (period start)
Incomplete trailing groups (fewer than multiplier candles) are dropped.