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PriceLevelAggregator

kestrel_chartkit::indicator::price_levels

Struct PriceLevelAggregator 

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pub struct PriceLevelAggregator { /* private fields */ }
Expand description

Combines Opening Range and period-midpoint levels (both stateful/time-driven) plus round numbers (stateless, derived from the current price) into one merged candidate list per bar. Swing Fibonacci levels are intentionally not included here: they need an externally supplied confirmed swing (see swing_fibonacci_levels), which this aggregator has no opinion on.

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impl PriceLevelAggregator

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pub fn new( session_config: SessionConfig, period_tf: Timeframe, round_increment: f64, round_levels_each_side: usize, ) -> Result<Self, PriceLevelAggregatorError>

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pub fn reset(&mut self)

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pub fn on_bar(&mut self, bar: &Bar) -> Vec<PriceLevel>

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