Crate opendeviationbar_core 

Core open deviation bar processing algorithms

Non-lookahead bias open deviation bar construction with temporal integrity guarantees.

Features

• Non-lookahead bias: Thresholds computed only from bar open price
• Breach inclusion: Breaching trade included in closing bar
• Fixed thresholds: Never recalculated during bar lifetime
• Temporal integrity: Guaranteed correct historical simulation
• Cross-file checkpoints: Seamless continuation across file boundaries (v6.1.0+)
• Arrow export: Zero-copy streaming to Python via Arrow RecordBatch (v8.0.0+)

Re-exports

pub use checkpoint::AnomalySummary;

pub use checkpoint::Checkpoint;

pub use checkpoint::CheckpointError;

pub use checkpoint::PositionVerification;

pub use entropy_cache_global::GLOBAL_ENTROPY_CACHE_CAPACITY;

pub use entropy_cache_global::create_local_entropy_cache;

pub use entropy_cache_global::get_global_entropy_cache;

pub use fixed_point::FixedPoint;

pub use interbar::InterBarConfig;

pub use interbar::InterBarFeatures;

pub use interbar::LookbackMode;

pub use interbar::TradeHistory;

pub use interbar::TradeSnapshot;

pub use interbar_cache::INTERBAR_FEATURE_CACHE_CAPACITY;

pub use interbar_cache::InterBarCacheKey;

pub use interbar_cache::InterBarFeatureCache;

pub use interbar_math::EntropyCache;

pub use intrabar::IntraBarConfig;

pub use intrabar::IntraBarFeatures;

pub use intrabar::compute_intra_bar_features;

pub use processor::ExportOpenDeviationBarProcessor;

pub use processor::OpenDeviationBarProcessor;

pub use processor::ProcessingError;

pub use timestamp::TimestampUnit;

pub use timestamp::create_aggtrade_with_normalized_timestamp;

pub use timestamp::normalize_timestamp;

pub use timestamp::validate_timestamp;

pub use trade::BreachMode;

pub use trade::Tick;

pub use types::AggTrade;

pub use types::DataSource;

pub use types::OpenDeviationBar;

Modules

checkpoint

Checkpoint system for cross-file open deviation bar continuation

entropy_cache_global

Global entropy cache for multi-symbol processors

errors

Processing error types

export_processor

Export-oriented open deviation bar processor Extracted from processor.rs (Phase 2d refactoring)

fixed_point

Fixed-point arithmetic for precise decimal calculations without floating point errors

interbar

Inter-bar microstructure features computed from lookback trade windows

interbar_cache

Inter-bar feature result caching for streaming optimization

interbar_math

Inter-bar math helper functions Extracted from interbar.rs (Phase 2e refactoring)

interbar_types

Inter-bar type definitions

intrabar

Intra-bar features computed from constituent aggTrades.

normalization_lut

Lookup table (LUT) optimization for normalization functions

processor

Core open deviation bar processing algorithm

spread_accumulator

Streaming spread statistics accumulator for bid/ask tick data.

timestamp

Universal timestamp normalization utilities

trade

Trade and data source types

types

Type definitions for open deviation bar processing

Constants

FEATURE_MANIFEST_TOML

Feature manifest TOML, embedded at compile time. SSoT for all microstructure feature metadata (Issue #95). Exposed to Python via PyO3 get_feature_manifest_raw().