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::create_aggtrade_with_normalized_timestamp;

pub use timestamp::normalize_timestamp;

pub use timestamp::validate_timestamp;

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

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().