Module resample 

Deterministic tick-to-bar aggregation shared by stored bars and in-memory replay series.

Historical replay builds its analysis bars from ticks while it runs, and a research workflow needs the same bars on disk so that a parameter search over bars agrees with a confirmation run over ticks. Both paths therefore use the bucket arithmetic and accumulation rules in this module, and a parity test asserts that they produce identical bars for the same input.

The module is intentionally free of storage and dataframe dependencies so that it compiles for consumers that only need the models.

Structs

BarAggregator

Accumulates ticks into fixed-duration bars using the replay engine’s bucket rules.

BucketSpec

Fixed-duration bucket geometry.

Enums

PriceBasis

Quote side used to derive one bar price from a tick.

Functions

bucket_bounds

Half-open [open, close) bucket containing timestamp.

is_executable_quote

Whether a two-sided quote is executable, matching the replay feed’s acceptance rule.