Struct BarAggregator 

pub struct BarAggregator { /* private fields */ }

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

A tick is accepted only when the selected price basis is available, finite, positive, and not crossed, which matches the validity rule the replay feed applies before a quote reaches the engine. An interval with no accepted tick produces no bar, so a weekend gap simply has no bars rather than empty ones.

Input must be chronological. A tick belonging to an already-finished bucket is dropped and counted by BarAggregator::rejected_out_of_order rather than reopening that bucket.

Bars record tick_vol, the number of accepted ticks, and leave volume at zero. The replay engine projects tick counts, not traded size, so a bar carries the same volume fact whether it was built here or in memory.

Implementations

impl BarAggregator

pub fn new( exchange: impl Into<String>, symbol: impl Into<String>, timeframe: Timeframe, spec: BucketSpec, basis: PriceBasis, point_size: f64, ) -> Self

pub fn rejected_out_of_order(&self) -> u64

Ticks dropped because they belonged to an earlier bucket than the one already open.

A chronological source reports zero. A non-zero count means the input was not ordered, which would otherwise reopen a finished bucket and emit bars out of order.

pub fn push( &mut self, ts: NaiveDateTime, bid: Option<f64>, ask: Option<f64>, ) -> Option<Bar>

Feed one tick, returning the bar that the tick just completed.

pub fn flush(&mut self) -> Option<Bar>

Emit the bucket that is still open, for callers that deliberately want a partial bar.

Trait Implementations

impl Clone for BarAggregator

fn clone(&self) -> Self

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for BarAggregator

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.