Module range_bars 

Range bar construction (price → constant-range OHLC bars).

A range bar closes as soon as its high-low span reaches range_size, then a new bar opens at the price that triggered the close. Like Renko this discards time; unlike Renko it keeps full OHLC per bar.

Two surfaces kept in parity (see the proptest):

• streaming: RangeBarBuilder::next pushes one price, returns a bar when the current bar’s span completes (else None);
• batch: range_bars_batch folds the builder over a price slice.

Structs

RangeBar

One completed range bar. Its high - low is >= range_size.

RangeBarBuilder

Stateful constant-range bar builder.

Functions

range_bars_atr_batch

ATR-range bars: range size is multiplier * atr (a single representative ATR).

range_bars_batch

Batch range bars: fold RangeBarBuilder over a price slice.