Expand description
§rangebar-core has been renamed to opendeviationbar-core
This crate is a shim that re-exports everything from
opendeviationbar-core.
§Migration
Update your Cargo.toml:
# Before
rangebar-core = "12"
# After
opendeviationbar-core = "12"The algorithm uses open-anchored deviation thresholds (not classic Nicolellis range bars), so the name was updated to reflect this.
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.
- 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
Structs§
- AggTrade
- Aggregate trade data from Binance markets
- Anomaly
Summary - Anomaly summary for quick inspection (counts only)
- Checkpoint
- Checkpoint for cross-file open deviation bar continuation
- Entropy
Cache - Entropy result cache for deterministic price sequences (Issue #96 Task #117)
- Export
Open Deviation BarProcessor - Export-oriented open deviation bar processor for streaming use cases
- Fixed
Point - Fixed-point decimal representation using i64 with 8 decimal precision
- Inter
BarCache Key - Cache key for inter-bar feature results
- Inter
BarConfig - Configuration for inter-bar feature computation
- Inter
BarFeature Cache - LRU cache for inter-bar feature computation results
- Inter
BarFeatures - Inter-bar features computed from lookback window
- Intra
BarConfig - Issue #128: Configuration for intra-bar feature computation.
- Intra
BarFeatures - All 22 intra-bar features computed from constituent trades.
- Open
Deviation Bar - Open deviation bar with OHLCV data and market microstructure enhancements
- Open
Deviation BarProcessor - Open deviation bar processor with non-lookahead bias guarantee
- Trade
History - Trade history ring buffer for inter-bar feature computation
- Trade
Snapshot - Lightweight snapshot of trade for history buffer
Enums§
- Checkpoint
Error - Checkpoint-related errors
- Data
Source - Data source for market data (future-proofing for multi-exchange support)
- Lookback
Mode - Lookback mode for trade history
- Position
Verification - Position verification result when resuming from checkpoint
- Processing
Error - Processing errors
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(). - GLOBAL_
ENTROPY_ CACHE_ CAPACITY - Maximum capacity for the global entropy cache (tunable via this constant)
- INTERBAR_
FEATURE_ CACHE_ CAPACITY - Maximum capacity for inter-bar feature cache Trade-off: Larger → higher hit ratio; smaller → less memory
Functions§
- compute_
intra_ bar_ features - Compute all intra-bar features from constituent trades.
- create_
aggtrade_ with_ normalized_ timestamp - Create a normalized AggTrade with automatic timestamp conversion
- create_
local_ entropy_ cache - Create a local entropy cache (backward compatibility)
- get_
global_ entropy_ cache - Get a reference to the global entropy cache
- normalize_
timestamp - Normalize any timestamp to 16-digit microseconds
- validate_
timestamp - Validate timestamp is in expected microsecond range