Crate rangebar_core 

Core range bar processing algorithms

Non-lookahead bias range 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 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 intrabar::IntraBarFeatures;

pub use intrabar::compute_intra_bar_features;

pub use processor::ExportRangeBarProcessor;

pub use processor::ProcessingError;

pub use processor::RangeBarProcessor;

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::RangeBar;

Modules

checkpoint

Checkpoint system for cross-file range bar continuation

errors

Processing error types

export_processor

Export-oriented range 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_types

Inter-bar type definitions

intrabar

Intra-bar features computed from constituent aggTrades.

processor

Core range bar processing algorithm

timestamp

Universal timestamp normalization utilities

trade

Trade and data source types

types

Type definitions for range 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().