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Module processor

Module processor 

Source
Expand description

Core open deviation bar processing algorithm

Implements non-lookahead bias open deviation bar construction where bars close when price moves ±threshold dbps from the bar’s OPEN price.

Structs§

ExportOpenDeviationBarProcessor
Export-oriented open deviation bar processor for streaming use cases
OpenDeviationBarProcessor
Open deviation bar processor with non-lookahead bias guarantee

Enums§

ProcessingError
Processing errors