rangebar_core/
lib.rs

1//! Core range bar processing algorithms
2//!
3//! Non-lookahead bias range bar construction with temporal integrity guarantees.
4//!
5//! ## Features
6//!
7//! - Non-lookahead bias: Thresholds computed only from bar open price
8//! - Breach inclusion: Breaching trade included in closing bar
9//! - Fixed thresholds: Never recalculated during bar lifetime
10//! - Temporal integrity: Guaranteed correct historical simulation
11
12pub mod fixed_point;
13pub mod processor;
14pub mod timestamp;
15pub mod types;
16
17// Test utilities (only available in test builds or with test-utils feature)
18#[cfg(any(test, feature = "test-utils"))]
19pub mod test_utils;
20
21#[cfg(any(test, feature = "test-utils"))]
22pub mod test_data_loader;
23
24// Re-export commonly used types
25pub use fixed_point::FixedPoint;
26pub use processor::{ExportRangeBarProcessor, ProcessingError, RangeBarProcessor};
27pub use timestamp::{
28    create_aggtrade_with_normalized_timestamp, normalize_timestamp, validate_timestamp,
29};
30pub use types::{AggTrade, DataSource, RangeBar};