Module processor

Module processor 

Source
Expand description

Core range bar processing algorithm

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

Structs§

ExportRangeBarProcessor
Export-oriented range bar processor for streaming use cases
RangeBarProcessor
Range bar processor with non-lookahead bias guarantee

Enums§

ProcessingError
Processing errors