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

Re-exports

pub use fixed_point::FixedPoint;

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

fixed_point

Fixed-point arithmetic for precise decimal calculations without floating point errors

processor

Core range bar processing algorithm

timestamp

Universal timestamp normalization utilities

types

Type definitions for range bar processing