Module checkpoint 

Checkpoint system for cross-file range bar continuation

Enables seamless processing across file boundaries by serializing incomplete bar state with IMMUTABLE thresholds.

Primary Use Case

File 1 ends with incomplete bar → save Checkpoint
File 2 starts → load Checkpoint → continue building bar

Key Invariants

• Thresholds are computed from bar.open and are IMMUTABLE for bar’s lifetime
• Incomplete bar state preserved across file boundaries
• Note: bar[i+1].open may differ from bar[i].close (next bar opens at first tick after previous bar closes, not at the close price itself)
• Works with both Binance (has agg_trade_id) and Exness (timestamp-only)

Structs

AnomalySummary

Anomaly summary for quick inspection (counts only)

Checkpoint

Checkpoint for cross-file range bar continuation

PriceWindow

Price window for computing position verification hash

Enums

CheckpointError

Checkpoint-related errors

PositionVerification

Position verification result when resuming from checkpoint