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to_renko

Function to_renko 

Source
pub fn to_renko(candles: &[Candle], box_size: f64) -> Result<Vec<Candle>>
Expand description

Transform candles into Renko bricks (wickra-core’s RenkoBars, fixed box_size on closes), each emitted as a synthetic candle (open/close = the brick edges, sequential timestamps). Backtest a strategy on price-driven Renko bars instead of time bars. box_size must be positive.