Struct TickAggregator 

pub struct TickAggregator { /* private fields */ }

Incrementally builds candles out of arriving ticks.

Each call to TickAggregator::push returns the candles that closed as a result of the new tick — normally at most one. Use TickAggregator::flush at the end of a stream to capture the final open bar.

Gaps

By default a tick that jumps across one or more empty buckets simply opens the next non-empty bar — the skipped buckets produce no candle, so the output series can have time holes. Enable TickAggregator::with_gap_fill to instead emit a flat placeholder candle for every skipped bucket, giving downstream indicators an unbroken, evenly spaced series. To bound memory against an adversarial timestamp jump, gap-filling refuses to emit more than MAX_GAP_FILL_CANDLES placeholders in a single step; a larger gap surfaces as an Error::Malformed so the caller can decide how to handle the discontinuity.

Implementations

impl TickAggregator

pub fn new(timeframe: Timeframe) -> Self

Construct a new aggregator for the given timeframe.

pub fn with_gap_fill(self, fill: bool) -> Self

Enable or disable gap filling, returning the (re)configured aggregator.

When enabled, push emits a flat candle (open == high == low == close, volume == 0) for every bucket that is skipped between two consecutive ticks. The flat candle’s price is the close of the bar that preceded the gap, so the series stays continuous.

pub const fn fills_gaps(&self) -> bool

Whether gap filling is enabled.

pub fn push(&mut self, tick: Tick) -> Result<Vec<Candle>>

Push a tick. Returns every candle that closed as a result — an empty vector while the open bar keeps growing, one candle when a bar boundary is crossed, and (with gap filling enabled) additionally one flat candle per skipped bucket.

Errors

Returns Error::Malformed if tick.timestamp goes backwards — both across buckets (older than the open bar’s start) and within a bucket (older than the last tick absorbed into it) — or if gap filling overflows the timestamp range. Ticks sharing a timestamp are accepted.

pub fn flush(&mut self) -> Result<Option<Candle>>

Drain the currently open bar (if any) and return it. Useful at the end of a backtest or when shutting down a live aggregator.

Errors

Returns an error if the open bar’s accumulated volume is non-finite (see [OpenBar::into_candle]).

pub const fn timeframe(&self) -> Timeframe

Configured timeframe.

Trait Implementations

impl Clone for TickAggregator

fn clone(&self) -> TickAggregator

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for TickAggregator

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.