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aggregate_trades_with_tick_size

Function aggregate_trades_with_tick_size 

Source
pub fn aggregate_trades_with_tick_size(
    trades: &[Tick],
    clock: impl Into<BarClock>,
    tick_size: Option<f64>,
) -> Result<Vec<Bar>, FeedError>
Expand description

Rebuilds trade bars as aggregate_trades does, with an instrument tick size for range bars. The tick size must be positive and finite for a range interval.