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to_range_bars_from_ticks

Function to_range_bars_from_ticks 

Source
pub fn to_range_bars_from_ticks(
    ticks: &[Tick],
    config: &RangeBarConfig,
) -> Vec<RangeBar>
Expand description

Build range bars from trades (exact construction). A trade’s size that would make its bar’s volume overflow is left out.

§Safety Limits

  • At most the newest 5,000 range bars