Module range_bar 

Range-bar chart transformation.

Build bars with a configured price range rather than a fixed time interval. Use to_range_bars_from_ticks with executions, or to_range_bars_from_ohlc for an approximation from existing bars. The newest output bar can be incomplete.

Structs

RangeBar

A single range bar with fixed price range and variable time span.

RangeBarConfig

Configuration for range-bar construction.

Enums

RangeBarSource

What a chart’s range bars are built from.

Functions

to_range_bars_from_ohlc

Convert OHLC bars to range bars (approximation). A bar’s volume that would make its range bar’s volume overflow is left out.

to_range_bars_from_ticks

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