Function num_concurrent_events

crates/openquant/src/sampling.rs:140–156

Number of concurrent events per bar.

(
    price_index_len: usize,
    t1: &[(usize, usize)],
    _t_events: &[usize],
)

/// Number of concurrent events per bar.
pub fn num_concurrent_events(
    price_index_len: usize,
    t1: &[(usize, usize)],
    _t_events: &[usize],
) -> Vec<usize> {
    let mut counts = vec![0usize; price_index_len];
    for &(start, end) in t1 {
        if start > end {
            continue;
        }
        let end_idx = end.min(price_index_len - 1);
        for i in start..=end_idx {
            counts[i] += 1;
        }
    }
    counts
}