Function bars_build_tick_bars

crates/pyopenquant/src/bars.rs:23–35

(
    timestamps: Vec<String>,
    prices: Vec<f64>,
    volumes: Vec<f64>,
    ticks_per_bar: usize,
)

    Ok(bars_to_rows(bars))
}

#[pyfunction(name = "build_tick_bars")]
fn bars_build_tick_bars(
    timestamps: Vec<String>,
    prices: Vec<f64>,
    volumes: Vec<f64>,
    ticks_per_bar: usize,
) -> PyResult<Vec<(String, String, f64, f64, f64, f64, f64, f64, usize)>> {
    if ticks_per_bar == 0 {
        return Err(PyValueError::new_err("ticks_per_bar must be > 0"));
    }
    let trades = build_trades(timestamps, prices, volumes)?;
    let bars = standard_bars(&trades, ticks_per_bar as f64, StandardBarType::Tick);
    Ok(bars_to_rows(bars))
}