Function bars_build_time_bars

crates/pyopenquant/src/bars.rs:8–20

(
    timestamps: Vec<String>,
    prices: Vec<f64>,
    volumes: Vec<f64>,
    interval_seconds: i64,
)

use crate::helpers::{bars_to_rows, build_trades};

#[pyfunction(name = "build_time_bars")]
fn bars_build_time_bars(
    timestamps: Vec<String>,
    prices: Vec<f64>,
    volumes: Vec<f64>,
    interval_seconds: i64,
) -> PyResult<Vec<(String, String, f64, f64, f64, f64, f64, f64, usize)>> {
    if interval_seconds <= 0 {
        return Err(PyValueError::new_err("interval_seconds must be > 0"));
    }
    let trades = build_trades(timestamps, prices, volumes)?;
    let bars = time_bars(&trades, chrono::Duration::seconds(interval_seconds));
    Ok(bars_to_rows(bars))
}