Function bars_build_volume_bars

crates/pyopenquant/src/bars.rs:38–50

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

    Ok(bars_to_rows(bars))
}

#[pyfunction(name = "build_volume_bars")]
fn bars_build_volume_bars(
    timestamps: Vec<String>,
    prices: Vec<f64>,
    volumes: Vec<f64>,
    volume_per_bar: f64,
) -> PyResult<Vec<(String, String, f64, f64, f64, f64, f64, f64, usize)>> {
    if !volume_per_bar.is_finite() || volume_per_bar <= 0.0 {
        return Err(PyValueError::new_err("volume_per_bar must be > 0"));
    }
    let trades = build_trades(timestamps, prices, volumes)?;
    let bars = standard_bars(&trades, volume_per_bar, StandardBarType::Volume);
    Ok(bars_to_rows(bars))
}