Files
wickra/crates
kingchenc 81680bbb4b C6: add opt-in gap filling to the tick aggregator
A tick that jumped across one or more empty buckets previously opened
the next non-empty bar directly, so the candle series silently grew
time holes — downstream indicators (EMA, ATR, ...) computed over such a
series drift from one computed over an unbroken series.

Add an opt-in gap-fill mode: with_gap_fill(true) makes push emit a flat
placeholder candle (open == high == low == close = the pre-gap close,
volume = 0) for every skipped bucket. push now returns Result<Vec<Candle>>
so a single tick can yield the closed bar plus its trailing fillers;
the empty vector replaces the former Ok(None). Timestamp overflow while
filling is reported as Error::Malformed. Default behaviour is unchanged
(gaps skipped) and is now documented on the type and on push.
2026-05-22 12:14:21 +02:00
..