E_BACKTEST_001 — Bar type unsupported by writer¶

MmapBarWriter only supports time-based bars. A non-time bar event (tick / volume / range / Renko / Heikin-Ashi) was passed.

How to fix¶

Pre-aggregate to a time bar before writing:

Python

# ✗ Won't work — tick bars can't be mmapped (variable-duration).
# writer = flox.MmapBarWriter("out/BTCUSDT")
# writer.on_bar(tick_bar)

# ✓ Aggregate to time first, then write.
time_bars = flox.aggregate_time_bars(
    timestamps=ts, prices=px, quantities=qty, is_buy=is_buy,
    interval_seconds=60,
)
for bar in time_bars:
    writer.on_bar(bar)

Why¶

The mmap format relies on a fixed bar duration to compute file offsets in O(1). Variable-duration bars (tick/volume/range/Renko) need a different storage layout — open an issue if you need that.