Bar aggregation

All functions take (timestamps, prices, quantities, isBuy, param) where prices and quantities are Float64Array and isBuy is Uint8Array. timestamps is a Float64Array or a BigInt64Array — pass the latter for real wall-clock nanoseconds, which a double cannot hold exactly. Return an array of bar objects.

aggregateRenkoBars can return more bar objects than there were input trades: a trade that gaps past more than one brick width closes the brick that was forming and synthesizes the bricks in between (see bar types). Every other function here closes at most one bar per input trade.

Function	Param	Description
aggregateTimeBars(ts, px, qty, ib, intervalSeconds)	seconds	Time bars
aggregateTickBars(ts, px, qty, ib, tickCount)	ticks	Tick bars
aggregateVolumeBars(ts, px, qty, ib, threshold)	volume	Volume bars
aggregateRangeBars(ts, px, qty, ib, rangeSize)	price range	Range bars
aggregateRenkoBars(ts, px, qty, ib, brickSize)	brick size	Renko bars
aggregateHeikinAshiBars(ts, px, qty, ib, intervalSeconds)	seconds	Heikin-Ashi

Each returned bar object:

Key	Type	Description
startTimeNs	bigint	Open time (ns)
endTimeNs	bigint	Close time (ns)
open	number	Open price
high	number	High price
low	number	Low price
close	number	Close price
volume	number	Total volume
buyVolume	number	Buy-side volume
tradeCount	number	Number of trades
closeReason	number	Why the bar closed: 0 threshold, 2 forced, 3 warmup. Every bar this batch path returns closed on its own threshold, so 0 here.

Only fully closed bars are returned -- a trailing bar still open when the trade array ends is dropped, so the bar count depends only on the input. Python, QuickJS, and Codon return the same count on identical input.