data fixes, partial custom indicator support

This commit is contained in:
2026-04-08 21:28:31 -04:00
parent b701554996
commit a70dcd954f
81 changed files with 5438 additions and 1852 deletions

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@@ -8,12 +8,12 @@ message OHLC {
// Timestamp in nanoseconds since epoch
uint64 timestamp = 1;
// Prices are stored as doubles (Nautilus-aligned, no denominator needed).
// Optional to support null bars for periods with no trades.
optional int64 open = 2;
optional int64 high = 3;
optional int64 low = 4;
optional int64 close = 5;
// Prices are stored as integers (Nautilus-aligned with precision denominator).
// Always non-null — ingestor forward-fills interior gaps with the previous close.
int64 open = 2;
int64 high = 3;
int64 low = 4;
int64 close = 5;
optional int64 volume = 6;
optional int64 buy_vol = 7;
optional int64 sell_vol = 8;