limen.data.bars

Threshold-bar constructors that resample kline rows into information-driven bars.

Canonical docs

• Data Bars

What this package owns

Owns the standard threshold-bar implementations that aggregate raw kline rows once a running quantity crosses a threshold. Does not own raw data retrieval (owned by limen.data.HistoricalData) or the public compute_data_bars() entry point (owned by limen.data.utils).

Key entry points

Entry point	Use case	Notes
volume_bars	Emit a bar every fixed traded volume	Threshold on cumulative base volume
trade_bars	Emit a bar every fixed trade count	Threshold on cumulative trade count
liquidity_bars	Emit a bar every fixed quote-value turnover	Threshold on cumulative quote volume

Adjacent modules

• limen.data.utils.compute_data_bars is the public wrapper manifests call; it dispatches to these functions.
• limen.data.HistoricalData supplies the raw kline frames these bars aggregate.

Quick orientation

bars/
└── standard_bars.py   # volume_bars, trade_bars, liquidity_bars

Things to know

• These are the low-level bar builders. Manifests should go through compute_data_bars() rather than importing them directly.
• Each function consumes and returns a pl.DataFrame; bars are formed in row order, so the input must already be time-sorted.
• A trailing partial bar (below the threshold at end of data) is not emitted.

Read next

• Data Bars
• Historical Data