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calculate_duration_segments

nautilus_interactive_brokers::data::convert

Function calculate_duration_segments 

Source 
pub fn calculate_duration_segments(
    start: DateTime<Utc>,
    end: DateTime<Utc>,
) -> Vec<(DateTime<Utc>, Duration)>
Expand description

Calculate duration segments for IB historical data request.

This is used to break down a large time range into multiple requests to comply with IB’s duration limits for specific bar sizes.

§Arguments

  • start - Start time
  • end - End time

§Returns

Returns a vector of (end_date, duration) tuples.