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calculate_duration_segments

nautilus_interactive_brokers::data::convert

Function calculate_duration_segments 

Source 
pub fn calculate_duration_segments(
    start: Option<Timestamp>,
    end: Option<Timestamp>,
    duration: Option<Duration>,
) -> Vec<(Timestamp, 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.