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Implement remaining bar aggregation methods #2603

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MrGuann opened this issue May 6, 2025 · 2 comments
Open

Implement remaining bar aggregation methods #2603

MrGuann opened this issue May 6, 2025 · 2 comments
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enhancement New feature or request good first issue Good for newcomers help wanted Extra attention is needed

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@MrGuann
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MrGuann commented May 6, 2025

Feature Request

Problem Statement

There are several aggregation methods in the document that seem to have not been implemented yet, they are TICK_IMBALANCE / TICK_RUNS, VOLUME_IMBALANCE / VOLUME_RUNS, VALUE_IMBALANCE / VALUE_RUNS.

While we only see TimeBarAggregator, TickBarAggregator, VolumeBarAggregator and ValueBarAggregator in nautilus_trader.data.aggregation.

https://nautilustrader.io/docs/latest/concepts/data#bars-and-aggregation
@MrGuann MrGuann added the enhancement New feature or request label May 6, 2025
@cjdsellers
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Hi @MrGuann

Thanks for raising the ticket.

You're correct that these have not been implemented yet.

@cjdsellers cjdsellers changed the title Implement more bar aggregation methods Implement remaining bar aggregation methods May 6, 2025
@cjdsellers cjdsellers added help wanted Extra attention is needed good first issue Good for newcomers labels May 6, 2025
@sgtBurns7
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Hi, can I pick this up?

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enhancement New feature or request good first issue Good for newcomers help wanted Extra attention is needed
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