Building One-Minute Bars from Ticks and Handling Them in VeighNa

Summary

This community post discusses a learner's flowcharts for VeighNa, an algorithmic trading framework, and clarifies how a bar callback works. The described process aggregates tick data into a one-minute bar. When the tick time moves into a new minute, the system calls the strategy's bar handler with the bar accumulated for the prior interval; the post characterizes that bar as incomplete.

The callback can contain trading actions such as opening or closing positions. The exchange is an informal explanation rather than a complete implementation guide: it does not include the flowcharts themselves, code for aggregation, order handling details, or tests. The author also presents the diagrams as work in progress, so the description is useful for understanding the basic event flow but not as a definitive account of every VeighNa program lifecycle.

Key ideas

• Ticks are aggregated into a one-minute bar for strategy processing.
• A change in minute triggers the bar callback with the accumulated bar.
• The callback may contain actions such as buying, selling, or closing a position.
• The post describes an informal learning diagram and omits implementation and validation details.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.