Evaluate on aggregated bars first, then align named columns to source bars.
This differs from applying a rolling formula to already aligned OHLC values,
which counts each repeated requested value as another observation.
The expression must be pure and causal, returning one value per requested
bar in each column. Confirmed and lookahead modes evaluate the folded history
once; developing mode evaluates every source prefix, with no future source
bars, so its cost includes one expression call per source bar. Completed
buckets are inferred only when the next observed bucket starts. Missing
buckets are not fabricated and the last bucket is never clock-confirmed.
Supply bars finer than or equal to the requested interval. This function
cannot manufacture lower-timeframe observations from coarser source bars.
Source timestamps must increase strictly. Empty data returns {} without
invoking the expression. Non-finite expression results become null.
Evaluate on aggregated bars first, then align named columns to source bars. This differs from applying a rolling formula to already aligned OHLC values, which counts each repeated requested value as another observation.
The expression must be pure and causal, returning one value per requested bar in each column. Confirmed and lookahead modes evaluate the folded history once; developing mode evaluates every source prefix, with no future source bars, so its cost includes one expression call per source bar. Completed buckets are inferred only when the next observed bucket starts. Missing buckets are not fabricated and the last bucket is never clock-confirmed.
Supply bars finer than or equal to the requested interval. This function cannot manufacture lower-timeframe observations from coarser source bars. Source timestamps must increase strictly. Empty data returns {} without invoking the expression. Non-finite expression results become null.