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Breaking change to the `GenericAggregator`

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@MathisWellmann MathisWellmann released this 29 Apr 13:17
ff766c0

To avoid the occasional degenerate candles when using the RelativePrice aggregation rule, the GenericAggregator will now include the Trade that triggers the new candle in both the finished and new candle, such that the Open and Close prices will be correct for that particular aggregation mode. This is breaking but will have a negligible effect on the candle appearances. Nonetheless please evaluate the new aggregation logic in GenericAggregator carefully. In the future it may be expanded with a parameter to optionally exclude the Trade that triggers a new candle in the old candle if desired (note that this could lead to a not desired Close in the RelativePrice aggregation).
Anyways, thanks for choosing trade_aggregation as your crate of choice :D