Clarify some odd spots
parent
316137fdf2
commit
05d2985f5f
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@ -41,7 +41,7 @@ _quote_dt = [
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('Ask', 'f4'),
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('Size', 'i8'),
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('Volume', 'i8'),
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# ('Broker_time_ns', 'i64'),
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# ('brokerd_ts', 'i64'),
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# ('VWAP', 'f4')
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]
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_quote_tmp = {}.fromkeys(dict(_quote_dt).keys(), np.nan)
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@ -87,9 +87,8 @@ def quote_to_marketstore_structarray(
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# pack into List[Tuple[str, Any]]
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array_input = []
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# insert 'Epoch' entry first
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# insert 'Epoch' entry first and then 'Nanoseconds'.
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array_input.append(int(secs))
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# insert 'Nanoseconds' field
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array_input.append(int(ns))
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# append remaining fields
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@ -97,7 +96,10 @@ def quote_to_marketstore_structarray(
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if 'f' in dt:
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none = np.nan
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else:
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# for ``np.int`` we use 0 as a null value
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none = 0
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# casefold? see https://github.com/alpacahq/marketstore/issues/324
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val = quote.get(name.casefold(), none)
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array_input.append(val)
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