Add an inverse of `float_digits()`: `digits_to_dec()
							parent
							
								
									b982505b43
								
							
						
					
					
						commit
						24fe44fb96
					
				| 
						 | 
				
			
			@ -90,6 +90,21 @@ def float_digits(
 | 
			
		|||
    return int(-Decimal(str(value)).as_tuple().exponent)
 | 
			
		||||
 | 
			
		||||
 | 
			
		||||
def digits_to_dec(
 | 
			
		||||
    ndigits: int,
 | 
			
		||||
) -> Decimal:
 | 
			
		||||
    '''
 | 
			
		||||
    Return the minimum float value for an input integer value.
 | 
			
		||||
 | 
			
		||||
    eg. 3 -> 0.001
 | 
			
		||||
 | 
			
		||||
    '''
 | 
			
		||||
    if ndigits == 0:
 | 
			
		||||
        return Decimal('0')
 | 
			
		||||
 | 
			
		||||
    return Decimal('0.' + '0'*(ndigits-1) + '1')
 | 
			
		||||
 | 
			
		||||
 | 
			
		||||
def ohlc_zeros(length: int) -> np.ndarray:
 | 
			
		||||
    """Construct an OHLC field formatted structarray.
 | 
			
		||||
 | 
			
		||||
| 
						 | 
				
			
			@ -213,10 +228,13 @@ class Symbol(Struct):
 | 
			
		|||
 | 
			
		||||
        return Symbol(
 | 
			
		||||
            key=symbol,
 | 
			
		||||
 | 
			
		||||
            tick_size=tick_size,
 | 
			
		||||
            lot_tick_size=lot_size,
 | 
			
		||||
 | 
			
		||||
            tick_size_digits=float_digits(tick_size),
 | 
			
		||||
            lot_size_digits=float_digits(lot_size),
 | 
			
		||||
 | 
			
		||||
            suffix=suffix,
 | 
			
		||||
            broker_info={broker: info},
 | 
			
		||||
        )
 | 
			
		||||
| 
						 | 
				
			
			
 | 
			
		|||
		Loading…
	
		Reference in New Issue