Add zeroed ohlc array constructor

bar_select
Tyler Goodlet 2020-06-17 11:44:54 -04:00
parent 51f302191a
commit 36ac26cdcf
1 changed files with 9 additions and 0 deletions

View File

@ -31,6 +31,15 @@ OHLC_dtype = np.dtype(
# }
def ohlc_zeros(length: int) -> np.ndarray:
"""Construct an OHLC field formatted structarray.
For "why a structarray" see here: https://stackoverflow.com/a/52443038
Bottom line, they're faster then ``np.recarray``.
"""
return np.zeros(length, dtype=OHLC_dtype)
@dataclass
class Symbol:
"""I guess this is some kinda container thing for dealing with