Add zeroed ohlc array constructor
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482c4ff87f
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970a528264
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@ -31,6 +31,15 @@ OHLC_dtype = np.dtype(
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# }
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def ohlc_zeros(length: int) -> np.ndarray:
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"""Construct an OHLC field formatted structarray.
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For "why a structarray" see here: https://stackoverflow.com/a/52443038
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Bottom line, they're faster then ``np.recarray``.
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"""
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return np.zeros(length, dtype=OHLC_dtype)
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@dataclass
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class Symbol:
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"""I guess this is some kinda container thing for dealing with
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