Use HL tracer by default, seems to be faster?
parent
4bc2bbda69
commit
b20e9e58ee
|
@ -155,7 +155,7 @@ def downsample(
|
|||
|
||||
def ohlc_flatten(
|
||||
ohlc: np.ndarray,
|
||||
use_mxmn: bool = False,
|
||||
use_mxmn: bool = True,
|
||||
|
||||
) -> tuple[np.ndarray, np.ndarray]:
|
||||
'''
|
||||
|
@ -167,7 +167,11 @@ def ohlc_flatten(
|
|||
index = ohlc['index']
|
||||
|
||||
if use_mxmn:
|
||||
# traces a line optimally over highs to lows
|
||||
# using numba. NOTE: pretty sure this is faster
|
||||
# and looks about the same as the below output.
|
||||
flat, x = hl2mxmn(ohlc)
|
||||
|
||||
else:
|
||||
flat = rfn.structured_to_unstructured(
|
||||
ohlc[['open', 'high', 'low', 'close']]
|
||||
|
|
Loading…
Reference in New Issue