Add an inverse of `float_digits()`: `digits_to_dec()
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4f36a03df2
commit
badc30baae
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@ -90,6 +90,21 @@ def float_digits(
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return int(-Decimal(str(value)).as_tuple().exponent)
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def digits_to_dec(
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ndigits: int,
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) -> Decimal:
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'''
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Return the minimum float value for an input integer value.
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eg. 3 -> 0.001
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'''
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if ndigits == 0:
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return Decimal('0')
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return Decimal('0.' + '0'*(ndigits-1) + '1')
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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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@ -213,10 +228,13 @@ class Symbol(Struct):
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return Symbol(
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key=symbol,
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tick_size=tick_size,
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lot_tick_size=lot_size,
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tick_size_digits=float_digits(tick_size),
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lot_size_digits=float_digits(lot_size),
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suffix=suffix,
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broker_info={broker: info},
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)
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