Use HL tracer by default, seems to be faster?

m4_corrections
Tyler Goodlet 2022-04-05 11:04:45 -04:00
parent 9477c7e66c
commit d3a30a272d
1 changed files with 5 additions and 1 deletions

View File

@ -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']]