Commit Graph

6 Commits (97efb865d42a7af3f694f704579b28bd5a39a014)

Author SHA1 Message Date
Tyler Goodlet 97efb865d4 Add OHLC to m4 line converters
Helpers to quickly convert ohlc struct-array sequences into lines
for consumption by the m4 downsampler. Strip trailing zero entries
from the `ds_m4()` output if found (avoids lines back to origin).
2022-04-16 15:38:26 -04:00
Tyler Goodlet 4cd3f8c531 Fix x-range -> # of frames calculation
Obviously determining the x-range from indices was wrong and was the
reason for the incorrect (downsampled) output size XD. Instead correctly
determine the x range and start value from the *values of* the input
x-array. Pretty sure this makes the implementation nearly production
ready.

Relates to #109
2022-04-16 15:38:26 -04:00
Tyler Goodlet 6d54137ff1 Add (ostensibly) working first attempt at M4 algo
All the refs are in the comments and original sample code from infinite
has been reworked to expect the input x/y arrays to already be sliced
(though we can later support passing in the start-end indexes if
desired).

The new routines are `ds_m4()` the python top level API and `_m4()` the
fast `numba` implementation.
2022-04-16 15:38:26 -04:00
Tyler Goodlet 603d61be39 Original index offset was right 2022-04-16 15:38:26 -04:00
Tyler Goodlet cd14a2b598 Add an ohlcv high/low tracer with optional downsampling 2022-04-16 15:38:26 -04:00
Tyler Goodlet abf399a73a Move graphics compression routines to new module 2022-04-16 15:38:26 -04:00