Function align_calendar_columns

crates/openquant/src/data_processing.rs:389–473

(
    columns: &OhlcvColumns,
    interval_seconds: i64,
)

}

pub fn align_calendar_columns(
    columns: &OhlcvColumns,
    interval_seconds: i64,
) -> Result<AlignedOhlcvColumns, String> {
    let df = to_polars_df(columns)?;
    let out = align_calendar_df(&df, interval_seconds)?;

    let timestamps_us = out
        .column("ts_us")
        .map_err(|e| format!("missing ts_us: {e}"))?
        .i64()
        .map_err(|e| format!("ts_us type error: {e}"))?
        .into_no_null_iter()
        .collect::<Vec<_>>();
    let symbols = out
        .column("symbol")
        .map_err(|e| format!("missing symbol: {e}"))?
        .str()
        .map_err(|e| format!("symbol type error: {e}"))?
        .into_no_null_iter()
        .map(ToString::to_string)
        .collect::<Vec<_>>();

    let open = out
        .column("open")
        .map_err(|e| format!("missing open: {e}"))?
        .f64()
        .map_err(|e| format!("open type error: {e}"))?
        .into_iter()
        .collect::<Vec<_>>();
    let high = out
        .column("high")
        .map_err(|e| format!("missing high: {e}"))?
        .f64()
        .map_err(|e| format!("high type error: {e}"))?
        .into_iter()
        .collect::<Vec<_>>();
    let low = out
        .column("low")
        .map_err(|e| format!("missing low: {e}"))?
        .f64()
        .map_err(|e| format!("low type error: {e}"))?
        .into_iter()
        .collect::<Vec<_>>();
    let close = out
        .column("close")
        .map_err(|e| format!("missing close: {e}"))?
        .f64()
        .map_err(|e| format!("close type error: {e}"))?
        .into_iter()
        .collect::<Vec<_>>();
    let volume = out
        .column("volume")
        .map_err(|e| format!("missing volume: {e}"))?
        .f64()
        .map_err(|e| format!("volume type error: {e}"))?
        .into_iter()
        .collect::<Vec<_>>();