Function aligned_columns_to_rows

crates/openquant/src/data_processing.rs:521–540

(columns: &AlignedOhlcvColumns)

}

fn aligned_columns_to_rows(columns: &AlignedOhlcvColumns) -> Vec<AlignedOhlcvRow> {
    let mut rows = Vec::with_capacity(columns.timestamps_us.len());
    for i in 0..columns.timestamps_us.len() {
        let dt = DateTime::<Utc>::from_timestamp_micros(columns.timestamps_us[i])
            .expect("valid datetime")
            .naive_utc();
        rows.push(AlignedOhlcvRow {
            timestamp: dt,
            symbol: columns.symbols[i].clone(),
            open: columns.open[i],
            high: columns.high[i],
            low: columns.low[i],
            close: columns.close[i],
            volume: columns.volume[i],
            adj_close: columns.adj_close[i],
            is_missing_bar: columns.is_missing_bar[i],
        });
    }
    rows
}

pub fn clean_ohlcv_rows(rows: &[OhlcvRow], keep_last: bool) -> (Vec<OhlcvRow>, DataQualityReport) {
    let cols = rows_to_columns(rows);