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Function columns_to_rows

crates/openquant/src/data_processing.rs:501–519  ·  view source on GitHub ↗
(columns: &OhlcvColumns)

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499}
500
501fn columns_to_rows(columns: &OhlcvColumns) -> Vec<OhlcvRow> {
502 let mut rows = Vec::with_capacity(columns.timestamps_us.len());
503 for i in 0..columns.timestamps_us.len() {
504 let dt = DateTime::<Utc>::from_timestamp_micros(columns.timestamps_us[i])
505 .expect("valid datetime")
506 .naive_utc();
507 rows.push(OhlcvRow {
508 timestamp: dt,
509 symbol: columns.symbols[i].clone(),
510 open: columns.open[i],
511 high: columns.high[i],
512 low: columns.low[i],
513 close: columns.close[i],
514 volume: columns.volume[i],
515 adj_close: columns.adj_close[i],
516 });
517 }
518 rows
519}
520
521fn aligned_columns_to_rows(columns: &AlignedOhlcvColumns) -> Vec<AlignedOhlcvRow> {
522 let mut rows = Vec::with_capacity(columns.timestamps_us.len());

Callers 1

clean_ohlcv_rowsFunction · 0.85

Calls 1

lenMethod · 0.80

Tested by

no test coverage detected