Function sort_ohlcv_df

crates/openquant/src/data_processing.rs:73–79

(df: &DataFrame)

}

fn sort_ohlcv_df(df: &DataFrame) -> Result<DataFrame, String> {
    df.sort(
        ["symbol", "ts_us"],
        SortMultipleOptions::new().with_order_descending_multi([false, false]),
    )
    .map_err(|e| format!("polars sort failed: {e}"))
}

fn micros_to_naive(ts_us: i64) -> Option<NaiveDateTime> {
    DateTime::<Utc>::from_timestamp_micros(ts_us).map(|dt| dt.naive_utc())