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hub / github.com/Open-Quant/openquant / pair_timestamps_values

Function pair_timestamps_values

crates/pyopenquant/src/helpers.rs:43–58  ·  view source on GitHub ↗
(
    timestamps: Vec<String>,
    values: Vec<f64>,
    left_name: &str,
    right_name: &str,
)

Source from the content-addressed store, hash-verified

41}
42
43pub fn pair_timestamps_values(
44 timestamps: Vec<String>,
45 values: Vec<f64>,
46 left_name: &str,
47 right_name: &str,
48) -> PyResult<Vec<(chrono::NaiveDateTime, f64)>> {
49 let ts = parse_naive_datetimes(timestamps)?;
50 if ts.len() != values.len() {
51 return Err(PyValueError::new_err(format!(
52 "{left_name}/{right_name} length mismatch: {} vs {}",
53 ts.len(),
54 values.len()
55 )));
56 }
57 Ok(ts.into_iter().zip(values).collect())
58}
59
60pub fn parse_vertical_barriers(
61 values: Option<Vec<(String, String)>>,

Calls 2

parse_naive_datetimesFunction · 0.85
lenMethod · 0.80