Function _rows_to_frame

python/openquant/bars.py:25–73

(symbol: str, rows: list[tuple[str, str, float, float, float, float, float, float, int]])

def _rows_to_frame(symbol: str, rows: list[tuple[str, str, float, float, float, float, float, float, int]]) -> pl.DataFrame:
    if not rows:
        return pl.DataFrame(
            {
                "ts": [],
                "symbol": [],
                "open": [],
                "high": [],
                "low": [],
                "close": [],
                "volume": [],
                "adj_close": [],
                "start_ts": [],
                "n_obs": [],
                "dollar_value": [],
            }
        )
    return pl.DataFrame(
        {
            "start_ts": [r[0] for r in rows],
            "ts": [r[1] for r in rows],
            "open": [r[2] for r in rows],
            "high": [r[3] for r in rows],
            "low": [r[4] for r in rows],
            "close": [r[5] for r in rows],
            "volume": [r[6] for r in rows],
            "dollar_value": [r[7] for r in rows],
            "n_obs": [r[8] for r in rows],
        }
    ).with_columns(
        pl.lit(symbol).alias("symbol"),
        pl.col("start_ts").str.strptime(pl.Datetime, strict=False),
        pl.col("ts").str.strptime(pl.Datetime, strict=False),
        pl.col("close").alias("adj_close"),
    ).select(
        [
            "ts",
            "symbol",
            "open",
            "high",
            "low",
            "close",
            "volume",
            "adj_close",
            "start_ts",
            "n_obs",
            "dollar_value",
        ]
    )


def _build_by_symbol(