Function build_dollar_bars

python/openquant/bars.py:113–120

(
    df: pl.DataFrame,
    *,
    dollar_value_per_bar: float = 5_000_000.0,
)

def build_dollar_bars(
    df: pl.DataFrame,
    *,
    dollar_value_per_bar: float = 5_000_000.0,
) -> pl.DataFrame:
    if dollar_value_per_bar <= 0:
        raise ValueError("dollar_value_per_bar must be > 0")
    return _build_by_symbol(df, _core.bars.build_dollar_bars, dollar_value_per_bar)


def _lag1_autocorr(values: list[float]) -> float: