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

Function build_tick_bars

python/openquant/bars.py:101–104  ·  view source on GitHub ↗
(df: pl.DataFrame, *, ticks_per_bar: int = 50)

Source from the content-addressed store, hash-verified

99
100
101def build_tick_bars(df: pl.DataFrame, *, ticks_per_bar: int = 50) -> pl.DataFrame:
102 if ticks_per_bar <= 0:
103 raise ValueError("ticks_per_bar must be > 0")
104 return _build_by_symbol(df, _core.bars.build_tick_bars, ticks_per_bar)
105
106
107def build_volume_bars(df: pl.DataFrame, *, volume_per_bar: float = 100_000.0) -> pl.DataFrame:

Callers

nothing calls this directly

Calls 1

_build_by_symbolFunction · 0.85

Tested by

no test coverage detected