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

Function build_volume_bars

python/openquant/bars.py:107–110  ·  view source on GitHub ↗
(df: pl.DataFrame, *, volume_per_bar: float = 100_000.0)

Source from the content-addressed store, hash-verified

105
106
107def build_volume_bars(df: pl.DataFrame, *, volume_per_bar: float = 100_000.0) -> pl.DataFrame:
108 if volume_per_bar <= 0:
109 raise ValueError("volume_per_bar must be > 0")
110 return _build_by_symbol(df, _core.bars.build_volume_bars, volume_per_bar)
111
112
113def build_dollar_bars(

Callers

nothing calls this directly

Calls 1

_build_by_symbolFunction · 0.85

Tested by

no test coverage detected