为 OHLC 处理去 pandas 化,从而避免大量的 pandas 内存拷贝,达到性能优化的效果(大概 8000%)。
内部存储为 { "low": [], "high": [] }
可将 ohlc_object[num]['key'] 的调用转化为 ohlc_object['key'][num] 的调用。
init
obj = OHLCObject()
obj['open'] = [1, 2, ...]
obj['high'] = [100, 200, ...]
obj['low'] = [1, 2, ...]
obj['close'] = [100, 200, ...]
obj['timestamp'] = [1498924800000, 1498939200000, ...]
return obj
merge (concat OHLC)
Merge obj2 into obj1, automatically sort using 'timestamp' key
obj1.merge(obj2)
read
obj['low'][1] # best performance
obj[1]['low']
obj[3:][1]['low']
Metadata
Release files for ohlcobject 1.2
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| File | Size | Uploaded | Provenance | |
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| Download URL | ohlcobject-1.2.tar.gz |
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368f15ca5d6e266d306a7d556608111d17bb54c7d46a8ea85a2901cb96ab7b63
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twine/4.0.1 CPython/3.8.9
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