finmlkit.bar package

Submodules

• finmlkit.bar.base module
• finmlkit.bar.data_model module
  • FootprintData
    • FootprintData.bar_timestamps
    • FootprintData.buy_imbalances
    • FootprintData.buy_imbalances_sum
    • FootprintData.buy_ticks
    • FootprintData.buy_volumes
    • FootprintData.cast_to_numba_list()
    • FootprintData.cast_to_numpy()
    • FootprintData.cot_price_levels
    • FootprintData.from_dict()
    • FootprintData.from_numba()
    • FootprintData.get_df()
    • FootprintData.imb_max_run_signed
    • FootprintData.is_valid()
    • FootprintData.memory_usage()
    • FootprintData.price_levels
    • FootprintData.price_tick
    • FootprintData.sell_imbalances
    • FootprintData.sell_imbalances_sum
    • FootprintData.sell_ticks
    • FootprintData.sell_volumes
    • FootprintData.vp_gini
    • FootprintData.vp_skew
  • TradesData
    • TradesData.data
    • TradesData.end_date
    • TradesData.load_trades_h5()
    • TradesData.orig_timestamp_unit
    • TradesData.save_h5()
    • TradesData.set_view_range()
    • TradesData.start_date
• finmlkit.bar.io module
  • AddTimeBarH5
    • AddTimeBarH5.process_all()
    • AddTimeBarH5.process_key()
  • H5Inspector
    • H5Inspector.get_integrity_info()
    • H5Inspector.get_integrity_summary()
    • H5Inspector.get_metadata()
    • H5Inspector.get_statistics()
    • H5Inspector.inspect_gaps()
    • H5Inspector.list_keys()
  • TimeBarReader
    • TimeBarReader.list_keys()
    • TimeBarReader.read()
• finmlkit.bar.kit module
• finmlkit.bar.logic module
• finmlkit.bar.utils module
  • check_timestamps_order()
  • comp_price_tick_size()
  • comp_price_tick_size_old()
  • comp_trade_side()
  • comp_trade_side_vector()
  • fast_sort_trades()
  • footprint_to_dataframe()
  • median3()
  • merge_split_trades()