finmlkit.feature.core.time module¶

finmlkit.feature.core.time.time_cues(timestamps: ndarray[tuple[int, ...], dtype[int64]])[source]¶: :param timestamps : int64 nanoseconds UTC :returns: tuple of arrays for the block-7 features

(sin_td, cos_td, dow,, asia, eu, us, sess_x, top_hr)