Try m4
algo for OHLC flattened line tracer?
#324
Labels
data-layer
real-time and historical data processing and storage
graphics
(charting related) geometry chops
Currently our OHLC sampling (bars) graphics convert to a line curve when the user zooms out enough that you can't visually distinguish a bar's shape (uppx is way too high to represent them per horizonal pixel).
To convert to this line we currently use a structured array flattener routine which uses
np.recfunctions.structure_to_unstructured()
:ohlc_to_line()
.In theory we can actually just use our m4 implementation to post-process either this flattened output or write an OHLC aware version which iterates the
['high', 'low']
fields of the input array when computing max/min values. In other words they
input could be pre-processed from another (numba
) routine which flattens only the high/low values from the OHLC struct array and then feeds them into this same function. The caveat will be making sure thex
input is sized to match 🤔This is definitely not a high priority task but may be interesting to tinker with especially in the context of overloading
ds_m4()
for other types of aggregation schemes (eg. as we still need with vlm in #326).The text was updated successfully, but these errors were encountered: