quantlab.model.collected_panel.to_array#

quantlab.model.collected_panel.to_array(data, variables, dtype=None)[source]#

Convert a panel to a [num_times, num_symbols, len(variables)] array.

Both axes are sorted, and the last axis follows the order of variables exactly (not alphabetical order), so x[..., i] is always variables[i].

Parameters:
dataxr.Dataset

A dataset indexed by (timestamp, symbol).

variableslist[str]

The data variables to stack, in the wanted order.

dtypenumpy dtype, optional

The array’s type; by default the variables’ common type.

Returns:
np.ndarray

The stacked variables.

Examples

>>> to_array(panel, ["f_b", "f_a"]).shape
(40, 3, 2)
>>> to_array(panel, ["f_b", "f_a"], dtype=np.float32).dtype
dtype('float32')