quantlab.utils.resample.assert_coarser

quantlab.utils.resample.assert_coarser(timestamps, freq, owner)

Refuse a resample onto a grid no coarser than the panel’s own bars.

Raises:

ValueError

If freq is not longer than the panel’s bar size.

Examples

>>> minutes = pd.date_range("2024-01-01", periods=10, freq="min")
>>> assert_coarser(minutes, "5m", "DemoDataset")
>>> assert_coarser(minutes, "1m", "DemoDataset")
Traceback (most recent call last):
ValueError: DemoDataset: resample_freq='1m' (60s) is not coarser ...