quantlab.utils.resample#
Shared pieces of the resample contract: config checks, bucket labels, paths.
A resample aggregates a (timestamp, symbol) panel onto a coarser
regular time grid, one aggregation method per variable. Datasets and factors
carry the request in their config (resample_freq and resample_how),
map each source timestamp to the bar it belongs to, and hand the grouping to
their storage backend. The helpers here are the parts of that contract both
layers share; the backend’s resample does the grouping itself.
Functions
Refuse a resample onto a grid no coarser than the panel's own bars. |
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Return each timestamp's bar, floored on the UTC clock. |
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Return the length of a |
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Return the store a resampled object reads and writes. |
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Return one method per variable of the panel being resampled. |
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Return each timestamp's bar inside its trading session. |
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Return the most common spacing of |
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Check a config's |