Module Algostream_time_series.Series

A timestamped multi-column series.

Each row at index i has timestamp timestamps.{i} and value columns.(j).{i} for column j. The optional validity.{i} (int8 0/1) flags whether that row is real (1) or a fill / placeholder (0). Used by alignment + interpolation.

type t = {
  1. symbol : string;
  2. timestamps : (int64, Stdlib.Bigarray.int64_elt, Stdlib.Bigarray.c_layout) Stdlib.Bigarray.Array1.t;
  3. columns : (string * (float, Stdlib.Bigarray.float64_elt, Stdlib.Bigarray.c_layout) Stdlib.Bigarray.Array1.t) array;
  4. validity : (int, Stdlib.Bigarray.int8_unsigned_elt, Stdlib.Bigarray.c_layout) Stdlib.Bigarray.Array1.t;
}
val length : t -> int
val column : t -> name:string -> (float, Stdlib.Bigarray.float64_elt, Stdlib.Bigarray.c_layout) Stdlib.Bigarray.Array1.t option
val is_valid : t -> int -> bool
val of_bars : symbol:string -> Bar.t array -> t

Build a series from a list of Bar.t. Columns are open/high/low/close/volume.