history_container.py 文件源码

def frame_to_series(self, field, frame, columns=None):
        """
        Convert a frame with a DatetimeIndex and sid columns into a series with
        a sid index, using the aggregator defined by the given field.
        """
        if isinstance(frame, pd.DataFrame):
            columns = frame.columns
            frame = frame.values

        if not len(frame):
            return pd.Series(
                data=(0 if field == 'volume' else np.nan),
                index=columns,
            ).values

        if field in ['price', 'close']:
            # shortcircuit for full last row
            vals = frame[-1]
            if np.all(~np.isnan(vals)):
                return vals
            return ffill(frame)[-1]
        elif field == 'open':
            return bfill(frame)[0]
        elif field == 'volume':
            return np.nansum(frame, axis=0)
        elif field == 'high':
            return np.nanmax(frame, axis=0)
        elif field == 'low':
            return np.nanmin(frame, axis=0)
        else:
            raise ValueError("Unknown field {}".format(field))