history_container.py 文件源码

def aggregate_ohlcv_panel(self,
                              fields,
                              ohlcv_panel,
                              items=None,
                              minor_axis=None):
        """
        Convert an OHLCV Panel into a DataFrame by aggregating each field's
        frame into a Series.
        """
        vals = ohlcv_panel
        if isinstance(ohlcv_panel, pd.Panel):
            vals = ohlcv_panel.values
            items = ohlcv_panel.items
            minor_axis = ohlcv_panel.minor_axis

        data = [
            self.frame_to_series(
                field,
                vals[items.get_loc(field)],
                minor_axis
            )
            for field in fields
        ]
        return np.array(data)