minute_bars.py 文件源码

def _calc_minute_index(market_opens, minutes_per_day):
    minutes = np.zeros(len(market_opens) * minutes_per_day,
                       dtype='datetime64[ns]')
    deltas = np.arange(0, minutes_per_day, dtype='timedelta64[m]')
    for i, market_open in enumerate(market_opens):
        start = market_open.asm8
        minute_values = start + deltas
        start_ix = minutes_per_day * i
        end_ix = start_ix + minutes_per_day
        minutes[start_ix:end_ix] = minute_values
    return pd.to_datetime(minutes, utc=True, box=True)