Data Utilities

merge_on_local_timestamp(a, b)

Merges two data based on local timestamp.

Parameters:

• a (ndarray[Any, dtype[ScalarType]]) – First data to be merged.

• b (ndarray[Any, dtype[ScalarType]]) – Second data to be merged.

Returns:

Combined data.

Return type:

ndarray[Any, dtype[ScalarType]]

• hftbacktest.data.utils.binancefutures module
  • convert()
• hftbacktest.data.utils.binancehistmktdata module
  • convert()
  • convert_snapshot()
• hftbacktest.data.utils.snapshot module
  • create_last_snapshot()
• hftbacktest.data.utils.tardis module
  • convert()
• hftbacktest.data.utils.difforderbooksnapshot module
  • DiffOrderBookSnapshot
    • DiffOrderBookSnapshot.class_type