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nb module ¶

Numba-compiled functions for OHLCV.

Note

vectorbt treats matrices as first-class citizens and expects input arrays to be 2-dim, unless function has suffix _1d or is meant to be input to another function. Data is processed along index (axis 0).

ohlc_every_1d_nb function ¶

ohlc_every_1d_nb(
    price,
    n
)

Aggregate every n price points into an OHLC point.