def from_ohlcs(self, ohlcs, price_type): """Set prices using a list of ohlc classes.""" dfs = [] for ohlc in ohlcs: df = DataFrame(getattr(ohlc, price_type), posix_as_dt(ohlc.timestamps)) dfs.append(df) prices = concat(dfs, join='outer', axis=1) prices.columns = [ohlc.symbol for ohlc in ohlcs] return prices.fillna(method='pad')
def datetimes(self): """Get datetimes of posix timestamps.""" return cv.posix_as_dt(self.timestamps)