Skip to main content

load_panel

Function load_panel 

Source
pub fn load_panel<S: ObjectSource + Sync>(
    source: &S,
    symbols: &[String],
    field: Field,
    from: i32,
    to: i32,
    dir: &str,
) -> Result<Panel, DataError>
Expand description

Read the per-symbol price file for each symbol (probing .csv.gz, then .parquet when that feature is on, then .csv; format detected from content), extract field, filter to [from, to] (inclusive, YYYYMMDD), and assemble a Panel: rows = sorted union of all kept days, columns = symbols in the given order. Missing cells (and symbols with no file) are NaN. dir defaults to PRICES_DIR at call sites.