to_pandas

Free helper: converts the screamer (values, index) tuple convention to a pandas Series (1-D) or DataFrame (2-D). Pass columns to label a 2-D result. A positional stream (index=None) gets pandas' default RangeIndex.

Signature

to_pandas(values, index=None, columns=None)

• values - a 1-D or 2-D NumPy array.

• index - a 1-D array or None (positional -> RangeIndex).

• columns - column names for a 2-D values array, or None.

Returns a pandas.Series (1-D) or pandas.DataFrame (2-D).

Example

import numpy as np
from screamer import Resample, to_pandas

v = np.arange(10.0)
k = np.arange(10, dtype=np.int64)
values, index = Resample(freq=5, agg="ohlc")(v, k)
# label the positional columns by name
df = to_pandas(values, index, columns=["open", "high", "low", "close"])