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Update gh-pages to output generated at 240cb7d
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cjdsellers committed Apr 15, 2024
1 parent dd3be4e commit 1f28132
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2 changes: 1 addition & 1 deletion nightly/api_reference/adapters/interactive_brokers.html
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Expand Up @@ -12085,7 +12085,7 @@ <h2 id="module-nautilus_trader.adapters.interactive_brokers.config">
at
</span>
<span class="pre">
0x7fe425d26b10&gt;
0x7f66cef216d0&gt;
</span>
<span class="pre">
=
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327 changes: 327 additions & 0 deletions nightly/api_reference/model/data.html
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Expand Up @@ -2157,6 +2157,15 @@
</code>
</a>
</li>
<li class="md-nav__item">
<a class="md-nav__link" href="#nautilus_trader.model.data.QuoteTick.from_raw_arrays_to_list">
<code class="docutils literal notranslate">
<span class="pre">
QuoteTick.from_raw_arrays_to_list()
</span>
</code>
</a>
</li>
<li class="md-nav__item">
<a class="md-nav__link" href="#nautilus_trader.model.data.QuoteTick.fully_qualified_name">
<code class="docutils literal notranslate">
Expand Down Expand Up @@ -2289,6 +2298,15 @@
</code>
</a>
</li>
<li class="md-nav__item">
<a class="md-nav__link" href="#nautilus_trader.model.data.TradeTick.from_raw_arrays_to_list">
<code class="docutils literal notranslate">
<span class="pre">
TradeTick.from_raw_arrays_to_list()
</span>
</code>
</a>
</li>
<li class="md-nav__item">
<a class="md-nav__link" href="#nautilus_trader.model.data.TradeTick.fully_qualified_name">
<code class="docutils literal notranslate">
Expand Down Expand Up @@ -14051,6 +14069,165 @@ <h1 id="api-reference-model-data--page-root">
</dl>
</dd>
</dl>
<dl class="py method">
<dt class="sig sig-object py" id="nautilus_trader.model.data.QuoteTick.from_raw_arrays_to_list">
<em class="property">
<span class="pre">
static
</span>
<span class="w">
</span>
</em>
<span class="sig-name descname">
<span class="pre">
from_raw_arrays_to_list
</span>
</span>
<span class="sig-paren">
(
</span>
<em class="sig-param">
<span class="n">
<span class="pre">
InstrumentId
</span>
<span class="pre">
instrument_id:
</span>
<span class="pre">
InstrumentId
</span>
</span>
</em>
,
<em class="sig-param">
<span class="n">
<span class="pre">
int
</span>
<span class="pre">
price_prec:
</span>
<span class="pre">
int
</span>
</span>
</em>
,
<em class="sig-param">
<span class="n">
<span class="pre">
int
</span>
<span class="pre">
size_prec:
</span>
<span class="pre">
int
</span>
</span>
</em>
,
<em class="sig-param">
<span class="n">
<span class="pre">
bid_prices_raw:
</span>
<span class="pre">
np.ndarray
</span>
</span>
</em>
,
<em class="sig-param">
<span class="n">
<span class="pre">
ask_prices_raw:
</span>
<span class="pre">
np.ndarray
</span>
</span>
</em>
,
<em class="sig-param">
<span class="n">
<span class="pre">
bid_sizes_raw:
</span>
<span class="pre">
np.ndarray
</span>
</span>
</em>
,
<em class="sig-param">
<span class="n">
<span class="pre">
ask_sizes_raw:
</span>
<span class="pre">
np.ndarray
</span>
</span>
</em>
,
<em class="sig-param">
<span class="n">
<span class="pre">
ts_events:
</span>
<span class="pre">
np.ndarray
</span>
</span>
</em>
,
<em class="sig-param">
<span class="n">
<span class="pre">
ts_inits:
</span>
<span class="pre">
np.ndarray
</span>
</span>
</em>
<span class="sig-paren">
)
</span>
<span class="sig-return">
<span class="sig-return-icon">
</span>
<span class="sig-return-typehint">
<span class="pre">
list
</span>
<span class="p">
<span class="pre">
[
</span>
</span>
<a class="reference internal" href="#nautilus_trader.model.data.QuoteTick" title="nautilus_trader.model.data.QuoteTick">
<span class="pre">
QuoteTick
</span>
</a>
<span class="p">
<span class="pre">
]
</span>
</span>
</span>
</span>
<a class="headerlink" href="#nautilus_trader.model.data.QuoteTick.from_raw_arrays_to_list" title="Permalink to this definition">
</a>
</dt>
<dd>
</dd>
</dl>
<dl class="py method">
<dt class="sig sig-object py" id="nautilus_trader.model.data.QuoteTick.fully_qualified_name">
<em class="property">
Expand Down Expand Up @@ -15370,6 +15547,156 @@ <h1 id="api-reference-model-data--page-root">
</dl>
</dd>
</dl>
<dl class="py method">
<dt class="sig sig-object py" id="nautilus_trader.model.data.TradeTick.from_raw_arrays_to_list">
<em class="property">
<span class="pre">
static
</span>
<span class="w">
</span>
</em>
<span class="sig-name descname">
<span class="pre">
from_raw_arrays_to_list
</span>
</span>
<span class="sig-paren">
(
</span>
<em class="sig-param">
<span class="n">
<span class="pre">
InstrumentId
</span>
<span class="pre">
instrument_id
</span>
</span>
</em>
,
<em class="sig-param">
<span class="n">
<span class="pre">
uint8_t
</span>
<span class="pre">
price_prec
</span>
</span>
</em>
,
<em class="sig-param">
<span class="n">
<span class="pre">
uint8_t
</span>
<span class="pre">
size_prec
</span>
</span>
</em>
,
<em class="sig-param">
<span class="n">
<span class="pre">
int64_t[:]
</span>
<span class="pre">
prices_raw
</span>
</span>
</em>
,
<em class="sig-param">
<span class="n">
<span class="pre">
uint64_t[:]
</span>
<span class="pre">
sizes_raw
</span>
</span>
</em>
,
<em class="sig-param">
<span class="n">
<span class="pre">
uint8_t[:]
</span>
<span class="pre">
aggressor_sides
</span>
</span>
</em>
,
<em class="sig-param">
<span class="n">
<span class="pre">
list
</span>
<span class="pre">
trade_ids
</span>
</span>
</em>
,
<em class="sig-param">
<span class="n">
<span class="pre">
uint64_t[:]
</span>
<span class="pre">
ts_events
</span>
</span>
</em>
,
<em class="sig-param">
<span class="n">
<span class="pre">
uint64_t[:]
</span>
<span class="pre">
ts_inits
</span>
</span>
</em>
<span class="sig-paren">
)
</span>
<span class="sig-return">
<span class="sig-return-icon">
</span>
<span class="sig-return-typehint">
<span class="pre">
list
</span>
<span class="p">
<span class="pre">
[
</span>
</span>
<a class="reference internal" href="#nautilus_trader.model.data.TradeTick" title="nautilus_trader.model.data.TradeTick">
<span class="pre">
TradeTick
</span>
</a>
<span class="p">
<span class="pre">
]
</span>
</span>
</span>
</span>
<a class="headerlink" href="#nautilus_trader.model.data.TradeTick.from_raw_arrays_to_list" title="Permalink to this definition">
</a>
</dt>
<dd>
</dd>
</dl>
<dl class="py method">
<dt class="sig sig-object py" id="nautilus_trader.model.data.TradeTick.fully_qualified_name">
<em class="property">
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