Comments (2)
@gbaettig Which close summarizer in Scala are you referring to?
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I thought I saw a close summarizer in the file Summarizer.scala (inside the package com.twosigma.flint.timeseries.summarize). This method is inside the trait Summarizer (it is on the line 223 in that file). I thought it would basically calculate the close value of each bar in a time series. Maybe I misunderstood that. If that is the case, are there any efforts to provide such a summarizer? It would be helpful to calculate close prices for various bars on price time series.
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