Untitled

#========================================================
def volume_bars(df, volume_column, m):
    '''
    compute volume bars

    # args
        df: pd.DataFrame()
        column: name for volume data
        m: int(), threshold value for volume
    # returns
        idx: list of indices
    '''
    t = df[volume_column]
    ts = 0
    idx = []
    for i, x in enumerate(tqdm(t)):
        ts += x
        if ts >= m:
            idx.append(i)
            ts = 0
            continue
    return idx

def volume_bar_df(df, volume_column, m):
    idx = volume_bars(df, volume_column, m)
    return df.iloc[idx]
#========================================================
def dollar_bars(df, dv_column, m):
    '''
    compute dollar bars

    # args
        df: pd.DataFrame()
        column: name for dollar volume data
        m: int(), threshold value for dollars
    # returns
        idx: list of indices
    '''
    t = df[dv_column]
    ts = 0
    idx = []
    for i, x in enumerate(tqdm(t)):
        ts += x
        if ts >= m:
            idx.append(i)
            ts = 0
            continue
    return idx

def dollar_bar_df(df, dv_column, m):
    idx = dollar_bars(df, dv_column, m)
    return df.iloc[idx]
#========================================================