twosigma / twosigma/flint

Expose close summarizer to Python API

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Scala
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Description

I have been using the Summarizers (mean, count, max, min) from the Python API in the last couple of weeks. I use them jointly with a clock, which gives me uniform timestamps of one minute bars. Now I was wondering if it is possible to have a summerizer in Python which gives me the close value (last value of the interval). I am dealing with price data and I saw that the Scala implementation of the summarizers have the "close" functionality. Is it possible to expose this summarizer into the Python API?

Thank you very much for your support

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