Expose close summarizer to Python API

[gbaettig]

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

[icexelloss]

@gbaettig Which close summarizer in Scala are you referring to?

[gbaettig]

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.