legs maps each symbol in expr.symbols to its bars. A symbol with no
entry, or a bar the primary has and a leg does not, yields no output bar: the
series gaps there rather than carrying a stale price forward, because a
ratio against yesterday's close is a number that was never true.
Fold the legs into one synthetic series.
legsmaps each symbol inexpr.symbolsto its bars. A symbol with no entry, or a bar the primary has and a leg does not, yields no output bar: the series gaps there rather than carrying a stale price forward, because a ratio against yesterday's close is a number that was never true.volumeis deliberately absent from the result. The volume of a ratio is not a quantity anyone traded, and picking one leg's would be arbitrary.