ohlcv_aggregate

API documentation for tradingstrategy.direct_feed.ohlcv_aggregate Python module in Trading Strategy.

Module description

OHLCV aggregation function for Pandas

Classes

OHLCVCandle

One OHLCV candle in the direct data feed.

Functions

get_feed_for_pair(df, pair)	Get candles for a single pair.
resample_trades_into_ohlcv(df, timeframe)	Resample incoming "tick" data.
truncate_ohlcv(df, ts)	Clear the chain tip data to be written again.