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.