API documentation for tradingstrategy.utils.groupeduniverse.resample_series Python function.

resample_series(series, freq, forward_fill=False, backwards_fill=False)[source]#

Downsample or upsample liquidity series. If upsamping, use forward_fill = True to fill in the missing values.

Note, this does not apply to OHLCV candles, use :y:func:`resample_candle` and resample_price_series() for that.

  • series (Series) – Series to resample

  • freq (Timedelta) – New timedelta to resample to

  • forward_fill (bool) – Forward fill missing values if upsampling

  • backwards_fill (bool) – Backwards fill.