resample_candles#
- resample_candles(df, new_timedelta)[source]#
Downsample OHLCV candles or liquidity samples to less granular time bucket.
E.g. transform 1h candles to 24h candles.
Example:
single_pair_candles = raw_candles.loc[raw_candles["pair_id"] == pair.pair_id] single_pair_candles = single_pair_candles.set_index("timestamp", drop=False) monthly_candles = upsample_candles(single_pair_candles, TimeBucket.d30) assert len(monthly_candles) <= len(single_pair_candles) / 4