joao-aguilera-c / timeframe-converter

Converts any timeframe OHLC data points (e.g. crypto data) to higher timeframes

timeframe-converter

Converts any timeframe OHLC data points (e.g. crypto data) to higher timeframes

timeframe-converter aims to be te go-to library to one who needs fast, controled and time-focused conversion of his candlestick data it is built with pandas dataframes in mind and date as string, in order to make it truly universal

Installation

Checkout the sources and run setup.py:

$ python setup.py install

Supported TimeFrames

'1m', '5m', '15m', '30m', '1h', '2h', '3h', '4h', '6h', '12h', '1d', '1w', '1M', '1y'

Usage

To use the converter first you have to import the convertcandle function

from tfConverter import convertcandle

Function args:

time(pandas.Series): dataset 'Time' Column.
close(pandas.Series): dataset 'Close' column.
high(pandas.Series): dataset 'High' column.
low(pandas.Series): dataset 'Low' column.
timeframe(str): output candle time Period (see reference above).
fromtime(datetime): begin of conversion.
totime(datetime): end of conversion.
dtformat(str): string of all data input formats