This project forked from bfolkens/py-market-profile
A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.
License: Other
A library to calculate Market Profile (Volume Profile) from a Pandas DataFrame. This library expects the DataFrame to have an index of timestamp and columns for each of the OHLCV values.
pip install marketprofile
You can view a Jupyter notebook of an example here: https://github.com/bfolkens/py-market-profile/blob/master/examples/example.ipynb
(Coming soon)
What is Market Profile and How are these calculated?
To run the all tests run:
tox
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