1 min candle resampling pandas
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showing results for - "1 min candle resampling pandas"
Matías
17 Mar 2017
1def ohlcVolume(x):
2 if len(x):
3 ohlc={ "open":x["open"][0],"high":max(x["high"]),"low":min(x["low"]),"close":x["close"][-1],"volume":sum(x["volume"])}
4 return pd.Series(ohlc)
5
6daily=df.resample('1D').apply(ohlcVolume)
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