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9 lines
308 B
Python
9 lines
308 B
Python
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import pandas as pd
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def resample_ohlc(df, period):
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output = pd.DataFrame()
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output['open'] = df.open.resample(period).first()
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output['high'] = df.high.resample(period).max()
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output['low'] = df.low.resample(period).min()
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output['close'] = df.close.resample(period).last()
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return output
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