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Mark Aron Szulyovszky
b656f790f5
* feat(Data): resample exogenous/other datasource when their frequency is different * fix(Linter): ran * fix(Data): resampling done properly
17 lines
450 B
Python
17 lines
450 B
Python
import pandas as pd
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def resample_ohlc(df, period):
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output = pd.DataFrame()
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period = period.replace("m", "T")
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if "open" in df.columns:
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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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else:
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output = df.resample(period).ffill()
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return output
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