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Hi there,
Our team use python [Pandas](https://github.com/pandas-dev/pandas) to calculate OHLC in a Trade system for a long time, now we want to use RUST to rebuild the system for higher performanc…
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**Describe the bug**
On Jupyter Notebook, I try to plot a stock dataframe which has DatetimeIndex as index and 4 column Open, High, Low, Close. But no matter what `type` i choose, i always get a line…
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Just tried to test the SmoothOperator from the Repo ... following error coming from the resample function (last section of the code)?
What is wrong here?
```
2020-10-27 22:18:29,931 - freqtrade…
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Hi,
when the resolution of the plot is at the point where the daily candles are just visible, I observe their candle bodies to disappear during horizontal scrolling.
It would be very helpful if …
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### Background
There is general agreement stock prices are lognormal, there is less agreement if returns are lognormal or normal. Some people [say](https://stats.stackexchange.com/questions/125761/…
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I have a data frame of daily QQQ historical prices. I resampled the "Adj Close" to 10-day and the volume with a sum function. I added the resampled volume to the "Adj Close" data frame.
I'm able to …
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Hi Kevin,
Thanks for pandas_ta. Just wondering if you could provide examples of using HA candle in a strategy. My strategy uses HA and EMA to determine the state of a stock for trading
Thanks,…
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Hi guys, I found out that when I use resamply_apply, using 2 sets of data, only 1 set is resampled.
The other set is not resampled.
In the example, self.weekly_rsi = resample_apply('W-FRI', RSI, se…
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```
socket_opened = False
def event_handler_quote_update(message):
print(f"quote update {message}")
def open_callback():
global socket_opened
socket_opened = True
alice.start_we…