Convert the fractal field to pandas offset aliases. This will allow the user to specify custom analysis periods. AlphaPy will fetch data from the source (specified in schema) and then the user can choose to resample to the given duration, as specified by fractal in the market.yml file.
mrconway
commented
6 years ago
Convert the fractal field to pandas offset aliases. This will allow the user to specify custom analysis periods. AlphaPy will fetch data from the source (specified in schema) and then the user can choose to resample to the given duration, as specified by fractal in the market.yml file.