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billpwchan / futu_algo

Futu Algorithmic Trading Solution (Python) 基於富途OpenAPI所開發量化交易程序
Apache License 2.0
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Time Interval Conversion (1M, 5M, 15M, etc.) #5

Open billpwchan opened 3 years ago

billpwchan commented 3 years ago

Use 1M interval stock data to quickly calculate other time interval-based stock data on demand.

Potential useful resources https://stackoverflow.com/questions/62373692/how-do-you-convert-1-minute-open-high-low-close-data-to-another-timeframefx-5

billpwchan commented 3 years ago

Implemented in commit 0872deb

billpwchan commented 2 years ago

35 Related issue. Cannot convert to time unit greater or equal to 60M due to non-trading hours.