Live OHLC V resampling
Nobody has claimed this yet.
Assessment
- Difficulty
- 5/5
- Estimated time
- Over a week
- Newbie friendliness
- 30/100
- Issue type
- Feature
- Clarity
- Needs clarification
- Activity status
- Stale
- Tech stack
- pandas, python
- Domain
- stream-processing
Research direction
No files, tests, or entry points are named in the issue. Review Streamz's existing resampling functionality and Pandas offset aliases first, then define the live OHLC price and summed-volume behavior and how completion would be verified.
Written by the indexing model from the issue text.
Description
Hello,
let's imagine you are receiving trades from an exchange (buy/sell, price, volume).
Streamz should provide a way to live resample this kind of data.
price could be resampled using OHLC (Open, High, Low, Close)
and volume could be resampled using sum
ideally Pandas offsets should be supported https://pandas.pydata.org/pandas-docs/stable/timeseries.html#offset-aliases
Kind regards
- Dominant language
- Python
- Stars
- 1.3k
- Forks
- 149
- Avg merge
- 17h 39m
- Merged PRs (30d)
- 1
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