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A library to calculate Market Profile from a Pandas DataFrame.

Project description

Travis-CI Build Status

A library to calculate Market Profile (Volume Profile) from a Pandas DataFrame. This library expects the DataFrame to have an index of timestamp and columns for each of the OHLCV values.

  • Free software: BSD license

Installation

pip install marketprofile

Example

You can view a Jupyter notebook of an example here: examples/example.ipynb

Documentation

(Coming soon)

What is Market Profile and How are these calculated?

Development

To run the all tests run:

tox

Project details


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Filename, size & hash SHA256 hash help File type Python version Upload date
MarketProfile-0.1.4.tar.gz (19.4 kB) Copy SHA256 hash SHA256 Source None Nov 21, 2017

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