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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


pip install marketprofile


You can view a Jupyter notebook of an example here:


(Coming soon)

What is Market Profile and How are these calculated?


To run the all tests run:


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