A library to calculate Market Profile from a Pandas DataFrame.
Project description
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
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Source Distribution
MarketProfile-0.1.4.tar.gz
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