calculate the volume profile in a flexible manner!
Project description
Installation
pip install volprofile
Volume Profile Analysis Package
This package provides functions for analyzing volume profile data using Python. The package includes the following functions:
Functions
getVP(df: pd.DataFrame, nBins: int = 20) -> pd.DataFrame
This function takes a Pandas DataFrame with columns price and volume, and returns a DataFrame consisting of minPrice, maxPrice, and aggregateVolume for each price bin.
getVPWithOHLC(df: pd.DataFrame, nBins: int = 20) -> pd.DataFrame
This function takes a Pandas DataFrame with columns open, high, low, close, and volume, and returns a DataFrame consisting of minPrice, maxPrice, and aggregateVolume for each price bin. It uses the OHLC data to calculate more accurate price bins.
getKMaxBars(volprofile_result: pd.DataFrame, k: int) -> pd.DataFrame
This function takes a DataFrame generated by getVP or getVPWithOHLC, and returns the top k price bins with the highest aggregate volume.
getUnusualIncreasingBars(df: pd.DataFrame, isUpward: bool) -> pd.DataFrame
This function takes a DataFrame generated by getVP or getVPWithOHLC, and returns the price bins that have experienced unusual increases in volume. The isUpward parameter determines whether to search for upward or downward trends.
plot(df: pd.DataFrame, price) -> None
This function takes a DataFrame generated by getVP or getVPWithOHLC, and a price series, and generates a plot of the volume profile. Installation
To install the package, run:
pip install volprofile
Example Usage
import pandas as pd
from volprofile import getVP, plot
# Load data
df = pd.read_csv('mydata.csv')
# Calculate volume profile
vp = getVPWithOHLC(df)
# Plot volume profile
plot(vp, df['price'])
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