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OHLC Toolkit

A flexible toolkit for working with OHLC (Open, High, Low, Close) data and generating custom time frames from minute data.

Features

  • Read OHLC data from CSV files
  • Process high resolution data (e.g. 1-minute interval data) into any greater time frame
  • Calculate future returns from OHLC data
  • Compute technical indicators

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A flexible toolkit for working with OHLC data

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