Name | barcalc JSON |
Version |
0.0.1
JSON |
| download |
home_page | |
Summary | Bar data calculation routines |
upload_time | 2024-01-05 20:48:31 |
maintainer | |
docs_url | None |
author | |
requires_python | >=3.9 |
license | MIT |
keywords |
data
finance
|
VCS |
|
bugtrack_url |
|
requirements |
No requirements were recorded.
|
Travis-CI |
No Travis.
|
coveralls test coverage |
No coveralls.
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# Bar data calculation routines in Python
This package offers a variety of calculation routines arround financial bar data.
This is work in progress.
Bar data is represented as a datafrane with a `date` timestamp index
and `open`, `high`, `low`, `close`, `volume` columns all in lower case.
Data for stocks prices is always assumed adjusted.
Raw data
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