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SathishN/resample-1min-to-5mins

Created August 6, 2021 02:18
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resample-1min-to-5mins
def resample(df, interval='5min'):
df_s = df.copy()
df_r = df_s.resample(interval, label='right', closed='right') \
.agg({'Open': 'first',
'High': 'max',
'Low': 'min',
'Close': 'last',
'Volume': 'sum',
'OI': 'last'}).dropna()
# print(df_r.to_string())
return df_r.copy()
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