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quantra-go-algo/resample_LTP.py Secret

Last active June 2, 2022 14:39
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resample_LTP.py
# Resample LTP column to 15 mins bars using resample function from pandas
resample_LTP = data['LTP'].resample('15Min').ohlc(_method='ohlc')
# Resample LTQ column to 15 mins bars using resample function from pandas
resample_LTQ = data['LTQ'].resample('15Min').sum()
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