/py-market-profile

A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.

Primary LanguagePythonOtherNOASSERTION

Overview

Travis-CI Build Status

A library to calculate Market Profile (Volume Profile) from a Pandas DataFrame. This library expects the DataFrame to have an index of timestamp and columns for each of the OHLCV values.

  • Free software: BSD license

Installation

pip install marketprofile

Documentation

[Example](https://github.com/stoictrader/py-market-profile/blob/master/examples/example_nf.py)

[What is Market Profile](https://medium.com/@beinghorizontal/bot-primer-part-2-market-profile-cc6d8fbc7769)

Development

To run the all tests run:

tox