billpwchan/futu_algo

Time Interval Conversion (1M, 5M, 15M, etc.)

billpwchan opened this issue · 2 comments

Use 1M interval stock data to quickly calculate other time interval-based stock data on demand.

Potential useful resources https://stackoverflow.com/questions/62373692/how-do-you-convert-1-minute-open-high-low-close-data-to-another-timeframefx-5

Implemented in commit 0872deb

#35 Related issue. Cannot convert to time unit greater or equal to 60M due to non-trading hours.