/kline-to-dollarbars

Primary LanguagePythonMIT LicenseMIT

kline-to-dollarbars

Just a simple dollarbar generation script from the klines with lower granularities like 1m or 5m etc

prepare environment

virtualenv -p python3.9 env && source env/bin/activate && pip install -r requirements.txt

klines requirements

csv file with lower granularity must have following columns

datetime (ie 2018-01-12 06:00:00 etc)
Open
High
Low
Close
Volume

usage

python generate_dollarbar.py <klines_path.csv> <dollar amount>

python generate_dollarbar.py /home/sambu/data/BTCUSDT.csv 13000000