great post
https://medium.com/python-data/time-series-aggregation-techniques-with-python-a-look-at-major-cryptocurrencies-a9eb1dd49c1b
Time Series Aggregation Techniques with Python: A look at Major Cryptocurrencies
but may you help find code

Inside Bollinger Bands Tutorial.py, there's some minor rework required.

item[’30 Day STD’] = item[‘Adj Close’].rolling(window=20).std()

should become

item[’30 Day STD’] = item[‘Adj Close’].rolling(window=20).std(ddof=0)
(this is because the standard deviation is being calculated against a population, not a sample)

Hope that is of assistance.

Cheers,
Richard.

These are very important numbers when it comes to portfolios and I could help in implementing them.