Comments (3)
ranaroussi
commented on May 18, 2024
I plan on adding a daily bar db real soon. In the meantime you should resample your daily bars to minute bars before preloading
min_df = daily_df.resample("1T").last().ffill()from qtpylib.
ricpruss
commented on May 18, 2024
I think I am going to try get a real data provider. Using IB like for data seems flaky.
Thanks for the note. I would love to chat sometime on your experience if you.
…-Ric Pruss
On 18 April 2017 at 8:39:55 pm, Ran Aroussi ([email protected]) wrote:
I plan on adding a daily bar db real soon. In the meantime you should resample your daily bars to minute bars before preloading
min_df = daily_df.resample("1T").last().ffill()
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from qtpylib.
webberd1wei
commented on May 18, 2024
Any suggestion to how to manage daily and intraday bars? Is aggregating the intraday bars to get the daily bar a good way to go?
from qtpylib.
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