is there any existing code collecting data to generate pandas time series about yliveticker HOT 4 OPEN

@FlynnMa This sounds interesting. Can you elaborate more? I could imagine using the library for pumping data into time series db with near real time and cold processing capabilities around it. But for me it is more like how you use the lib and not about implementation of the lib. What's your idea?

from yliveticker.

Hi,

Here is a quick pandas based time series for example, it looks like:

Here is piece of code fetching data use yfinance for your reference

import yfinance as yf
sym = 'AAPL'


apple = yf.Ticker(sym)
apple_dataframe = apple.history(period='1d', interval='1m')
apple_dataframe

once you got a time series based dataframe, it can be easily resampled like:

 ohlcv_dict = {
                'Open': 'first',
                'High': 'max',
                'Low': 'min',
                'Close': 'last',
                'Volume': 'sum'}
apple_dataframe = apple_dataframe .resample('10min').agg(ohlcv_dict)

from yliveticker.

Ok, got you. Would like this functionality to be added to this lib or better another separate lib?

from yliveticker.

I would suggest add into this lib,
For most data analysis, the time series based data would enable everyone's life easier, or else I am afraid all of them will need to do the data cooking before they can go.

from yliveticker.