how do you guys store and process your mutli time frame data?
I have 1 minute data indexed by time stored in hdf5.
o h l c
b'dt'
2017-01-29 23:01:00 1.0711 1.0711 1.0710 1.0710
I was wondering how do you store for example 1 hour or daily data (resample('1440T')) and then for example calculate MAs or ATR on higher time frame data?
I have 1 minute data indexed by time stored in hdf5.
o h l c
b'dt'
2017-01-29 23:01:00 1.0711 1.0711 1.0710 1.0710
I was wondering how do you store for example 1 hour or daily data (resample('1440T')) and then for example calculate MAs or ATR on higher time frame data?