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Direct MessagesDate/Time: Thu, 02 May 2024 23:59:00 +0000
Post From: Python for Sierra Chart
| [2023-01-12 19:33:42] |
| User726340 - Posts: 30 |
|
I run below test.py few times, and i see same close value before and after sampling. # test.py df = get_scid_df(scid_file_path, 1024 * 1024) print(df[["Close"]][-5:]) df_1min = ( df.resample("1Min") .agg( { "Open": "first", "High": "max", "Low": "min", "Close": "last", "Volume": "sum", "Trades": "sum", "BidVolume": "sum", "AskVolume": "sum", } ) .ffill() ) print(df_1min[["Close"]][-5:]) |