{"id":34079998,"url":"https://github.com/bfolkens/py-market-profile","last_synced_at":"2025-12-14T11:07:31.397Z","repository":{"id":53339383,"uuid":"105733045","full_name":"bfolkens/py-market-profile","owner":"bfolkens","description":"A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.","archived":false,"fork":false,"pushed_at":"2023-10-30T13:39:12.000Z","size":53,"stargazers_count":380,"open_issues_count":0,"forks_count":131,"subscribers_count":31,"default_branch":"master","last_synced_at":"2025-09-03T12:56:18.532Z","etag":null,"topics":["finance","quant","trading","trading-algorithms","trading-strategies"],"latest_commit_sha":null,"homepage":null,"language":"Python","has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":"other","status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/bfolkens.png","metadata":{"files":{"readme":"README.rst","changelog":null,"contributing":"CONTRIBUTING.rst","funding":".github/FUNDING.yml","license":"LICENSE","code_of_conduct":null,"threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":null,"support":null},"funding":{"github":"bfolkens"}},"created_at":"2017-10-04T04:55:28.000Z","updated_at":"2025-08-19T02:06:20.000Z","dependencies_parsed_at":"2022-08-13T02:31:20.147Z","dependency_job_id":null,"html_url":"https://github.com/bfolkens/py-market-profile","commit_stats":null,"previous_names":[],"tags_count":8,"template":false,"template_full_name":null,"purl":"pkg:github/bfolkens/py-market-profile","repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/bfolkens%2Fpy-market-profile","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/bfolkens%2Fpy-market-profile/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/bfolkens%2Fpy-market-profile/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/bfolkens%2Fpy-market-profile/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/bfolkens","download_url":"https://codeload.github.com/bfolkens/py-market-profile/tar.gz/refs/heads/master","sbom_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/bfolkens%2Fpy-market-profile/sbom","scorecard":{"id":235885,"data":{"date":"2025-08-11","repo":{"name":"github.com/bfolkens/py-market-profile","commit":"a40ad39e3e80ac4f38f13c5de3ad08d86446f1be"},"scorecard":{"version":"v5.2.1-40-gf6ed084d","commit":"f6ed084d17c9236477efd66e5b258b9d4cc7b389"},"score":1.6,"checks":[{"name":"SAST","score":0,"reason":"no SAST tool detected","details":["Warn: no pull requests merged into dev branch"],"documentation":{"short":"Determines if the project uses static code analysis.","url":"https://github.com/ossf/scorecard/blob/f6ed084d17c9236477efd66e5b258b9d4cc7b389/docs/checks.md#sast"}},{"name":"Code-Review","score":0,"reason":"Found 0/30 approved changesets -- score normalized to 0","details":null,"documentation":{"short":"Determines if the project requires human code review before pull requests (aka merge requests) are merged.","url":"https://github.com/ossf/scorecard/blob/f6ed084d17c9236477efd66e5b258b9d4cc7b389/docs/checks.md#code-review"}},{"name":"Maintained","score":0,"reason":"0 commit(s) and 0 issue activity found in the last 90 days -- score normalized to 0","details":null,"documentation":{"short":"Determines if the project is \"actively maintained\".","url":"https://github.com/ossf/scorecard/blob/f6ed084d17c9236477efd66e5b258b9d4cc7b389/docs/checks.md#maintained"}},{"name":"Token-Permissions","score":-1,"reason":"No tokens found","details":null,"documentation":{"short":"Determines if the project's workflows follow the principle of least privilege.","url":"https://github.com/ossf/scorecard/blob/f6ed084d17c9236477efd66e5b258b9d4cc7b389/docs/checks.md#token-permissions"}},{"name":"Packaging","score":-1,"reason":"packaging workflow not detected","details":["Warn: no GitHub/GitLab publishing workflow detected."],"documentation":{"short":"Determines if the project is published as a package that others can easily download, install, easily update, and uninstall.","url":"https://github.com/ossf/scorecard/blob/f6ed084d17c9236477efd66e5b258b9d4cc7b389/docs/checks.md#packaging"}},{"name":"Binary-Artifacts","score":10,"reason":"no binaries found in the repo","details":null,"documentation":{"short":"Determines if the project has generated executable (binary) artifacts in the source repository.","url":"https://github.com/ossf/scorecard/blob/f6ed084d17c9236477efd66e5b258b9d4cc7b389/docs/checks.md#binary-artifacts"}},{"name":"Dangerous-Workflow","score":-1,"reason":"no workflows found","details":null,"documentation":{"short":"Determines if the project's GitHub Action workflows avoid dangerous patterns.","url":"https://github.com/ossf/scorecard/blob/f6ed084d17c9236477efd66e5b258b9d4cc7b389/docs/checks.md#dangerous-workflow"}},{"name":"CII-Best-Practices","score":0,"reason":"no effort to earn an OpenSSF best practices badge detected","details":null,"documentation":{"short":"Determines if the project has an OpenSSF (formerly CII) Best Practices Badge.","url":"https://github.com/ossf/scorecard/blob/f6ed084d17c9236477efd66e5b258b9d4cc7b389/docs/checks.md#cii-best-practices"}},{"name":"Security-Policy","score":0,"reason":"security policy file not detected","details":["Warn: no security policy file detected","Warn: no security file to analyze","Warn: no security file to analyze","Warn: no security file to analyze"],"documentation":{"short":"Determines if the project has published a security policy.","url":"https://github.com/ossf/scorecard/blob/f6ed084d17c9236477efd66e5b258b9d4cc7b389/docs/checks.md#security-policy"}},{"name":"Fuzzing","score":0,"reason":"project is not fuzzed","details":["Warn: no fuzzer integrations found"],"documentation":{"short":"Determines if the project uses fuzzing.","url":"https://github.com/ossf/scorecard/blob/f6ed084d17c9236477efd66e5b258b9d4cc7b389/docs/checks.md#fuzzing"}},{"name":"License","score":9,"reason":"license file detected","details":["Info: project has a license file: LICENSE:0","Warn: project license file does not contain an FSF or OSI license."],"documentation":{"short":"Determines if the project has defined a license.","url":"https://github.com/ossf/scorecard/blob/f6ed084d17c9236477efd66e5b258b9d4cc7b389/docs/checks.md#license"}},{"name":"Signed-Releases","score":-1,"reason":"no releases found","details":null,"documentation":{"short":"Determines if the project cryptographically signs release artifacts.","url":"https://github.com/ossf/scorecard/blob/f6ed084d17c9236477efd66e5b258b9d4cc7b389/docs/checks.md#signed-releases"}},{"name":"Pinned-Dependencies","score":0,"reason":"dependency not pinned by hash detected -- score normalized to 0","details":["Warn: containerImage not pinned by hash: Dockerfile:1: pin your Docker image by updating python:3 to python:3@sha256:b3e52dd22ff14e2e6dcbc0f028f743dc037c74258e9af3d0a2fd8e6617d94d72","Warn: pipCommand not pinned by hash: Dockerfile:6","Info:   0 out of   1 containerImage dependencies pinned","Info:   0 out of   1 pipCommand dependencies pinned"],"documentation":{"short":"Determines if the project has declared and pinned the dependencies of its build process.","url":"https://github.com/ossf/scorecard/blob/f6ed084d17c9236477efd66e5b258b9d4cc7b389/docs/checks.md#pinned-dependencies"}},{"name":"Branch-Protection","score":0,"reason":"branch protection not enabled on development/release branches","details":["Warn: branch protection not enabled for branch 'master'"],"documentation":{"short":"Determines if the default and release branches are protected with GitHub's branch protection settings.","url":"https://github.com/ossf/scorecard/blob/f6ed084d17c9236477efd66e5b258b9d4cc7b389/docs/checks.md#branch-protection"}},{"name":"Vulnerabilities","score":0,"reason":"10 existing vulnerabilities detected","details":["Warn: Project is vulnerable to: PYSEC-2021-856 / GHSA-5545-2q6w-2gh6","Warn: Project is vulnerable to: GHSA-6p56-wp2h-9hxr","Warn: Project is vulnerable to: PYSEC-2019-108 / GHSA-9fq2-x9r6-wfmf","Warn: Project is vulnerable to: PYSEC-2021-857 / GHSA-f7c7-j99h-c22f","Warn: Project is vulnerable to: GHSA-fpfv-jqm9-f5jm","Warn: Project is vulnerable to: PYSEC-2017-1 / GHSA-frgw-fgh6-9g52","Warn: Project is vulnerable to: PYSEC-2020-73","Warn: Project is vulnerable to: PYSEC-2019-156 / GHSA-xp76-357g-9wqq","Warn: Project is vulnerable to: PYSEC-2023-102","Warn: Project is vulnerable to: PYSEC-2023-114"],"documentation":{"short":"Determines if the project has open, known unfixed vulnerabilities.","url":"https://github.com/ossf/scorecard/blob/f6ed084d17c9236477efd66e5b258b9d4cc7b389/docs/checks.md#vulnerabilities"}}]},"last_synced_at":"2025-08-17T05:44:53.838Z","repository_id":53339383,"created_at":"2025-08-17T05:44:53.838Z","updated_at":"2025-08-17T05:44:53.838Z"},"host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":286080680,"owners_count":27727007,"icon_url":"https://github.com/github.png","version":null,"created_at":"2022-05-30T11:31:42.601Z","updated_at":"2022-07-04T15:15:14.044Z","status":"online","status_checked_at":"2025-12-14T02:00:11.348Z","response_time":56,"last_error":null,"robots_txt_status":"success","robots_txt_updated_at":"2025-07-24T06:49:26.215Z","robots_txt_url":"https://github.com/robots.txt","online":true,"can_crawl_api":true,"host_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub","repositories_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories","repository_names_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repository_names","owners_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners"}},"keywords":["finance","quant","trading","trading-algorithms","trading-strategies"],"created_at":"2025-12-14T11:07:30.538Z","updated_at":"2025-12-14T11:07:31.392Z","avatar_url":"https://github.com/bfolkens.png","language":"Python","funding_links":["https://github.com/sponsors/bfolkens"],"categories":[],"sub_categories":[],"readme":"==============\nMarket Profile\n==============\n\n.. image:: https://api.travis-ci.org/bfolkens/py-market-profile.svg?branch=master\n    :alt: Travis-CI Build Status\n    :target: https://travis-ci.org/bfolkens/py-market-profile\n\n.. image:: https://readthedocs.org/projects/marketprofile/badge/?version=latest\n    :target: https://marketprofile.readthedocs.io/en/latest/?badge=latest\n    :alt: Documentation Status\n\n\nA library to calculate Market Profile (Volume Profile) from a Pandas DataFrame.  This library expects the DataFrame to have an index of ``timestamp`` and columns for each of the OHLCV values.\n\n\n* Free software: BSD license\n\nInstallation\n============\n\n::\n\n    pip install marketprofile\n\nExample\n=======\n\nYou can view a Jupyter notebook of an example with charts here: `\u003chttps://github.com/bfolkens/py-market-profile/blob/master/examples/example.ipynb\u003e`_\n\nPull in some data to play with:\n\n   \u003e\u003e\u003e from market_profile import MarketProfile\n   \u003e\u003e\u003e import pandas_datareader as data\n   \u003e\u003e\u003e amzn = data.get_data_yahoo('AMZN', '2019-12-01', '2019-12-31')\n\nCreate the MarketProfile object from a Pandas DataFrame:\n\n   \u003e\u003e\u003e mp = MarketProfile(amzn)\n   \u003e\u003e\u003e mp_slice = mp[amzn.index.min():amzn.index.max()]\n\nOnce you've chosen a slice, you can return the profile series:\n\n   \u003e\u003e\u003e mp_slice.profile\n   Close\n   1739.25    2514300\n   1740.50    2823800\n   1748.75    2097600\n   1749.55    2442800\n   1751.60    3117400\n   1760.35    3095900\n   1760.70    2670100\n   1760.95    2745700\n   1769.25    3145200\n   1770.00    3380900\n   1781.60    3925600\n   1784.05    3351400\n   1786.50    5150800\n   1789.25     881300\n   1790.70    3644400\n   1792.30    2652800\n   1793.00    2136400\n   1846.90    3674700\n   1847.85    2506500\n   1868.80    6005400\n   1869.85    6186600\n   Name: Volume, dtype: int64\n\nOr you can also access individual attributes and properties:\n\n   \u003e\u003e\u003e mp_slice.initial_balance()\n   (1762.680054, 1805.550049)\n\n   \u003e\u003e\u003e mp_slice.open_range()\n   (1762.680054, 1805.550049)\n\n   \u003e\u003e\u003e mp_slice.poc_price\n   1869.850000\n\n   \u003e\u003e\u003e mp_slice.profile_range\n   (1739.25, 1869.85)\n\n   \u003e\u003e\u003e mp_slice.value_area\n   (1760.95, 1869.85)\n\n   \u003e\u003e\u003e mp_slice.balanced_target\n   2000.4499999999998\n\n   \u003e\u003e\u003e mp_slice.low_value_nodes\n   Close\n   1748.75    2097600\n   1760.70    2670100\n   1784.05    3351400\n   1789.25     881300\n   1793.00    2136400\n   1847.85    2506500\n   Name: Volume, dtype: int64\n\n   \u003e\u003e\u003e mp_slice.high_value_nodes\n   Close\n   1740.5    2823800\n   1751.6    3117400\n   1781.6    3925600\n   1786.5    5150800\n   1790.7    3644400\n   1846.9    3674700\n   Name: Volume, dtype: int64\n\n\nDocumentation\n=============\n\nhttps://marketprofile.readthedocs.io/\n\nWhat is `Market Profile \u003chttps://eminimind.com/the-ultimate-guide-to-market-profile/\u003e`_ and `How are these calculated \u003chttps://www.sierrachart.com/index.php?page=doc/StudiesReference/TimePriceOpportunityCharts.html#Calculations\u003e`_?\n\nA discussion on the difference between TPO (Time Price Opportunity) and VOL (Volume Profile) chart types:\n`\u003chttps://jimdaltontrading.com/tpo-vs-volume-profile\u003e`_\n\nDevelopment\n===========\n\nTo run the all tests run::\n\n    tox\n\nDevelopment sponsored in part by Cignals, LLC. - Bitcoin `Order Flow and Footprint Charts \u003chttps://cignals.io/\u003e`_.\n\n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fbfolkens%2Fpy-market-profile","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Fbfolkens%2Fpy-market-profile","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fbfolkens%2Fpy-market-profile/lists"}