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https://github.com/andi611/ohlc-extraction-fintech

The goal of this work is to compute the OHLC (open, high, low, close) prices of 台指期 within a given date based on minute-based trading record, implementation in Python.
https://github.com/andi611/ohlc-extraction-fintech

algorithm fintech ohlc

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The goal of this work is to compute the OHLC (open, high, low, close) prices of 台指期 within a given date based on minute-based trading record, implementation in Python.

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