https://github.com/mousazourob/stockdataresampler

Python script that resamples an instruments minute by minute candle stick data to any interval
https://github.com/mousazourob/stockdataresampler

alpha-vantage-api numpy pandas python

Last synced: 20 days ago
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Python script that resamples an instruments minute by minute candle stick data to any interval

• Host: GitHub
• URL: https://github.com/mousazourob/stockdataresampler
• Owner: MousaZourob
• Created: 2020-09-01T00:24:01.000Z (over 4 years ago)
• Default Branch: master
• Last Pushed: 2020-09-10T23:58:47.000Z (over 4 years ago)
• Last Synced: 2024-11-05T11:16:43.397Z (2 months ago)
• Topics: alpha-vantage-api, numpy, pandas, python
• Language: Python
• Homepage:
• Size: 14.6 KB
• Stars: 1
• Watchers: 1
• Forks: 1
• Open Issues: 0
• Metadata Files:
  • Readme: README.md

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README

        
# StockDataResampler

### Overview:

Stock Data Resampler is a **Python** script that resamples an instruments minute by minute candle stick data (opening, closing price, ) to whatever interval you want, creating new candlesticks for those intervals using the prior data. It recieves a stocks data using the **Alpha Vantage API**, and resamples data using the **Pandas** and **Numpy** packages for Python.

### Features:

* Free and efficient pulling of stock data from **Alpha Vantage**, which is then outputted to a CSV file

* Ability to specify from thousands of stocks to gather data from

* Resampling of data to whatever time interval you want using **Pandas**

* Correctly sorted candle sticks using **Numpy** showing proper closing, opening, high, low, and volume values

### Demo:

**Minute by minute data resampled to 3 minute candle sticks**

![d1](https://user-images.githubusercontent.com/66835262/92043859-f57a0980-ed4a-11ea-89ed-b7b8a3757b0d.png)

![d2](https://user-images.githubusercontent.com/66835262/92043912-12aed800-ed4b-11ea-8709-c5fb25d1e7d6.png)

### Libraries and Frameworks Used:

* **Pandas:** https://github.com/pandas-dev/pandas

* **Alpha Vantage API:** https://github.com/RomelTorres/alpha_vantage

* **Numpy:** https://github.com/numpy/numpy