day0market / go-compress-candles

Small GO tool to convert intraday OHLC to enriched daily OHLC

GO tools to compress 1 min OHLC to Daily OHLC

You can use it to compress 1 min OHLC to enriched daily bars (With high time, low time, highs and lows by hours, high and low with excluded first candle). Works only for US stocks.

Input (replace constants in main.go):

1. SOURCE_FOLDER: path to folder with 1 minutes bars. It should have 1 file for each stock. File format: 'Datetime (YYYYmmddHHMMSS)', 'Open', 'High', 'Low', 'Close', 'Volume' - comma separated, one ohlc per line. Check example on test_files folder
2. DEST_FOLDER: path where you want store created daily quotes
3. FILE_MASK - use only this files extension from

How to run

Compile as folder and run :)