A 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.
- Free software: BSD license
pip install marketprofile
You can view a Jupyter notebook of an example here: https://github.com/bfolkens/py-market-profile/blob/master/examples/example.ipynb
(Coming soon)
What is Market Profile and How are these calculated?
To run the all tests run:
tox