Fix python script

Closed Posted 4 years ago Paid on delivery
Closed Paid on delivery

Fix script in the attached file: create_dataset_from_dir

In M1 there are pair of files: bid and ask for each symbol.

Input is list of symbols such as ['EURUSD', 'USDJPY'.....], period such as M15 (15 minutes bars), M5, H1, H4, D1 etc, start_dare, end_date.

Output should be h5 file with 3 dimensions: symbols(instruments), bud+ask+price for eevery symbols and ohlc (open high low close bars). Script reads pairs with glob model into dataframe, resample data from 1 minutes to the desired period and output to h5 file.

Script is almost done but needs some fixing.

This is how to resample:

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File to download with script, sample data and sample output datasets is here:

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Python Data Processing Data Science

Project ID: #24831942

About the project

7 proposals Remote project Active 3 years ago

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ashikmohann

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alihasnat51

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rtsnh45

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