OHLC Toolkit

A flexible Python toolkit for working with OHLC (Open, High, Low, Close) market data.

Installation

The project is available on PyPI:

pip install ohlc-toolkit

Features

• Read OHLC data from CSV files, with built-in data quality checks
• Includes a downloader for sample datasets of BTC/USD 1-minute OHLC data from ff137/bitstamp-btcusd-minute-data
• Process 1-minute OHLC data into whatever timeframe you want -- e.g. to 15-minute, 1-hour, 1-day, or even arbitrary timeframe definitions like 3d1h7m!

Coming soon™️ (actively developing):

• Calculate technical indicators
• Compute metrics for 'future' price-changes

All of the above features will enable you to generate extensive training data for machine learning models, whether for research or trading, to predict future price changes based on technical indicators.

Examples

See the examples directory for examples of how to use the toolkit.

Run the example script to see how the toolkit works:

# Clone the repository
git clone https://github.com/ff137/ohlc-toolkit.git
cd ohlc-toolkit

# Create and activate a virtual environment
python -m venv .venv
source .venv/bin/activate

# Install dependencies
pip install poetry
poetry install

# Run the example script
python examples/basic_usage.py

Support

If you need any help or have any questions, please feel free to open an issue or contact me directly.

We hope this repo makes your life easier! If it does, please give us a star! ⭐