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OHLC Bar with data frequency (date, minute, hour) as input
Jay Deng
posted

Hi guys, I am sharing a wrapper that provides open/low/how/close data of given frequency
It is largely based on Jonathan's [https://www.quantopian.com/posts/python-classes-implementing-true-range-and-average-true-range-indicators][1]

[1]: Python Class Implementation of ATR

Bar class--stores the OHLC data, total volume as well as a Boolean variable PeriodIsOver
Buffer--a wrapper of deque, used by indicators that need to access previous bars or store info temporarily (i.e. ATR)

I am pretty new to Python and this piece of code is still under test so let me know if there is anything need to be improved..

Thx

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