Expand description
Higher-timeframe candle resampling.
Aggregates base-timeframe candles into a higher-timeframe (HTF) series using standard OHLCV rules:
- Open = first constituent bar’s open
- High = max of constituent highs
- Low = min of constituent lows
- Close = last constituent bar’s close
- Volume = sum of constituent volumes
- Timestamp = last constituent bar’s timestamp (marks bar completion)
Functions§
- base_
to_ htf_ index - Map each base-timeframe index to the most recently completed HTF bar index.
- resample
- Resample
candlesfrom their base timeframe tointerval.