fix
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15
README.md
15
README.md
@ -30,28 +30,31 @@ day_start = zoneNY.localize(day_start)
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day_stop = zoneNY.localize(day_stop)
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#requested AGG
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resolution = 1
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resolution = 12 #12s
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agg_type = AggType.OHLCV #other types AggType.OHLCV_VOL, AggType.OHLCV_DOL, AggType.OHLCV_RENKO
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exclude_conditions = ['C','O','4','B','7','V','P','W','U','Z','F','9','M','6'] #None to defaults
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minsize = 100
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main_session_only = True
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force_remote = True
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force_remote = False
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ohlcv_df = load_data(symbol = symbol,
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data = load_data(symbol = symbol,
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agg_type = agg_type,
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resolution = resolution,
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start_date = day_start,
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end_date = day_stop,
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#exclude_conditions = None,
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minsize = 100,
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main_session_only = True,
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force_remote = False
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minsize = minsize,
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main_session_only = main_session_only,
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force_remote = force_remote,
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return_vbt = True, #returns vbt object
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verbose = True
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)
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bac_df = ohlcv_df["BAC"]
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basic_data = vbt.Data.from_data(vbt.symbol_dict(ohlcv_df), tz_convert=zoneNY)
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vbt.settings['plotting']['auto_rangebreaks'] = True
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basic_data.ohlcv.plot()
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data.ohlcv.data[symbol[0]].lw.plot()
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```
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## prepare trade cache
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