{"repo":"srlcarlg/renkodf","free":true,"listed":false,"github":"https://github.com/srlcarlg/renkodf","clone":"git clone https://github.com/srlcarlg/renkodf.git","description":"Transform Tick Data into OHLCV Renko Dataframe!","language":"Python","stars":42,"topics":["finance","market-data","python","renko","renko-bars","renko-chart","stock-market","technical-analysis"],"license":"MIT","category":"trading","readme_excerpt":"renkodf Transform Tick Data into OHLCV Renko Dataframe! ----- Installation     pip install renkodf or just copy renkodf.py file to your project! - renkodf requires pandas, numpy and mplfinance --- Content - Usage - Animation/Realtime Renko Chart - Performance - Is the Renko chart calculated correctly? - References --- Usage There are two classes available: Renko(df, brick size) To create Renko OHLCV dataframe with existing Ticks data. RenkoWS(timestamp, price, brick size, external df, ts unit) To create real-time Renko charts, usually over a WebSocket connection. Let's start with the first class, load a Pandas DataFrame containing Ticks Data, for example: ask close spread datetime 2023-06-23 00:00:00.335 0.85950 0.85945 0.00005 2023-06-23 00:00:00.541 0.85951 0.85944 0.00007 2023-06-23 00:00:02.106 0.85950 0.85944 0.00006 2023-06-23 00:00:02.487 0.85950 0.85945 0.00005 2023-06-23 00:00:04.359 0.85951 0.85945 0.00006 --- Only two columns are required: close : Mandatory. datetime : If is not present, the index will be used. After importing renkodf and setting brick size , just call renko df() with the chosen mode name. See all available modes in renkodf modes.ipynb open high low close volume datetime 2023-06-23 01:21:58.333 0.8595 0.8598 0.8595 0.8598 3458 2023-06-23 01:33:24.996 0.8598 0.8601 0.8598 0.8601 571 2023-06-23 03:18:30.345 0.8601 0.8604 0.8601 0.8604 4993 2023-06-23 04:40:26.851 0.8604 0.8607 0.8604 0.8607 3358 2023-06-23 05:15:54.438 0.8604 0.8604 0.","default_branch":null,"files":null,"tree":[],"storefront":"/r/srlcarlg","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/srlcarlg/renkodf/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}