Build data with smarter sampling: Time bars, tick bars, volume bars, VWAP bars, dollar bars
where does the BaseBars class comes from?
Hi Guillermo,
The whole script (where the basebars class is) will be released in the last articles of this serie.
Best
where does the BaseBars class comes from?
Hi Guillermo,
The whole script (where the basebars class is) will be released in the last articles of this serie.
Best