Creating bt.TimeFrame.Hours ?
Hello, I am wondering why bt.TimeFrame.Hours is not available ?
I only use hourly timeframes (1h, 2h, 4h) for my strategies, and I always have to use ohlcv data in minutes then resample:
60 minutes -> 1h
120 minutes-> 2 h
The problem is on large timeframes (2/3 years), it takes more than 15 minutes.
It would definitely be a boost up if I have to process ohlcv data in hours.
Even if I have to deal with ohlcv data in 1 hour then resample it to 4h I would process 60 times less than the actual behavior.
Thanks for any feedback !