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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 !

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