Saving and reusing resampled data
I have written a custom data feed which resamples large amounts of tick data. That is of course quite slow. When tick data is not necessary I would like to start with less granular data.
I know that I can add a writer to the resampler, however the output is not immediately useable as a data source. Is there some simple way to resample and output a usable data file?
@alexan CSV writer to CSV reader?
Writerproduces reusable output.
In any case you can write each set of OHLC prices to a file during next
print('','.join((self.data.datetime.datetime(0).isoformat(), str(self.data.close, ...))), file=myfile)