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Saving and reusing resampled data
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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?
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@alexan CSV writer to CSV reader?
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The
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[0], ...))), file=myfile)