Overview

A library to calculate Market Profile (Volume Profile) from a Pandas DataFrame. This library expects the DataFrame to have an index of timestamp and columns for each of the OHLCV values.

• Free software: BSD license

Installation

pip install marketprofile

Example

You can view a Jupyter notebook of an example here: https://github.com/bfolkens/py-market-profile/blob/master/examples/example.ipynb

Documentation

(Coming soon)

What is Market Profile and How are these calculated?

A discussion on the difference between TPO (Time Price Opportunity) and VOL (Volume Profile) chart types: https://jimdaltontrading.com/tpo-vs-volume-profile

Development

To run the all tests run:

tox