Multiple Timeframe.

[traderblakeq]

Hi There,

I am creating a strategy where I need multiple Timeframe.

        # Resample to daily resolution. Aggregate groups
        # using their last value (i.e. closing price at the end
        # of the day). Notice `label='right'`. If it were set to
        # 'left' (default), the strategy would exhibit
        # look-ahead bias.
        daily = close.resample('D', label='right').agg('last')

• What I seek is to have a full DataFrame available in a higher timeframe. (not just close - I could do it for each Series (OHLC), and then join them into a df, but is there a more pythonic way to do this operation?
  Any feedback is welcome.

Thank you in advance!.

Update:

Solution is:

self.price_resampled_1h = self.data.df.resample('1h', label='right').agg('last')