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Upsampling External Data #480122
05/21/20 15:04
05/21/20 15:04
Joined: Dec 2019
Posts: 53
ozgur Offline OP
Junior Member
ozgur  Offline OP
Junior Member

Joined: Dec 2019
Posts: 53
Hi all,

I download external OHLC data in a csv file and parse/load it during runtime. The csv file have 1 minute OHLC however I'd like to resample it to 60 min OHLC. I prefer relying on Zorro's internal algorithm than writing my custom function.. Is there a Zorro function exposed to end-user to achieve this? I couldn't find any in the manual.

Thanks a lot.

Re: Upsampling External Data [Re: ozgur] #480126
05/21/20 15:55
05/21/20 15:55
Joined: Dec 2014
Posts: 204
Germany
Smon Offline
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Smon  Offline
Member

Joined: Dec 2014
Posts: 204
Germany
You could use the scripts I'm using as a starting point: https://opserver.de/ubb7/ubbthreads.php?ubb=showflat&Number=473310#Post473310

But I think, there is an easier way with the CSV to history script that comes with Zorro. You will find it in the scripts folder.

Re: Upsampling External Data [Re: ozgur] #480134
05/21/20 18:06
05/21/20 18:06
Joined: Dec 2019
Posts: 53
ozgur Offline OP
Junior Member
ozgur  Offline OP
Junior Member

Joined: Dec 2019
Posts: 53
Thanks Smon. Just to clarify, as far as I see, resampling happens in your python script ['split_file' function] not in c file, am i correct?

Unfortunately, CSV to History script only converts csv format to t6 format as it is, without any resampling.

I was hoping to make Zorro resample external price data during runtime; similar to how Zorro resamples t6 files with BarPeriod when price data added as an asset.

Cheers.


Moderated by  Petra 

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