market-profile

A library that generates Market Profile from OHLC data


Keywords
python, finance, market, profile, quant, stock, crypto
License
MIT
Install
pip install market-profile==0.1.1

Documentation

Market Profile

Market Profile is a trading technique that was devised by J. Peter Steidlmayer in the 1980s.
This project takes OHLC(Open, High, Low and Close) data as input in the the form of a Python List or Pandas Dataframe and generates a market profile for the same. The market profile can be saved as a csv or can be further used for making trading decisions.
Look up the example in examples folder to know about usage.

There are two types of market-profiles that can be generated.

  1. Normal Profile (where each time frame is distinct)
  2. Compacted Profile (where timeframes are compacted)

Command Line Usage

Use market-profile/profile_command_line.py for command line.
Example:

python profile_command_line.py [location of csv] [duration(ms)] --compact [t,f] --dest [destination to save file to(default is current working directory)] 

TODO

  1. Add this repository to pypi.
  2. Add a feature to visualise market-profile