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This repository was archived by the owner on Nov 27, 2025. It is now read-only.
I tried using this very interesting module but am running into what is likely to be a data input format issue due to ambiguous documentation. I looked at the sample data and realized that the sample code works with range_candles and range_ohlc but it is not clear how csvs in this format are related to, or can be generated from, from time_candles and time_ohlc
If I try to use timestamped dataframes for orderflow data and ohlc data derived using pandas resample, that do NOT have the 'identifier' column and set 'identifier_col' = None then the code fails.
I suppose I need a bit more detail on how the inputs should be structured with timestamped input data.
Thanks!