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Market profile indicator (#5891)
frostbyte_neo 发布于
2021-09-03 23:18:44 +00:00 | 2177 次提交 在此版本后已推送到 master-
Create Market Profile indicator.
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- Requested changes in MarketProfile indicator made it.
- TimeProfile and VolumeProfile created and tested.
- tp_datatest.csv and vp_datatest.csv extracted from https://github.com/bfolkens/py-market-profile
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Final potential Market Profile Indicator.
All unit test made it and the indicator is passing all of them
Test cases made it with python library from GH issue -
Code styling request changes
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Minor suggestions
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Minor renaming tweaks
Co-authored-by: Martin-Molinero martin@quantconnect.com
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