Calculates dollar bars with a constant amount of dollars per bar. Input is a dataframe in the following order: Time, Price, Volume

Output is a dataframe in the following order: Time, Open, High, Low, Close, Volume

Keyword arguments

• method : chooses the mode used to generate dollar bars, "constant" is set by default and "SMA", "EMA" will be implemented later on.
• threshold : threshold for the dollar accumulator, a new candle will be produced when the cumulative dollar amount exceeds this number.
• frequency : not used
• windowlen : not used

Calculates volume bars with a constant volume per bar. Input is a dataframe in the following order: Time, Price, Volume

Output is a dataframe in the following order: Time, Open, High, Low, Close, Volume

Keyword arguments

• method : chooses the mode used to generate volume bars, "constant" is set by default and "SMA", "EMA" will be implemented later on.
• threshold : threshold for the volume accumulator, a new candle will be produced when the cumulative volume exceeds this number.
• frequency : not used
• windowlen : not used