mirror of
https://github.com/wassname/catalyst.git
synced 2026-06-28 02:28:41 +08:00
0f14972e08
Add a method to minute bar reader which returns the OHLCV for all requested fields for a list assets over the specified start and end minutes. Initial usage is intended for use by a loader which consumes minute bar data to resample into daily bars, but may also be used when aggregating minute data during '1d' history calls in Q2.0. This iteration does not include including of early closes.