Candles Packages

crypto-backtest

Backtesting on market data imported from crypto exchange

1.1.1-alpha • Published 3 years ago

vwap-fast

Quickly calculate moving volume-weighted average prices [aka VWAP or MVWAP] from a stream of OHLCV candles. Uses prefix sums and static 'rolling' arrays for efficiency.

0.0.125 • Published 6 months ago