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intraday-analysis

Retrieve minute-level candlesticks and compute session-aware indicators for backtesting.

Updated Apr 14, 2026
Search Tags:#python#backtesting#market data#twap#intraday#vwap#minute candles
One-click install
npx skills add https://github.com/loanntc/Paave --skill intraday-analysis
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: intraday-analysis
Source: https://github.com/loanntc/Paave/tree/main/skills/minute-analysis
Command: npx skills add https://github.com/loanntc/Paave --skill intraday-analysis

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

Intraday strategies need minute-level market data and indicators, but collecting and preparing that data for analysis and backtesting is time-consuming and error-prone.

Core Features & Use Cases

  • Minute-level data retrieval: Pull 1m/5m/15m/30m/1H/4H candlesticks from OKX, Tushare, or yfinance.
  • Intraday indicators: Compute VWAP, TWAP, and volume distribution profiles to understand price-volume behavior during the session.
  • Backtest-ready inputs: Use the provided interval configuration (for example setting interval to 5m) to run minute strategies with the backtest engine.

Quick Start

Ask the AI to prepare minute-level candles for BTC-USDT from OKX at a 5m interval and compute VWAP, TWAP, and a volume distribution summary for the selected date range.

Frequently Asked Questions about intraday-analysis

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I pull minute candlestick data from OKX, Tushare, or yfinance for backtesting?▼

Intraday analysis requires retrieving minute candlesticks from OKX, Tushare, or yfinance, converting timestamps to Unix-milliseconds, and handling paginated datasets to compute session-aware VWAP, TWAP, and volume distributions before feeding OHLCV data into a backtest scenario.

How do I compute VWAP and TWAP using minute-level market data?▼

You compute VWAP and TWAP using minute-level market data by applying a workflow that calculates session-aware indicators and volume distribution profiles, helping you understand price-volume behavior during the selected trading session.

Can I backtest intraday strategies using 5m candlesticks?▼

Yes, you can backtest intraday strategies using 5m candlesticks by configuring the backtest interval in config.json, which prepares the retrieved OHLCV data and feeds it directly into the minute interval backtest engine.

What minute intervals are supported for intraday analysis and backtesting?▼

Supported minute intervals for intraday analysis and backtesting include 1m, 5m, 15m, 30m, 1H, and 4H candlesticks, allowing flexible strategy testing across various intraday timeframes.

How do I handle pagination and timestamp conversion when retrieving minute candles?▼

When retrieving minute candles, handle pagination by using pagination-aware dataset fetching and ensure accurate timestamp conversion by formatting all session data into Unix-millisecond timestamps for proper indicator computation.

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