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minute-analysis

Fetch minute-level candlestick data and compute VWAP, TWAP, and volume distribution.

Updated Apr 19, 2026
Search Tags:#backtesting#twap#vwap#minute-data#intraday-analysis#volume-distribution
One-click install
npx skills add https://github.com/ajithkumar31082004-bit/Vibe-Trading --skill minute-analysis-ajithkumar31082004-bit
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: minute-analysis
Source: https://github.com/ajithkumar31082004-bit/Vibe-Trading/tree/main/Vibe-Trading-main/agent/src/skills/minute-analysis
Command: npx skills add https://github.com/ajithkumar31082004-bit/Vibe-Trading --skill minute-analysis-ajithkumar31082004-bit

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill requires numpy, pandas, requests.

What problem does it solve?

Minute-level candlestick data is retrieved and intraday indicators (VWAP, TWAP, volume distribution, and hourly volume) are computed to enable analysis and backtesting workflows.

Core Features & Use Cases

  • Fetch minute-level candlestick data from multiple sources (OKX, Tushare, yfinance)
  • Compute VWAP, TWAP, volume distribution, and hourly volume
  • Support minute-level backtesting via interval-based config and integration with a backtest engine

Quick Start

Configure and run minute-level analysis for a chosen instrument and interval to obtain VWAP, TWAP, and volume distribution.

Frequently Asked Questions about minute-analysis

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

FAQPage Schema
How do I fetch minute-level candlestick data for intraday analysis?▼

You can fetch minute-level candlestick data for intraday analysis from OKX, Tushare, or yfinance. The skill retrieves deterministic minute-level OHLCV data using configurable intervals to enable downstream intraday indicator computation.

Can I compute VWAP and TWAP using minute-level data?▼

Yes, you can compute VWAP and TWAP using minute-level data. The skill calculates both Volume Weighted Average Price and Time Weighted Average Price directly from retrieved intraday candlestick data to support trading strategy evaluation.

Does this skill support backtesting with intraday volume distribution?▼

Yes, this skill supports backtesting with intraday volume distribution. It computes volume distribution and hourly volume metrics from minute-level data, preparing the dataset for integration with a backtesting engine to evaluate intraday trading strategies.

What's the best way to prepare minute-level data for a backtesting engine?▼

The best way to prepare minute-level data for a backtesting engine is to fetch candlesticks via configurable intervals and compute intraday indicators like VWAP. This skill outputs structured pandas DataFrames ready for deterministic backtesting workflows.

Do I need pandas and numpy to calculate intraday indicators?▼

Yes, you need pandas and numpy to calculate intraday indicators. The skill relies on these Python libraries to process fetched minute-level candlestick data and compute metrics like VWAP, TWAP, and volume distribution arrays.

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