minute-analysis

Retrieve minute-level candlestick data and compute intraday indicators for backtesting.

Updated Apr 12, 2026
One-click install
npx skills add https://github.com/DaddyElonMusk69/motis-agent --skill minute-analysis-daddyelonmusk69
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: minute-analysis
Source: https://github.com/DaddyElonMusk69/motis-agent/tree/main/skills/finance/minute-analysis
Command: npx skills add https://github.com/DaddyElonMusk69/motis-agent --skill minute-analysis-daddyelonmusk69

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

Minute candlestick retrieval and intraday indicator computation are data- and time-intensive tasks that are error-prone to implement repeatedly; this Skill centralizes minute-level data loading, normalization, and basic analytics so analysts and strategy developers can focus on signals rather than plumbing.

Core Features & Use Cases

  • Multi-source minute loaders: fetch paginated minute candlesticks from OKX, Tushare, or yfinance with timestamp conversion and rate/limit handling.
  • Indicator library: compute VWAP, TWAP, volume distribution, hourly aggregation and other intraday metrics for signal generation.
  • Minute-level backtest input: prepare and validate datasets for intraday backtests by configuring interval, date range, initial cash, and commission; ideal for analyzing 5m or 1m strategies on BTC-USDT or equities.

Quick Start

Fetch 5-minute BTC-USDT candles from OKX for 2026-03-01 to 2026-03-07, compute VWAP and hourly volume distribution, and prepare the dataset for a minute-level backtest.

Frequently Asked Questions about minute-analysis

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

FAQPage Schema
How do I retrieve minute-level candlestick data and compute VWAP for intraday backtesting?

You can retrieve minute-level candlestick data and compute VWAP by using this Skill to fetch paginated candles from OKX, Tushare, or yfinance, automatically handling API limits and millisecond timestamp conversions before calculating intraday indicators.

Can I run 5-minute interval backtests on BTC-USDT using OKX data?

Yes, you can run 5-minute interval backtests on BTC-USDT using OKX data by configuring the interval, date range, initial cash, and commission settings to simulate short-interval cryptocurrency trading strategies.

What is the best way to aggregate minute data into hourly volume profiles for equity markets?

The best way to aggregate minute data into hourly volume profiles is to fetch equity minute candlesticks via Tushare or yfinance, then use the built-in indicator library to compute volume distributions and hourly aggregations for signal generation.

Does this Skill handle API pagination and rate limits when fetching intraday market data?

Yes, this Skill handles API pagination and rate limits automatically when fetching intraday market data, normalizing millisecond timestamps and loading paginated minute candlesticks from OKX, Tushare, or yfinance without manual intervention.

Why does my minute-level backtest require configurable commission and initial cash settings?

Minute-level backtests require configurable commission and initial cash settings to accurately simulate short-interval trading costs, ensuring that intraday strategy validation reflects realistic execution expenses across cryptocurrency and equity markets.