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minute-analysis

Fetch minute candles from OKX, Tushare, and yfinance and compute VWAP/TWAP and volume profiles.

Updated Apr 10, 2026
Search Tags:#backtesting#twap#intraday#vwap#minute-data#volume-distribution
One-click install
npx skills add https://github.com/ebrahim-sani/trading-automation --skill minute-analysis-ebrahim-sani
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: minute-analysis
Source: https://github.com/ebrahim-sani/trading-automation/tree/main/vibe-trading/agent/src/skills/minute-analysis
Command: npx skills add https://github.com/ebrahim-sani/trading-automation --skill minute-analysis-ebrahim-sani

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

Minute-level data analysis and backtesting can be cumbersome when sourcing intraday data and validating strategies. This skill solves this by providing a unified toolset to fetch minute candles from multiple sources and perform analytics, enabling rapid hypothesis testing and data-driven decision making.

Core Features & Use Cases

  • Retrieve minute-level candles from data sources OKX, Tushare, and yfinance for analysis and backtesting.
  • Compute intraday indicators (VWAP, TWAP) and volume profiles to understand intraday dynamics.
  • Backtest intraday strategies by configuring interval in config.json and feeding results into a backtest engine.
  • Use cases include evaluating intraday strategies, validating data quality, and performing rapid scenario testing.

Quick Start

Run a quick minute-level analysis by configuring the interval in config.json and executing the example_signal_engine.py to fetch data and compute indicators.

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 market data for intraday backtesting?▼

To fetch minute-level market data for intraday backtesting, configure the desired interval in a config.json file and execute the script to retrieve minute candles from sources like OKX, Tushare, or yfinance and compute analytics.

What is the best way to calculate VWAP and TWAP using minute candles?▼

The best way to calculate VWAP and TWAP using minute candles is to run the analysis script after fetching intraday data from supported sources, which directly computes and outputs these volume and time-weighted average price indicators.

Does this minute-analysis tool work with yfinance and Tushare data sources?▼

Yes, this minute-analysis tool works with yfinance and Tushare data sources, alongside OKX, to fetch intraday candles and compute volume profiles for rapid hypothesis testing and data-driven decision making.

Do I need pandas and numpy to compute volume distribution from intraday candles?▼

Yes, you need pandas and numpy installed to compute volume distribution from intraday candles, as these Python libraries are required dependencies for executing the analytics and interval-based backtests.

How do I configure interval-based backtests for intraday strategies?▼

To configure interval-based backtests for intraday strategies, define the target time interval within a config.json file and feed the fetched minute-level data and computed indicators into the backtest engine.

Can I analyze hourly-volume distribution and intraday dynamics from OKX data?▼

Yes, you can analyze hourly-volume distribution and intraday dynamics from OKX data, as the tool fetches minute candles from OKX and outputs hourly-volume analytics alongside VWAP and volume profiles.

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