minute-analysis

To retrieve minute-level candlestick data for intraday backtesting, you can source market data from OKX, Tushare, or yfinance, then specify the desired interval in a config.json file to prepare inputs for the backtesting engine.

Computing VWAP and TWAP from minute candle data involves retrieving intraday market data from supported sources like OKX or yfinance and applying the built-in indicator calculations to generate volume distribution insights.

Yes, the backtesting tool supports data sourcing from Tushare and yfinance, alongside OKX, allowing you to retrieve minute candlestick data and execute intraday trading strategy backtests.

The best way to configure intervals for a minute-level backtest is by defining the interval setting within a config.json file, which drives the workflow and prepares the dataset for the backtest engine.

Yes, you can generate volume distribution insights using intraday market data by retrieving minute candlesticks and computing intraday indicators such as VWAP and TWAP within the analysis workflow.