minute-analysis

Compute VWAP and TWAP from minute candlestick data by retrieving minute-level OHLCV bars and applying cumulative volume-weighted price calculations. This Skill aligns the intraday indicator outputs to your configured backtest interval for trading research.

Yes, you can fetch minute OHLCV data from OKX, Tushare, and yfinance for backtesting. The Skill retrieves high-frequency candlesticks across these platforms and prepares them as usable intraday strategy inputs.

Supported minute intervals for intraday volume profile analysis include 1m, 5m, 15m, 30m, and 1H. The Skill aligns volume distribution metrics and hourly summaries to these configured bar intervals.

Calculate volume distribution for crypto backtest preparation by retrieving minute OHLCV data and computing hourly volume summaries. The Skill processes large datasets to output volume-based metrics aligned to your trading strategy window.

Yes, this approach works for both crypto and equity intraday workflows. By leveraging OKX for crypto and Tushare or yfinance for equities, the Skill computes consistent minute-level indicators across different asset classes.

You need pandas and numpy for minute-level market data analysis because the Skill relies on these libraries to process large OHLCV datasets and compute intraday indicators like cumulative VWAP efficiently.