ohlcv-processing

Clean and standardize OHLCV time-series data for technical analysis.

1|Updated May 15, 2026
One-click install
npx skills add https://github.com/dnkrow/skill --skill ohlcv-processing-dnkrow
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: ohlcv-processing
Source: https://github.com/dnkrow/skill/tree/main/claude-global/ohlcv-processing
Command: npx skills add https://github.com/dnkrow/skill --skill ohlcv-processing-dnkrow

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill requires pandas, numpy, httpx, and includes scripts (resource) and references (resource) components.

What problem does it solve?

This Skill eliminates broken or inconsistent OHLCV candle data that causes misleading indicators, noisy anomaly flags, and invalid resampling results.

Core Features & Use Cases

  • OHLCV standardization & validation: Normalizes column names, enforces UTC DatetimeIndex, deduplicates timestamps, and coerces OHLCV types for reliable downstream computation.
  • Gap handling & data quality reporting: Detects missing bars and fills them using forward-fill or time interpolation (with max-gap limits), while producing a quality summary.
  • Anomaly detection & correction: Flags spikes, zero-volume bars, impossible candles (high/low constraints), negative prices, and NaNs, then cleans common issues to produce a usable dataset.
  • Resampling & normalization: Resamples fine-grained bars into coarser timeframes using OHLCV-aware aggregation rules, and supports returns/log-returns/minmax/z-score normalization.
  • Multi-source merging: Merges two OHLCV sources with timestamp alignment and conflict resolution (preferring higher-volume bars), returning provenance via a source field.

Quick Start

Run the end-to-end pipeline in demo mode to generate synthetic OHLCV with injected anomalies and produce cleaned, resampled, and normalized output.

Frequently Asked Questions about ohlcv-processing

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

FAQPage Schema
How do I clean and standardize OHLCV time-series data for backtesting?

To clean and standardize OHLCV time-series data, you must enforce a UTC DatetimeIndex, coerce OHLCV column types, deduplicate timestamps, and detect anomalies like spikes or impossible candles. This produces consistent columns for reliable downstream indicator computation.

How do I merge OHLCV data from two different providers with conflict resolution?

Merging OHLCV data from two sources requires timestamp alignment and conflict resolution, typically by preferring higher-volume bars. This resolves provider discrepancies and returns provenance via a source field for reliable dataset tracking.

What is the best way to resample fine-grained OHLCV bars into coarser timeframes?

Resampling fine-grained OHLCV bars into coarser timeframes requires OHLCV-aware aggregation rules to maintain candle integrity. This ensures accurate high, low, open, and close values while consolidating volume data for higher-timeframe analysis.

How do you handle missing bars and gaps in OHLCV time-series data?

Handling missing bars in OHLCV time-series data involves detecting gaps and filling them using forward-fill or time interpolation with max-gap limits. This generates a continuous dataset and produces a quality summary for review.

Does this OHLCV data processing approach work with pandas and numpy?

Yes, this OHLCV data processing approach works with pandas and numpy. It leverages these dependencies to validate schemas, detect anomalies, normalize prices using returns or z-scores, and prepare datasets for technical analysis workflows.

Why does OHLCV data need anomaly detection before calculating technical indicators?

OHLCV data needs anomaly detection before calculating technical indicators because broken or inconsistent candle data causes misleading indicators, noisy anomaly flags, and invalid resampling results. Detecting zero-volume bars, negative prices, and NaNs ensures reliable analysis.