Numpy / Matplotlib - Transform tick data into OHLCV
问题 I have tick data that I wold like to transform in OHLCV(Open, High, Low, Close, Volume) Daily, Hourly, 15min, 5min, 1min. The tick data that I have is like this: array([[u'2011-08-18 13:37:25', u'10.9', u'0.48990826'], [u'2011-08-19 13:19:24', u'11.85', u'0.08438819'], [u'2011-08-19 16:45:01', u'11.5', u'0.4'], ..., [u'2013-08-24 01:29:27', u'107.97', u'0.18523664'], [u'2013-08-24 01:29:35', u'107.98', u'4.61659567'], [u'2013-08-24 01:30:56', u'107.98', u'0.09339562']], dtype='<U19') The