resample_bars
Build higher-timeframe bars from smaller bars (US equities session 09:30-16:00 New York; 60-minute bars start at 09:30; extended hours are dropped; a partial first period is dropped). Each bar gets first_side (which prior side it took first) for 3u/3d.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| bars | Yes | OHLC bars, oldest first. Each bar is an object {t, o, h, l, c, v?} (also accepts open/high/low/close/time) or a row [t, o, h, l, c, v?]. t = bar START time, ISO 8601 (New York time if no offset). Daily bars may use a date only. | |
| to_timeframe | Yes | 60, 30, 15, D, W, M, Q or Y. | |
| from_timeframe | No | Input timeframe: 1, 5, 15, 30, 60 or D. |