I have price data for a ticker which I have inserted into a dataframe with the following columns.
["timestamp", "open", "high", "low", "close"]
I am trying to display 15-second candles and this portion of my code works correctly. When I create the dataframe, I set the index to be "timestamp" .
candles_df.set_index("timestamp", inplace=True)
I also have a crappy automated strategy (work in progress) which simulates trades that I want to plot on the chart. These trades are in a separate dataframe with columns
{"timestamp", "price"}
The timestamps for each trade is not at the start of a candle. When I tried to simply "make_addplot" with the original timestamps, I had issues when trying to reindex the timestamps of the trades to the candle timestamps. In order to get around this, I decided to round the timestamps down to the nearest 15-second mark.
Given that I'm new to pandas and dataframes, I made the timestamp the index for the trades as well.
The problem I'm running into now is that my strategy executed two trades within 1 second of each other. That means that after rounding the timestamps, two trades have the same timestamp which leads to a duplicate index value.
How can I get two trades on the same candle in mplfinance?
Is the mistake that I'm indexing the trades by "timestamp" after rounding?
Am I making a mistake by rounding the timestamp of each trade to the closest 15s candle?
Thank you guys in advance!
