Software Development
PyBroker Multi Interval
Build, wire, and debug multi-timeframe PyBroker strategies using the bundled PyBroker wiki references generated from the local docs. Use when an agent needs to trade a base timeframe with confirmation from coarser weekly or monthly bars, compress bars into higher time intervals, declare compressed bars with the intervals parameter of add_execution, read completed higher-timeframe bars with ctx.interval and IntervalContext, bind indicators to intervals with Indicator.intervals, train models per interval with ModelSource.intervals, choose interval formats such as every-n-bars ints, duration strings like 5m or 1h, or calendar strings like weekly and monthly, pass timeframe to backtest, walkforward, or optimize, compress OHLCV bars standalone with compress_bars, guard warmup while interval arrays are still empty, or debug interval errors such as undeclared intervals, missing timeframe, or intervals not strictly coarser than the base data.
- Publisher / source
- edtechre/pybroker (found on GitHub top repositories)
- Upstream record
- edtechre/pybroker
- Version
- Version 1
- Published
- Publication review
- Approved for publication
- Content fingerprint
7f785a5b8ca83a83ce654d79152438395818a876c11a7fbf2f1e609aed996ba6