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/pandas 0.23

pandas.core.resample.Resampler.ohlc

Resampler.ohlc(_method='ohlc', *args, **kwargs) [source]

Compute sum of values, excluding missing values For multiple groupings, the result index will be a MultiIndex

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Licensed under the 3-clause BSD License.
http://pandas.pydata.org/pandas-docs/version/0.23.4/generated/pandas.core.resample.Resampler.ohlc.html