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pandas.tseries.resample.Resampler.ohlc

Resampler.ohlc(_method='ohlc')

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

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© 2008–2014 the pandas development team
Licensed under the 3-clause BSD License.
http://pandas.pydata.org/pandas-docs/version/0.18.1/generated/pandas.tseries.resample.Resampler.ohlc.html