TimeFrame.calculate_min_max_envelope

TimeFrame.calculate_min_max_envelope()

Calculate the min-max envelope for the TimeFrame.

For each unique date-time find the historical min and max values across the time series. For example, for a daily time series, the min-max envelope would be calculated from every instance of 01-Jan.

For sub-daily time series, the min-max envelope is calculated from ever instance of the day-time across the time series. For example, for hourly resolution, the min-max envelope would be calculated for all instances of 01-Jan 00:00, 01-Jan 01:00 etc.

Return type:

Self

Returns:

Self – A new copy of the TimeFrame instance with an updated df attribute.