Installation pip install https://github.com/mghmgh1281375/pandasohlcv/archive/refs/tags/v0.2.0.zip Example from pandasohlcv import ohlcv_resampler import time t0 = time.time() my_result = ohlcv_resampler(self.df, '5T') print(round(time.time() - t0, 3))