python - Numpy / Matplotlib - Transform tick data into OHLCV -

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i have tick data wold transform in ohlcv(open, high, low, close, volume) daily, hourly, 15min, 5min, 1min.

the tick data have this:

array([[u'2011-08-18 13:37:25', u'10.9', u'0.48990826'],    [u'2011-08-19 13:19:24', u'11.85', u'0.08438819'],    [u'2011-08-19 16:45:01', u'11.5', u'0.4'],    ...,     [u'2013-08-24 01:29:27', u'107.97', u'0.18523664'],    [u'2013-08-24 01:29:35', u'107.98', u'4.61659567'],    [u'2013-08-24 01:30:56', u'107.98', u'0.09339562']],    dtype='<u19')

the numpy array have (date, price, volume).

i got data nympy array code:

import matplotlib.pyplot plt import sqlite3 import numpy np  database = sqlite3.connect('database.db') cursor = database.cursor() # criar o cursor cursor.execute("select date, price, amount table order date asc")  ar=[[r[0], r[1], r[2]] r in cursor.fetchall()] database.close()  arnp = np.array(ar) plt.plot(arnp[:, 1]) plt.ylabel('some...') plt.show()

i don't know best method transformation. i've data in sqlite database, easier transformation using sql or using python?

any clues?

best regards,


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