1 min candle resampling pandas

def ohlcVolume(x):
    if len(x):
        ohlc={ "open":x["open"][0],"high":max(x["high"]),"low":min(x["low"]),"close":x["close"][-1],"volume":sum(x["volume"])}
        return pd.Series(ohlc)

daily=df.resample('1D').apply(ohlcVolume)

Source: stackoverflow.com

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