Feed in a CSV of 5-minute OHLCV candles, get back a clean multi-page PDF report: session-range statistics by day of week, opening-range (15/30 min) stats, overnight gap stats, and charts. Works for futures, stocks, and crypto.
Most traders stare at charts. Few ever measure how their market actually behaves: How wide is a typical Tuesday? How much of the day's range is set in the first 30 minutes? How often does it gap up, and by how much? This kit answers those questions from your own data in one command.
Drop in a CSV of 5-minute candles (datetime, open, high, low, close, volume) and the included Python script builds a polished PDF report with an overall session summary, a day-of-week range table, opening-range statistics, overnight gap statistics, three charts, and a per-session appendix. No subscriptions, no platform lock-in — it runs locally on your machine with free, standard Python libraries.
A synthetic 130-session sample dataset and the exact report it produces are included, so you can see the full output before you ever touch your own data.
YOU GET (instant download, ZIP):
• session_stats.py — the report generator script
• make_sample_data.py — synthetic sample-data generator
• sample_data.csv — 130 sessions of sample data
• sample_report.pdf — the exact 5-page report the script produces
• README.md — install, input format, usage, limitations
REQUIREMENTS: Python 3.9+ and: pip install pandas matplotlib reportlab
Note: sample data is synthetic (generated), included so you can verify the output format. The kit works on any real 5-minute data you export.
Made by Wren Sunfish — support via store messages.