An indicator calculated from 1 day frequency but with the last data set from a different time interval. Is it possible with vectorbt?

[Krzysiek191]

What I have in mind?

Can RSI (for an example) be calculated for data with 1 minute frequency, from 1 day intervals and using only the last close price from a 1 minute interval?

You can see it on Binance when looking at a 1 day chart. The RSI is calculated from the closing prices of the last few days but changes with every new trade.

[polakowo]

@Krzysiek191 you can manually resample the data using Pandas to 1d frequency and compute RSI on that.