How would I process this data?

[SuchUmami]

I have some trading data that I would like to process from a csv file.

What I am trying to do is find trading zones that move 1% or more in price. So if the price moves more than 1% to find the peak (or trough) which the next movement must be a 1% or more reversal in the opposite direction.

For example: the data would start processing and find a 1.5% upward movement. This would be the first trading zone with the final price being the peak. After that it finds a 1.2% downward movement which would be the next trading zone with the final price being the trough.

Even though it is very easy to find price movements over 1% but it's harder to find the peak of that movement because of the 1% or greater reversal stipulation. Let's say the price moves up 1.2% but then goes down 0.5% before moving back up to 1.5% This is proving much harder for me because the peak is 1.5% not 1.2%

How would I approach such a task?

[Larz60+]

You might find what you're looking for in this (pricey) book.
O'Reilly -- Python for Finance, 2nd Edition

Also here are some links to packages that might be useful:

• finance in general
  
• Plotting:
  • This package has a bunch of financial plotting methods, including candlestick plots
    
  • Also finance in general, but includes many plotting packages
    

[SuchUmami]

Thanks for those resources, I'm sure they will be helpful in the future.

However, this problem can be solved without any form of financial understanding. Last night I was thinking I could process the data for cumulative moves and then remove all the cumulative moves that aren't 1% or above?