Collecting all instances of large pending transactions, and group transactions close together as a single instance

activity_spikes.py

i = 0              # initializing i
win_size = 7       # the window size after a large txn
windows = []       # an array for saving our windows

# iterate through the ohlcv data
while i <= len(ohlcv):
    # if the transaction is a large transaction
    if ohlcv.iloc[i, -1] == True:
        # save the txn and the minutes after
        windows.append(ohlcv.iloc[i:i+win_size])
        # increment the window to move past the current frame
        i += win_size - 1
    # increment the window normally
    i += 1