Untitled

import numpy as np
import pandas as pd

# Example 3D matrix (shape: depth=3, rows=2, columns=2)
arr_3d = np.array([
    [[1, 2, 3, 4], [5, 6, 7, 8]],
    [[11, 12, 13, 14], [15, 16, 17, 18]],
    [[21, 22, 23, 24], [25, 26, 27, 28]]
])

# Save each 2D slice as a separate Excel sheet
with pd.ExcelWriter("ohlc.xlsx") as writer:
    for i in range(arr_3d.shape[0]):  # Iterate over depth (first dimension)
        df = pd.DataFrame(arr_3d[i])
        df.to_excel(writer, sheet_name=f"expiry_{i}", index=False, header=False)