convert_vault_prices_to_candles#

API documentation for tradingstrategy.alternative_data.vault.convert_vault_prices_to_candles Python function.

convert_vault_prices_to_candles(raw_prices_df, frequency='1d')[source]#

Convert vault price data to candle format.

  • Partial support for price candle format to be used in backtesting

  • For the format see load_vault_price_data()

  • Only USD stablecoin denominated vaults supported for now

Example:

Returns:

Prices dataframe, TVL dataframe

Parameters:

  • raw_prices_df (DataFrame) –

  • frequency (str) –

Return type:

tuple[pandas.core.frame.DataFrame, pandas.core.frame.DataFrame]