convert_to_float#

API documentation for tradingstrategy.direct_feed.conversion.convert_to_float Python function.

convert_to_float(df, conversion)[source]#

Convert raw transaction values ot USD before resample.

  • This will create a copy of the dataframe.

  • The resulting DataFrame is going to lose columns that are not on its retained list

  • Columns are going to be converted to floats

Parameters:

  • df (DataFrame) – Raw trades dataframe

  • conversion (CurrencyConversion) – Do we want the resulting dataframe to be converted using the given exchange rate

Returns:

Dataframe with floating point USD pricing.

The resulting dataframe is still indexed by block.

Return type:

DataFrame