load_candles_jsonl

API documentation for tradingstrategy.transport.jsonl.load_candles_jsonl Python function.

load_candles_jsonl(session, server_url, pair_ids, time_bucket, start_time=None, end_time=None, max_bytes=None, progress_bar_description=None, sanity_check_count=75, attempts=5)

Load candles using JSON API and produce a DataFrame.

Serially load each pair data.

• Load data from per-pair JSON endpoint

• Each pair becomes pandas pd.Series

• The final DataFrame is the merge of these series

See tradingstrategy.candle for candle format description.

Parameters:

• progress_bar_description (Optional[str]) – Progress bar label

• sanity_check_count (int) –

  Don’t accidentally try to load too many pairs.

  Never exceed this value.

• session (Session) –

• server_url (str) –

• pair_ids (Collection[int]) –

• time_bucket (TimeBucket) –

• start_time (Optional[datetime]) –

• end_time (Optional[datetime]) –

• max_bytes (Optional[int]) –

• attempts (int) –

Raises:

JSONLMaxResponseSizeExceeded – If the max_bytes limit is breached

Returns:

Dataframe with candle data for giving pairs.

Return type:

DataFrame