utils#

API documentation for tradingstrategy.utils Python module in Trading Strategy.

Module description#

Miscellaneous utility functions

Submodules#

tradingstrategy.utils.aggregate_ohlcv

Aggregated candles.

tradingstrategy.utils.columnar

Columnar data manipulation utilities.

tradingstrategy.utils.df_index

DataFrame index utilities.

tradingstrategy.utils.format

Value formatting utilities.

tradingstrategy.utils.forward_fill

OHLCV data forward fill.

tradingstrategy.utils.groupeduniverse

Creation of per-trading pair Pandas dataframes.

tradingstrategy.utils.jupyter

Helpers to deal with Jupyter Notebook issues.

tradingstrategy.utils.liquidity_filter

Filtering Uniswap trading pairs for liquidity.

tradingstrategy.utils.mapper

tradingstrategy.utils.schema

Schema manipulation utitilies.

tradingstrategy.utils.time

Helpers to timestamp format and value conformity.

tradingstrategy.utils.token_filter

Tokens and trading pair dataset filtering.

tradingstrategy.utils.wrangle

Wrangle DEX market data to be better suitable for algorithmic trading.