alternative_market_data

API documentation for tradeexecutor.strategy.pandas_trader.alternative_market_data Python module in Trading Strategy.

Module description

Alternative market data sources.

Functions to use data from centralised exchanges, other sources, for testing out trading strategies.

Functions

get_resample_frequency(bucket)	Get Pandas resample frequency for our candles.
load_candle_universe_from_dataframe(df[, ...])	Load a single pair price feed from a DataFrame.
load_candle_universe_from_parquet(file[, ...])	Load a single pair price feed from an alternative file.
load_candles_from_dataframe(column_map, df, ...)	Load OHLCV candle data from a DataFrame.
load_candles_from_parquet(file[, ...])	Loads OHLCV candle data from a Parquest file.
replace_candles(universe, candles[, ...])	Replace the candles in the trading universe with an alternative version.
resample_multi_pair(df, bucket[, ...])	Upsample a OHLCV trading pair data to a lower time bucket.
resample_single_pair(df, bucket)	Upsample a single pair DataFrame to a lower time bucket.