load_candles_from_parquet#

API documentation for tradeexecutor.strategy.pandas_trader.alternative_market_data.load_candles_from_parquet Python function.

load_candles_from_parquet(file, pair_id=int | None, column_map={'close': 'close', 'high': 'high', 'low': 'low', 'open': 'open', 'volume': 'volume'}, resample=None)[source]#

Loads OHLCV candle data from a Parquest file.

Designed to load Parquest compressed external data dumps, like ones from Binance and Kraken.

Returns:

Tuple (Original dataframe, processed candles dataframe, resampled time bucket, original time bucket) tuple

Parameters:

file (Path) –
column_map (Dict[str, str]) –
resample (Optional[TimeBucket]) –

Return type:

Tuple[DataFrame, DataFrame, TimeBucket, TimeBucket]