resample_multi_pair

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

resample_multi_pair(df, bucket, pair_id_column='pair_id', copy_columns=('pair_id', 'base_token_symbol', 'quote_token_symbol', 'exchange_slug', 'chain_id', 'fee', 'token0_address', 'token1_address', 'token0_symbol', 'token1_symbol', 'token0_decimals', 'token1_decimals'))

Upsample a OHLCV trading pair data to a lower time bucket.

• Slower than resample_single_pair()

• Resample in OHLCV manner

• Forward fill any gaps in data

Parameters:

• pair_id_column – DataFrame column to group the data by pair

• copy_columns –

  Columns we simply copy over.

  We assume every pair has the same value for these columns.

• df (DataFrame) –

• bucket (TimeBucket) –

Returns:

Concatenated DataFrame of individually resampled pair data

Return type:

DataFrame