load_partial_data#

load_partial_data(client, execution_context, time_bucket, pairs, universe_options, liquidity=False, stop_loss_time_bucket=None, required_history_period=None, start_at=None, end_at=None, name=None)[source]#

Load pair data for named trading pairs.a

A loading function designed to load data for 2-20 pairs. Instead of loading all pair data over Parquet datasets, load only specific pair data from their corresponding JSONL endpoints.

Parameters:

  • client (Client) – Trading Strategy client instance

  • time_bucket (TimeBucket) – The candle time frame

  • chain_id – Which blockchain hosts our exchange

  • exchange_slug – Which exchange hosts our trading pairs

  • exchange_slug – Which exchange hosts our trading pairs

  • pair_tickers – List of trading pair tickers as base token quote token tuples. E.g. [(‘WBNB’, ‘BUSD’), (‘Cake’, ‘BUSD’)].

  • liquidity – Set true to load liquidity data as well

  • stop_loss_time_bucket (Optional[TimeBucket]) – If set load stop loss trigger data using this candle granularity.

  • execution_context (ExecutionContext) – Defines if we are live or backtesting

  • universe_options (UniverseOptions) – Override values given the strategy file. Used in testing the framework.

  • required_history_period (Optional[timedelta]) –

    How much historical data we need to load.

    Depends on the strategy. Defaults to load all data.

  • start_at (Optional[datetime]) – Load data for a specific backtesting data range.

  • end_at (Optional[datetime]) – Load data for a specific backtesting data range.

  • name (Optional[str]) – The loading operation name used in progress bars

  • pairs (Collection[Union[Tuple[ChainId, str, str, str, float], Tuple[ChainId, str, str, str]]]) –

Returns:

Datataset containing the requested data

Return type:

Dataset