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: