load_ohlcv_parquet_file#

API documentation for tradeexecutor.testing.synthetic_price_data.load_ohlcv_parquet_file Python function.

load_ohlcv_parquet_file(path, chain_id, exchange_id, pair_id)[source]#

Load OHLCV data directly from a parquet file.

  • Assume one file for one pair

  • Columns: timestamp, open, close, high, low, volume

Parameters:
Return type:

DataFrame