vault#

API documentation for tradingstrategy.alternative_data.vault Python module in Trading Strategy.

Module description#

Vault data sideloading.

To repackage the vault bundle:

# Copy scanned vault bundles to Python package data
./scripts/repackage-vault-data.sh

Functions#

convert_vault_prices_to_candles(raw_prices_df)

Convert vault price data to candle format.

convert_vaults_to_trading_pairs(vaults)

Create a dataframe that contains vaults as trading pairs to be included alongside real trading pairs.

create_vault_universe(vaults[, path])

Load a single bundled vault entry and return as pairs data.

load_multiple_vaults(vaults[, path])

Load a single bundled vault entry and return as pairs data.

load_single_vault(chain_id, vault_address[, ...])

Load a single bundled vault entry and return as pairs data.

load_vault_database([path])

Load pickled vault metadata database generated with an offline script.

load_vault_price_data(pairs_df[, prices_path])

Sideload price data for vaults.