build_aggregate_map#
API documentation for tradingstrategy.utils.aggregate_ohlcv.build_aggregate_map Python function.
- build_aggregate_map(pair_universe)[source]#
Generate a dict of pairs that trade the same token.
return aggregate_id
- Parameters:
pair_universe (PandasPairUniverse) –
- Return type:
tuple[dict[tradingstrategy.utils.aggregate_ohlcv.AggregateId, set[int]], dict[int, tradingstrategy.utils.aggregate_ohlcv.AggregateId]]