filter_for_exchanges

API documentation for tradingstrategy.utils.token_filter.filter_for_exchanges Python function.

filter_for_exchanges(pairs, exchanges)

Filter dataset so that it only contains data for the trading pairs from a certain exchange.

Useful as a preprocess step for creating tradingstrategy.candle.GroupedCandleUniverse or tradingstrategy.liquidity.GroupedLiquidityUniverse.

Parameters:

• pairs (DataFrame) –

• exchanges (Collection[Exchange]) –

Return type:

DataFrame