remove_min_max_price#

API documentation for tradingstrategy.utils.wrangle.remove_min_max_price Python function.

remove_min_max_price(df, min_max_price=(1e-08, 1000000.0))[source]#

Remove candles where open value is outside the floating point range detector.

Parameters:
  • df (DataFrame) – Dataframe that may contain open or close values for too funny precision.

  • min_max_price (tuple) – Min and max price allowed for open/close before dropping.

Returns:

pd.Dataframe

Return type:

DataFrame