API documentation for tradeexecutor.strategy.pandas_trader.alternative_market_data Python module in Trading Strategy.

Module description#

Alternative market data sources.

Functions to use data from centralised exchanges, other sources, for testing out trading strategies.


load_candle_universe_from_dataframe(df[, ...])

Load a single pair price feed from a DataFrame.

load_candle_universe_from_parquet(file[, ...])

Load a single pair price feed from an alternative file.

load_candles_from_dataframe(column_map, df, ...)

Load OHLCV candle data from a DataFrame.

load_candles_from_parquet(file[, ...])

Loads OHLCV candle data from a Parquest file.

replace_candles(universe, candles[, ...])

Replace the candles in the trading universe with an alternative version.

resample_single_pair(df, bucket)

Upsample a single pair DataFrame to a lower time bucket.