expand_snapshot_to_row#
- expand_snapshot_to_row(exchange_universe, pair_universe, ts, snapshot, max_assets, timestamp_format)[source]#
Create DataFrame rows from each portfolio snapshot.
- Parameters:
exchange_universe (ExchangeUniverse) –
pair_universe (LegacyPairUniverse) –
ts (Timestamp) –
snapshot (PortfolioSnapshot) –
max_assets (int) –
timestamp_format (str) –
- Return type: