filter_for_exchanges#

filter_for_exchanges(pairs, exchanges)[source]#

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: