filter_for_pairs#

filter_for_pairs(samples, pairs)[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:

samples (DataFrame) – Candles or liquidity dataframe
pairs (DataFrame) – Pandas dataframe with tradingstrategy.pair.DEXPair content.

Return type: