create_synthetic_single_pair_universe#
- create_synthetic_single_pair_universe(candles, chain_id, exchange, time_bucket, pair)[source]#
Creates a synthetic universe with a single pair and a single chain.
- Parameters:
candles (DataFrame) –
A pandas DataFrame containing the candles for the pair.
- Must have the following columns:
timestamp
open
high
low
close
pair_id
Can be generated using generate_ohlcv_candles from tradeexecutor/testing/synthetic_price_data.py.
chain_id (ChainId) – Chain ID to use for the universe.
exchange (Exchange) – Exchange to use for the universe. Can be generated using generate_exchange from tradeexecutor/testing/synthetic_exchange_data.py.
time_bucket (TimeBucket) – Time bucket to use for the universe.
pair (TradingPairIdentifier) – Pair to use for the universe.
- Return type: