nautilus_tardis

Module csv

Source

Functionsยง

create_csv_reader
Creates a new CSV reader which can handle gzip compression.
load_deltas
Load [OrderBookDelta]s from a Tardis format CSV at the given filepath.
load_depth10_from_snapshot5
Load [OrderBookDepth10]s from a Tardis format CSV at the given filepath.
load_depth10_from_snapshot25
load_quote_ticks
Load [QuoteTick]s from a Tardis format CSV at the given filepath.
load_trade_ticks
Load [TradeTick]s from a Tardis format CSV at the given filepath.