quantlab.dataset.spot#
Binance spot klines loaded as a (timestamp, symbol) panel.
A kline (candlestick) is one bar of open, high, low, close and volume
(OHLCV) for a trading pair over a fixed interval. A panel is an
xarray.Dataset indexed by timestamp and symbol, the format every
quantlab layer exchanges.
SpotKlineDataset reads the monthly, header-less CSV files that Binance
publishes for spot markets, stacks them into one panel per configured date
range, and exposes the KunQuant exit of MarketDataset. It is
the crypto counterpart of quantlab/dataset/stock.py.
Classes
Binance spot kline dataset built from monthly CSV files. |