filters.trade

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Filters.trade




Description

Enables filtering datasets of tradable instruments by prior specified identifiers which correspond to saved filter expressions. A filter is a named expression bound to a target dataset, stored once in a package level registry, and later applied to select trading codes such as tickers or symbols out of a universe, price or signal dataset. The design follows the 'filters' package, replacing the clinical study dataset convention with a trading instrument convention.






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