I have a folder that contains a separate CSV for 4,000+ tickers, and each file name is the ticker (ex. SPY.csv) and each contain OHLC data. What would be the best way to filter through all of these tickers and return those that meet specific criteria?
I also have a single csv that includes the joined closes for the entire universe. The first column are dates, and everything to the right is a separate ticker, below that is all the closing prices. Would this method be possible in Backtrader?