Document hdf5 dataformat

This commit is contained in:
Matthias
2020-07-25 17:06:58 +02:00
parent edb582e522
commit 119bf2a8ea
3 changed files with 84 additions and 44 deletions

View File

@@ -59,6 +59,7 @@ class HDF5DataHandler(IDataHandler):
_data = data.copy()
filename = self._pair_data_filename(self._datadir, pair, timeframe)
ds = pd.HDFStore(filename, mode='a', complevel=9, complib='blosc')
ds.put(key, _data.loc[:, self._columns], format='table', data_columns=['date'])
@@ -139,6 +140,7 @@ class HDF5DataHandler(IDataHandler):
column sequence as in DEFAULT_TRADES_COLUMNS
"""
key = self._pair_trades_key(pair)
ds = pd.HDFStore(self._pair_trades_filename(self._datadir, pair),
mode='a', complevel=9, complib='blosc')
ds.put(key, pd.DataFrame(data, columns=DEFAULT_TRADES_COLUMNS),