Add blosc compression

This commit is contained in:
Matthias
2020-07-24 17:44:29 +02:00
parent 0f08addfbe
commit 3171ad33b7
3 changed files with 3 additions and 1 deletions

View File

@@ -139,7 +139,7 @@ class HDF5Handler(IDataHandler):
column sequence as in DEFAULT_TRADES_COLUMNS
"""
key = self._pair_trades_key(pair)
ds = pd.HDFStore(self.filename_trades, mode='a', complevel=9)
ds = pd.HDFStore(self.filename_trades, mode='a', complevel=9, complib='blosc')
ds.put(key, pd.DataFrame(data, columns=DEFAULT_TRADES_COLUMNS),
format='table', data_columns=['timestamp'])
ds.close()