Add blosc compression
This commit is contained in:
@@ -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()
|
||||
|
Reference in New Issue
Block a user