parse ccxt ticker
This commit is contained in:
parent
d3038d155b
commit
9477dbbd07
@ -27,12 +27,13 @@ def parse_ticker_dataframe(ticker: list) -> DataFrame:
|
|||||||
:param ticker: See exchange.get_ticker_history
|
:param ticker: See exchange.get_ticker_history
|
||||||
:return: DataFrame
|
:return: DataFrame
|
||||||
"""
|
"""
|
||||||
columns = {'C': 'close', 'V': 'volume', 'O': 'open', 'H': 'high', 'L': 'low', 'T': 'date'}
|
cols = ['date', 'open', 'high', 'low', 'close', 'volume']
|
||||||
frame = DataFrame(ticker) \
|
frame = DataFrame(ticker, columns=cols)
|
||||||
.rename(columns=columns)
|
|
||||||
if 'BV' in frame:
|
frame['date'] = to_datetime(frame['date'],
|
||||||
frame.drop('BV', 1, inplace=True)
|
unit='ms',
|
||||||
frame['date'] = to_datetime(frame['date'], utc=True, infer_datetime_format=True)
|
utc=True,
|
||||||
|
infer_datetime_format=True)
|
||||||
frame.sort_values('date', inplace=True)
|
frame.sort_values('date', inplace=True)
|
||||||
return frame
|
return frame
|
||||||
|
|
||||||
@ -82,8 +83,6 @@ def analyze_ticker(ticker_history: List[Dict]) -> DataFrame:
|
|||||||
return dataframe
|
return dataframe
|
||||||
|
|
||||||
|
|
||||||
# FIX: Maybe return False, if an error has occured,
|
|
||||||
# Otherwise we might mask an error as an non-signal-scenario
|
|
||||||
def get_signal(pair: str, interval: int) -> (bool, bool):
|
def get_signal(pair: str, interval: int) -> (bool, bool):
|
||||||
"""
|
"""
|
||||||
Calculates current signal based several technical analysis indicators
|
Calculates current signal based several technical analysis indicators
|
||||||
|
Loading…
Reference in New Issue
Block a user