Parse ccxt ohlcv history into dict in get_ticker_history

This commit is contained in:
enenn
2018-02-04 19:43:05 +01:00
parent e6181fee0e
commit f9338be455
4 changed files with 30 additions and 35 deletions

View File

@@ -4,7 +4,6 @@
import sys
import json
import ccxt
import datetime
from freqtrade import exchange
from freqtrade import misc
@@ -37,18 +36,5 @@ for pair in PAIRS:
data = exchange.get_ticker_history(pair, tick_interval)
pair_print = pair.replace('/', '_')
filename = '{}-{}.json'.format(pair_print, tick_interval)
data_json = []
for candlestick in data:
# Timestamp in unix milliseconds formatted
data_json.append({
'T': datetime.datetime.fromtimestamp(candlestick[0]/1000.0).strftime('%Y-%m-%dT%H:%M:%S.%f'),
'O': candlestick[1],
'H': candlestick[2],
'L': candlestick[3],
'C': candlestick[4],
'V': candlestick[5],
})
data_json = sorted(data_json, key=lambda d: d['T'])
misc.file_dump_json(filename, data_json)
data = sorted(data, key=lambda d: d['T'])
misc.file_dump_json(filename, data)