stack overflow: https://stackoverflow.com/questions/74957740/json-file-parsing-string-indices-must-be-integers-not-str-error/74957829#74957829

1_price_list.json

{
    "10000NFTUSDT": {
        "ret_code": 0,
        "ret_msg": "OK",
        "ext_code": "",
        "ext_info": "",
        "result": [
            {
                "symbol": "10000NFTUSDT",
                "period": "60",
                "start_at": 1671559200,
                "open": 0.004533,
                "high": 0.004538,
                "low": 0.004523,
                "close": 0.004535
            },
            {
                "symbol": "10000NFTUSDT",
                "period": "60",
                "start_at": 1671562800,
                "open": 0.004535,
                "high": 0.004537,
                "low": 0.004531,
                "close": 0.004533
            },
            {
                "symbol": "10000NFTUSDT",
                "period": "60",
                "start_at": 1671566400,
                "open": 0.004533,
                "high": 0.00454,
                "low": 0.004533,
                "close": 0.004534
            }
        ]
    },
    "10001NFTUSDT": {
        "ret_code": 0,
        "ret_msg": "OK",
        "ext_code": "",
        "ext_info": "",
        "result": [
            {
                "symbol": "10001NFTUSDT",
                "period": "60",
                "start_at": 1671559200,
                "open": 0.004533,
                "high": 0.004538,
                "low": 0.004523,
                "close": 0.004535
            },
            {
                "symbol": "10001NFTUSDT",
                "period": "60",
                "start_at": 1671562800,
                "open": 0.004535,
                "high": 0.004537,
                "low": 0.004531,
                "close": 0.004533
            },
            {
                "symbol": "10001NFTUSDT",
                "period": "60",
                "start_at": 1671566400,
                "open": 0.004533,
                "high": 0.00454,
                "low": 0.004533,
                "close": 0.004534
            }
        ]
    }
}

func_cointegration.py

import math
from pprint import pprint
#Put close prices into a list

def extract_close_prices(prices: dict):
    
    #trying to extract close price
    close_prices = []

    for price_values in prices["result"]:
        
        if math.isnan(price_values["close"]):
            return []
        close_prices.append(price_values["close"])
    print(close_prices)
    return close_prices

#Calculate cointegrated pairs
def get_cointegrated_pairs(prices: dict):
    #Loop through all the coin and check co-integration.
    coint_pair_list = []
    included_list = []
    for sym_1 in prices.keys():
        #check each coin against the first (sym1)
        for sym_2 in prices.keys():
            if sym_2 != sym_1:
                # print(sym_2)
                #Get unique combination id and ensure one off check
                sorted_characters = sorted(sym_1 + sym_2)
                unique = "".join(sorted_characters)
                if unique in included_list:
                    break
                #get close prices
                series_1 = extract_close_prices(prices[sym_1])
                series_2 = extract_close_prices(prices[sym_2])

main.py

import json
from func_cointegration import get_cointegrated_pairs

print("Calculating co-integration...")
with open("1_price_list.json") as json_file:
    price_data = json.load(json_file)

    
    if len(price_data) > 0:
        coint_pairs = get_cointegrated_pairs(price_data)