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@lvthillo
Last active January 12, 2021 18:18
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import ccxt
import os
import re
import time
import pandas as pd
from stockstats import StockDataFrame as Sdf
def get_historical_data(coin_pair, timeframe):
"""Get Historical data (ohlcv) from a coin_pair
"""
# optional: exchange.fetch_ohlcv(coin_pair, '1h', since)
data = exchange.fetch_ohlcv(coin_pair, timeframe)
# update timestamp to human readable timestamp
data = [[exchange.iso8601(candle[0])] + candle[1:] for candle in data]
header = ['Timestamp', 'Open', 'High', 'Low', 'Close', 'Volume']
df = pd.DataFrame(data, columns=header)
return df
def create_stock(historical_data):
"""Create StockData from historical data
"""
stock = Sdf.retype(historical_data)
return stock
if __name__ == "__main__":
...
for coin_pair in valid_coin_pairs:
# respect rate limit
time.sleep (exchange.rateLimit / 1000)
data = get_historical_data(coin_pair, '1h')
stock_data = create_stock(data)
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