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September 22, 2018 16:45
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{ | |
"cells": [ | |
{ | |
"cell_type": "code", | |
"execution_count": 128, | |
"metadata": {}, | |
"outputs": [ | |
{ | |
"data": { | |
"text/plain": [ | |
"{'c': [6672.5, 6675, 6674.5, 6674.5, 6675],\n", | |
" 'h': [6673, 6675, 6675, 6675, 6675],\n", | |
" 'l': [6672.5, 6672.5, 6674.5, 6674.5, 6674.5],\n", | |
" 'o': [6672.5, 6672.5, 6675, 6674.5, 6674.5],\n", | |
" 's': 'ok',\n", | |
" 't': [1537634340, 1537634400, 1537634460, 1537634520, 1537634580],\n", | |
" 'v': [207182, 475951, 263725, 211947, 104105]}" | |
] | |
}, | |
"metadata": {}, | |
"output_type": "display_data" | |
}, | |
{ | |
"data": { | |
"text/plain": [ | |
"dict" | |
] | |
}, | |
"metadata": {}, | |
"output_type": "display_data" | |
}, | |
{ | |
"name": "stdout", | |
"output_type": "stream", | |
"text": [ | |
"timestamp : [1537634340, 1537634400, 1537634460, 1537634520, 1537634580] <class 'list'>\n", | |
"open : [6672.5, 6672.5, 6675, 6674.5, 6674.5] <class 'list'>\n", | |
"high : [6673, 6675, 6675, 6675, 6675] <class 'list'>\n", | |
"low : [6672.5, 6672.5, 6674.5, 6674.5, 6674.5] <class 'list'>\n", | |
"close : [6672.5, 6675, 6674.5, 6674.5, 6675] <class 'list'>\n", | |
"volume : [207182, 475951, 263725, 211947, 104105] <class 'list'>\n" | |
] | |
} | |
], | |
"source": [ | |
"import time, requests\n", | |
"# 取得件数\n", | |
"count = 5\n", | |
"# 現在時刻と取得開始時刻\n", | |
"to_time = int(time.time())\n", | |
"from_time = to_time - (count - 1) * 60\n", | |
"# OHLCVデータ取得\n", | |
"param = {\"period\": 1, \"from\": from_time, \"to\": to_time}\n", | |
"url = \"https://www.bitmex.com/api/udf/history?symbol=XBTUSD&resolution={period}&from={from}&to={to}\".format(**param)\n", | |
"d = requests.get(url).json()\n", | |
"# 取得結果を表示(json:dict0)\n", | |
"display(d, type(d))\n", | |
"\n", | |
"# requestで取得したjson結果はOHLCVの各列がリストとなっている\n", | |
"print(\"timestamp :\", d[\"t\"], type(d[\"t\"]))\n", | |
"print(\"open :\", d[\"o\"], type(d[\"o\"]))\n", | |
"print(\"high :\", d[\"h\"], type(d[\"h\"]))\n", | |
"print(\"low :\", d[\"l\"], type(d[\"l\"]))\n", | |
"print(\"close :\", d[\"c\"], type(d[\"c\"]))\n", | |
"print(\"volume :\", d[\"v\"], type(d[\"v\"]))" | |
] | |
}, | |
{ | |
"cell_type": "code", | |
"execution_count": 129, | |
"metadata": {}, | |
"outputs": [ | |
{ | |
"data": { | |
"text/plain": [ | |
"[[1537634340, 6672.5, 6673, 6672.5, 6672.5, 207182],\n", | |
" [1537634400, 6672.5, 6675, 6672.5, 6675, 475951],\n", | |
" [1537634460, 6675, 6675, 6674.5, 6674.5, 263725],\n", | |
" [1537634520, 6674.5, 6675, 6674.5, 6674.5, 211947],\n", | |
" [1537634580, 6674.5, 6675, 6674.5, 6675, 104105]]" | |
] | |
}, | |
"metadata": {}, | |
"output_type": "display_data" | |
}, | |
{ | |
"data": { | |
"text/plain": [ | |
"list" | |
] | |
}, | |
"metadata": {}, | |
"output_type": "display_data" | |
}, | |
{ | |
"data": { | |
"text/plain": [ | |
"[[1537634340, 6672.5, 6673, 6672.5, 6672.5, 207182],\n", | |
" [1537634400, 6672.5, 6675, 6672.5, 6675, 475951],\n", | |
" [1537634460, 6675, 6675, 6674.5, 6674.5, 263725],\n", | |
" [1537634520, 6674.5, 6675, 6674.5, 6674.5, 211947],\n", | |
" [1537634580, 6674.5, 6675, 6674.5, 6675, 104105]]" | |
] | |
}, | |
"metadata": {}, | |
"output_type": "display_data" | |
}, | |
{ | |
"data": { | |
"text/plain": [ | |
"list" | |
] | |
}, | |
"metadata": {}, | |
"output_type": "display_data" | |
} | |
], | |
"source": [ | |
"# 各列リストからOHLCV二次元配列を作成\n", | |
"\n", | |
"# for文\n", | |
"lst_ohlcv =[]\n", | |
"for i in range(len(d[\"t\"])):\n", | |
" ohlcv = [d[\"t\"][i], d[\"o\"][i], d[\"h\"][i], d[\"l\"][i], d[\"c\"][i], d[\"v\"][i]]\n", | |
" lst_ohlcv.append(ohlcv)\n", | |
"display(lst_ohlcv, type(lst_ohlcv))\n", | |
"\n", | |
"# リスト内包表記\n", | |
"lst_ohlcv2 = [list(ohlcv) for ohlcv in zip(d[\"t\"], d[\"o\"], d[\"h\"], d[\"l\"], d[\"c\"], d[\"v\"])]\n", | |
"display(lst_ohlcv2, type(lst_ohlcv2))" | |
] | |
}, | |
{ | |
"cell_type": "code", | |
"execution_count": 130, | |
"metadata": {}, | |
"outputs": [ | |
{ | |
"name": "stdout", | |
"output_type": "stream", | |
"text": [ | |
"最新足のOHLCVリストを取得\n", | |
"[1537634580, 6674.5, 6675, 6674.5, 6675, 104105] <class 'list'>\n", | |
"\n", | |
"最も古い終値を取得\n", | |
"6672.5 <class 'float'>\n", | |
"\n", | |
"始値リストを取得\n", | |
"[6672.5, 6672.5, 6675, 6674.5, 6674.5] <class 'list'>\n", | |
"\n", | |
"新⇒古順のOHLCVリストを取得(反転)\n" | |
] | |
}, | |
{ | |
"data": { | |
"text/plain": [ | |
"[[1537634580, 6674.5, 6675, 6674.5, 6675, 104105],\n", | |
" [1537634520, 6674.5, 6675, 6674.5, 6674.5, 211947],\n", | |
" [1537634460, 6675, 6675, 6674.5, 6674.5, 263725],\n", | |
" [1537634400, 6672.5, 6675, 6672.5, 6675, 475951],\n", | |
" [1537634340, 6672.5, 6673, 6672.5, 6672.5, 207182]]" | |
] | |
}, | |
"metadata": {}, | |
"output_type": "display_data" | |
}, | |
{ | |
"data": { | |
"text/plain": [ | |
"list" | |
] | |
}, | |
"metadata": {}, | |
"output_type": "display_data" | |
} | |
], | |
"source": [ | |
"# OHLCV二次元配列からデータ取得\n", | |
"\n", | |
"print(\"最新足のOHLCVリストを取得\")\n", | |
"lst_newest = lst_ohlcv[-1]\n", | |
"print(lst_newest, type(lst_newest))\n", | |
"\n", | |
"print(\"\\n最も古い終値を取得\")\n", | |
"oldest_close = lst_ohlcv[0][4]\n", | |
"print(oldest_close, type(oldest_close))\n", | |
"\n", | |
"print(\"\\n始値リストを取得\")\n", | |
"lst_open = [ohlcv[1] for ohlcv in lst_ohlcv]\n", | |
"print(lst_open, type(lst_open))\n", | |
"\n", | |
"print(\"\\n新⇒古順のOHLCVリストを取得(反転)\")\n", | |
"lst_reverse = lst_ohlcv[::-1]\n", | |
"display(lst_reverse, type(lst_reverse))" | |
] | |
}, | |
{ | |
"cell_type": "code", | |
"execution_count": 131, | |
"metadata": {}, | |
"outputs": [ | |
{ | |
"name": "stdout", | |
"output_type": "stream", | |
"text": [ | |
"0 1537634340\n", | |
"1 1537634400\n", | |
"2 1537634460\n", | |
"3 1537634520\n", | |
"4 1537634580\n", | |
"dtype: int64 <class 'pandas.core.series.Series'>\n", | |
"0 6672.5\n", | |
"1 6672.5\n", | |
"2 6675.0\n", | |
"3 6674.5\n", | |
"4 6674.5\n", | |
"dtype: float64 <class 'pandas.core.series.Series'>\n", | |
"0 6673\n", | |
"1 6675\n", | |
"2 6675\n", | |
"3 6675\n", | |
"4 6675\n", | |
"dtype: int64 <class 'pandas.core.series.Series'>\n", | |
"0 6672.5\n", | |
"1 6672.5\n", | |
"2 6674.5\n", | |
"3 6674.5\n", | |
"4 6674.5\n", | |
"dtype: float64 <class 'pandas.core.series.Series'>\n", | |
"0 6672.5\n", | |
"1 6675.0\n", | |
"2 6674.5\n", | |
"3 6674.5\n", | |
"4 6675.0\n", | |
"dtype: float64 <class 'pandas.core.series.Series'>\n", | |
"0 207182\n", | |
"1 475951\n", | |
"2 263725\n", | |
"3 211947\n", | |
"4 104105\n", | |
"dtype: int64 <class 'pandas.core.series.Series'>\n" | |
] | |
} | |
], | |
"source": [ | |
"import pandas as pd\n", | |
"import numpy as np\n", | |
"# リスト⇒Series\n", | |
"sr_timestamp = pd.Series(d[\"t\"])\n", | |
"sr_open = pd.Series(d[\"o\"])\n", | |
"sr_high = pd.Series(d[\"h\"])\n", | |
"sr_low = pd.Series(d[\"l\"])\n", | |
"sr_close = pd.Series(d[\"c\"])\n", | |
"sr_volume = pd.Series(d[\"v\"])\n", | |
"print(sr_timestamp, type(sr_timestamp))\n", | |
"print(sr_open, type(sr_open))\n", | |
"print(sr_high, type(sr_high))\n", | |
"print(sr_low, type(sr_low))\n", | |
"print(sr_close, type(sr_close))\n", | |
"print(sr_volume, type(sr_volume))" | |
] | |
}, | |
{ | |
"cell_type": "code", | |
"execution_count": 132, | |
"metadata": {}, | |
"outputs": [ | |
{ | |
"name": "stdout", | |
"output_type": "stream", | |
"text": [ | |
"timestamp : [1537634340, 1537634400, 1537634460, 1537634520, 1537634580] <class 'list'>\n", | |
"open : [6672.5, 6672.5, 6675.0, 6674.5, 6674.5] <class 'list'>\n", | |
"high : [6673, 6675, 6675, 6675, 6675] <class 'list'>\n", | |
"low : [6672.5, 6672.5, 6674.5, 6674.5, 6674.5] <class 'list'>\n", | |
"close : [6672.5, 6675.0, 6674.5, 6674.5, 6675.0] <class 'list'>\n", | |
"volume : [207182, 475951, 263725, 211947, 104105] <class 'list'> \n", | |
"\n", | |
"timestamp : [1537634340 1537634400 1537634460 1537634520 1537634580] <class 'numpy.ndarray'>\n", | |
"open : [6672.5 6672.5 6675. 6674.5 6674.5] <class 'numpy.ndarray'>\n", | |
"high : [6673 6675 6675 6675 6675] <class 'numpy.ndarray'>\n", | |
"low : [6672.5 6672.5 6674.5 6674.5 6674.5] <class 'numpy.ndarray'>\n", | |
"close : [6672.5 6675. 6674.5 6674.5 6675. ] <class 'numpy.ndarray'>\n", | |
"volume : [207182 475951 263725 211947 104105] <class 'numpy.ndarray'>\n" | |
] | |
} | |
], | |
"source": [ | |
"# Series⇒リスト\n", | |
"lst_t = sr_timestamp.tolist()\n", | |
"lst_o = sr_open.tolist()\n", | |
"lst_h = sr_high.tolist()\n", | |
"lst_l = sr_low.tolist()\n", | |
"lst_c = sr_close.tolist()\n", | |
"lst_v = sr_volume.tolist()\n", | |
"print(\"timestamp :\", lst_t, type(lst_t))\n", | |
"print(\"open :\", lst_o, type(lst_o))\n", | |
"print(\"high :\", lst_h, type(lst_h))\n", | |
"print(\"low :\", lst_l, type(lst_l))\n", | |
"print(\"close :\", lst_c, type(lst_c))\n", | |
"print(\"volume :\", lst_v, type(lst_v) ,\"\\n\")\n", | |
"\n", | |
"# Series⇒ndarray\n", | |
"nda_t = sr_timestamp.values\n", | |
"nda_o = sr_open.values\n", | |
"nda_h = sr_high.values\n", | |
"nda_l = sr_low.values\n", | |
"nda_c = sr_close.values\n", | |
"nda_v = sr_volume.values\n", | |
"print(\"timestamp :\", nda_t, type(nda_t))\n", | |
"print(\"open :\", nda_o, type(nda_o))\n", | |
"print(\"high :\", nda_h, type(nda_h))\n", | |
"print(\"low :\", nda_l, type(nda_l))\n", | |
"print(\"close :\", nda_c, type(nda_c))\n", | |
"print(\"volume :\", nda_v, type(nda_v))\n" | |
] | |
}, | |
{ | |
"cell_type": "code", | |
"execution_count": 133, | |
"metadata": {}, | |
"outputs": [ | |
{ | |
"data": { | |
"text/html": [ | |
"<div>\n", | |
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"<table border=\"1\" class=\"dataframe\">\n", | |
" <thead>\n", | |
" <tr style=\"text-align: right;\">\n", | |
" <th></th>\n", | |
" <th>timestamp</th>\n", | |
" <th>open</th>\n", | |
" <th>high</th>\n", | |
" <th>low</th>\n", | |
" <th>close</th>\n", | |
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" <th>0</th>\n", | |
" <td>1537634340</td>\n", | |
" <td>6672.5</td>\n", | |
" <td>6673</td>\n", | |
" <td>6672.5</td>\n", | |
" <td>6672.5</td>\n", | |
" <td>207182</td>\n", | |
" </tr>\n", | |
" <tr>\n", | |
" <th>1</th>\n", | |
" <td>1537634400</td>\n", | |
" <td>6672.5</td>\n", | |
" <td>6675</td>\n", | |
" <td>6672.5</td>\n", | |
" <td>6675.0</td>\n", | |
" <td>475951</td>\n", | |
" </tr>\n", | |
" <tr>\n", | |
" <th>2</th>\n", | |
" <td>1537634460</td>\n", | |
" <td>6675.0</td>\n", | |
" <td>6675</td>\n", | |
" <td>6674.5</td>\n", | |
" <td>6674.5</td>\n", | |
" <td>263725</td>\n", | |
" </tr>\n", | |
" <tr>\n", | |
" <th>3</th>\n", | |
" <td>1537634520</td>\n", | |
" <td>6674.5</td>\n", | |
" <td>6675</td>\n", | |
" <td>6674.5</td>\n", | |
" <td>6674.5</td>\n", | |
" <td>211947</td>\n", | |
" </tr>\n", | |
" <tr>\n", | |
" <th>4</th>\n", | |
" <td>1537634580</td>\n", | |
" <td>6674.5</td>\n", | |
" <td>6675</td>\n", | |
" <td>6674.5</td>\n", | |
" <td>6675.0</td>\n", | |
" <td>104105</td>\n", | |
" </tr>\n", | |
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"</table>\n", | |
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], | |
"text/plain": [ | |
" timestamp open high low close volume\n", | |
"0 1537634340 6672.5 6673 6672.5 6672.5 207182\n", | |
"1 1537634400 6672.5 6675 6672.5 6675.0 475951\n", | |
"2 1537634460 6675.0 6675 6674.5 6674.5 263725\n", | |
"3 1537634520 6674.5 6675 6674.5 6674.5 211947\n", | |
"4 1537634580 6674.5 6675 6674.5 6675.0 104105" | |
] | |
}, | |
"metadata": {}, | |
"output_type": "display_data" | |
}, | |
{ | |
"data": { | |
"text/plain": [ | |
"pandas.core.frame.DataFrame" | |
] | |
}, | |
"metadata": {}, | |
"output_type": "display_data" | |
}, | |
{ | |
"data": { | |
"text/html": [ | |
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" <thead>\n", | |
" <tr style=\"text-align: right;\">\n", | |
" <th></th>\n", | |
" <th>timestamp</th>\n", | |
" <th>open</th>\n", | |
" <th>high</th>\n", | |
" <th>low</th>\n", | |
" <th>close</th>\n", | |
" <th>volume</th>\n", | |
" </tr>\n", | |
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" <tbody>\n", | |
" <tr>\n", | |
" <th>0</th>\n", | |
" <td>1537634340</td>\n", | |
" <td>6672.5</td>\n", | |
" <td>6673</td>\n", | |
" <td>6672.5</td>\n", | |
" <td>6672.5</td>\n", | |
" <td>207182</td>\n", | |
" </tr>\n", | |
" <tr>\n", | |
" <th>1</th>\n", | |
" <td>1537634400</td>\n", | |
" <td>6672.5</td>\n", | |
" <td>6675</td>\n", | |
" <td>6672.5</td>\n", | |
" <td>6675.0</td>\n", | |
" <td>475951</td>\n", | |
" </tr>\n", | |
" <tr>\n", | |
" <th>2</th>\n", | |
" <td>1537634460</td>\n", | |
" <td>6675.0</td>\n", | |
" <td>6675</td>\n", | |
" <td>6674.5</td>\n", | |
" <td>6674.5</td>\n", | |
" <td>263725</td>\n", | |
" </tr>\n", | |
" <tr>\n", | |
" <th>3</th>\n", | |
" <td>1537634520</td>\n", | |
" <td>6674.5</td>\n", | |
" <td>6675</td>\n", | |
" <td>6674.5</td>\n", | |
" <td>6674.5</td>\n", | |
" <td>211947</td>\n", | |
" </tr>\n", | |
" <tr>\n", | |
" <th>4</th>\n", | |
" <td>1537634580</td>\n", | |
" <td>6674.5</td>\n", | |
" <td>6675</td>\n", | |
" <td>6674.5</td>\n", | |
" <td>6675.0</td>\n", | |
" <td>104105</td>\n", | |
" </tr>\n", | |
" </tbody>\n", | |
"</table>\n", | |
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], | |
"text/plain": [ | |
" timestamp open high low close volume\n", | |
"0 1537634340 6672.5 6673 6672.5 6672.5 207182\n", | |
"1 1537634400 6672.5 6675 6672.5 6675.0 475951\n", | |
"2 1537634460 6675.0 6675 6674.5 6674.5 263725\n", | |
"3 1537634520 6674.5 6675 6674.5 6674.5 211947\n", | |
"4 1537634580 6674.5 6675 6674.5 6675.0 104105" | |
] | |
}, | |
"metadata": {}, | |
"output_type": "display_data" | |
}, | |
{ | |
"data": { | |
"text/plain": [ | |
"pandas.core.frame.DataFrame" | |
] | |
}, | |
"metadata": {}, | |
"output_type": "display_data" | |
} | |
], | |
"source": [ | |
"from collections import OrderedDict\n", | |
"# DataFrame作成\n", | |
"\n", | |
"# OHLCV二次元配列⇒DataFrame\n", | |
"df_ohlcv = pd.DataFrame(lst_ohlcv,\n", | |
" columns=[\"timestamp\", \"open\", \"high\", \"low\", \"close\", \"volume\"])\n", | |
"display(df_ohlcv, type(df_ohlcv))\n", | |
"\n", | |
"# OrderedDict⇒DataFrame\n", | |
"df_ohlcv2 = pd.DataFrame(OrderedDict({\n", | |
" \"timestamp\" : d[\"t\"],\n", | |
" \"open\" : d[\"o\"],\n", | |
" \"high\" : d[\"h\"],\n", | |
" \"low\" : d[\"l\"],\n", | |
" \"close\" : d[\"c\"],\n", | |
" \"volume\" : d[\"v\"],\n", | |
"}))\n", | |
"display(df_ohlcv2, type(df_ohlcv2))" | |
] | |
}, | |
{ | |
"cell_type": "code", | |
"execution_count": 134, | |
"metadata": {}, | |
"outputs": [ | |
{ | |
"name": "stdout", | |
"output_type": "stream", | |
"text": [ | |
"最新(最終行)の終値を取得\n", | |
"6675.0 <class 'numpy.float64'>\n", | |
"\n", | |
"最も古い(先頭)行を取得\n" | |
] | |
}, | |
{ | |
"data": { | |
"text/plain": [ | |
"timestamp 1.537634e+09\n", | |
"open 6.672500e+03\n", | |
"high 6.673000e+03\n", | |
"low 6.672500e+03\n", | |
"close 6.672500e+03\n", | |
"volume 2.071820e+05\n", | |
"Name: 0, dtype: float64" | |
] | |
}, | |
"metadata": {}, | |
"output_type": "display_data" | |
}, | |
{ | |
"data": { | |
"text/plain": [ | |
"pandas.core.series.Series" | |
] | |
}, | |
"metadata": {}, | |
"output_type": "display_data" | |
}, | |
{ | |
"data": { | |
"text/plain": [ | |
"[1537634340.0, 6672.5, 6673.0, 6672.5, 6672.5, 207182.0]" | |
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{ | |
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"text/plain": [ | |
"list" | |
] | |
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"metadata": {}, | |
"output_type": "display_data" | |
}, | |
{ | |
"name": "stdout", | |
"output_type": "stream", | |
"text": [ | |
"終値列を取得\n" | |
] | |
}, | |
{ | |
"data": { | |
"text/plain": [ | |
"0 6672.5\n", | |
"1 6675.0\n", | |
"2 6674.5\n", | |
"3 6674.5\n", | |
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"Name: close, dtype: float64" | |
] | |
}, | |
"metadata": {}, | |
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{ | |
"data": { | |
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"pandas.core.series.Series" | |
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"[6672.5, 6675.0, 6674.5, 6674.5, 6675.0]" | |
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"text/plain": [ | |
"list" | |
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}, | |
"metadata": {}, | |
"output_type": "display_data" | |
}, | |
{ | |
"name": "stdout", | |
"output_type": "stream", | |
"text": [ | |
"2~4行目の時刻, 始値, 終値列の取得\n" | |
] | |
}, | |
{ | |
"data": { | |
"text/html": [ | |
"<div>\n", | |
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" <tr style=\"text-align: right;\">\n", | |
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" timestamp open close\n", | |
"2 1537634460 6675.0 6674.5\n", | |
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}, | |
{ | |
"data": { | |
"text/plain": [ | |
"pandas.core.frame.DataFrame" | |
] | |
}, | |
"metadata": {}, | |
"output_type": "display_data" | |
}, | |
{ | |
"data": { | |
"text/plain": [ | |
"[[1537634460.0, 6675.0, 6674.5],\n", | |
" [1537634520.0, 6674.5, 6674.5],\n", | |
" [1537634580.0, 6674.5, 6675.0]]" | |
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"list" | |
] | |
}, | |
"metadata": {}, | |
"output_type": "display_data" | |
} | |
], | |
"source": [ | |
"# DataFrameからデータ取得\n", | |
"\n", | |
"print(\"最新(最終行)の終値を取得\")\n", | |
"last_close = df_ohlcv.iloc[-1, 4]\n", | |
"print(last_close, type(last_close))\n", | |
"\n", | |
"print(\"\\n最も古い(先頭)行を取得\")\n", | |
"row_first = df_ohlcv.iloc[0] # Series\n", | |
"display(row_first, type(row_first))\n", | |
"# リスト変換\n", | |
"lst_first = row_first.tolist()\n", | |
"display(lst_first, type(lst_first))\n", | |
"\n", | |
"print(\"終値列を取得\")\n", | |
"col_close = df_ohlcv[\"close\"] # Series\n", | |
"display(col_close, type(col_close))\n", | |
"# リスト変換\n", | |
"lst_close = col_close.tolist()\n", | |
"display(lst_close, type(lst_close))\n", | |
"\n", | |
"print(\"2~4行目の時刻, 始値, 終値列の取得\")\n", | |
"rng_toc = df_ohlcv.iloc[2:5, [0,1,4]] # DataFrame\n", | |
"display(rng_toc, type(rng_toc))\n", | |
"# リスト変換\n", | |
"lst_toc = rng_toc.values.tolist()\n", | |
"display(lst_toc, type(lst_toc))" | |
] | |
}, | |
{ | |
"cell_type": "code", | |
"execution_count": 135, | |
"metadata": {}, | |
"outputs": [ | |
{ | |
"name": "stdout", | |
"output_type": "stream", | |
"text": [ | |
"timestampをインデックスに設定\n" | |
] | |
}, | |
{ | |
"data": { | |
"text/html": [ | |
"<div>\n", | |
"<style scoped>\n", | |
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" <tr style=\"text-align: right;\">\n", | |
" <th></th>\n", | |
" <th>open</th>\n", | |
" <th>high</th>\n", | |
" <th>low</th>\n", | |
" <th>close</th>\n", | |
" <th>volume</th>\n", | |
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"</div>" | |
], | |
"text/plain": [ | |
" open high low close volume\n", | |
"timestamp \n", | |
"1537634340 6672.5 6673 6672.5 6672.5 207182\n", | |
"1537634400 6672.5 6675 6672.5 6675.0 475951\n", | |
"1537634460 6675.0 6675 6674.5 6674.5 263725\n", | |
"1537634520 6674.5 6675 6674.5 6674.5 211947\n", | |
"1537634580 6674.5 6675 6674.5 6675.0 104105" | |
] | |
}, | |
"metadata": {}, | |
"output_type": "display_data" | |
}, | |
{ | |
"name": "stdout", | |
"output_type": "stream", | |
"text": [ | |
"timestampインデックスを解除\n" | |
] | |
}, | |
{ | |
"data": { | |
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" <tr style=\"text-align: right;\">\n", | |
" <th></th>\n", | |
" <th>timestamp</th>\n", | |
" <th>open</th>\n", | |
" <th>high</th>\n", | |
" <th>low</th>\n", | |
" <th>close</th>\n", | |
" <th>volume</th>\n", | |
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" <td>207182</td>\n", | |
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" <tr>\n", | |
" <th>1</th>\n", | |
" <td>1537634400</td>\n", | |
" <td>6672.5</td>\n", | |
" <td>6675</td>\n", | |
" <td>6672.5</td>\n", | |
" <td>6675.0</td>\n", | |
" <td>475951</td>\n", | |
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" <th>2</th>\n", | |
" <td>1537634460</td>\n", | |
" <td>6675.0</td>\n", | |
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" <td>6674.5</td>\n", | |
" <td>263725</td>\n", | |
" </tr>\n", | |
" <tr>\n", | |
" <th>3</th>\n", | |
" <td>1537634520</td>\n", | |
" <td>6674.5</td>\n", | |
" <td>6675</td>\n", | |
" <td>6674.5</td>\n", | |
" <td>6674.5</td>\n", | |
" <td>211947</td>\n", | |
" </tr>\n", | |
" <tr>\n", | |
" <th>4</th>\n", | |
" <td>1537634580</td>\n", | |
" <td>6674.5</td>\n", | |
" <td>6675</td>\n", | |
" <td>6674.5</td>\n", | |
" <td>6675.0</td>\n", | |
" <td>104105</td>\n", | |
" </tr>\n", | |
" </tbody>\n", | |
"</table>\n", | |
"</div>" | |
], | |
"text/plain": [ | |
" timestamp open high low close volume\n", | |
"0 1537634340 6672.5 6673 6672.5 6672.5 207182\n", | |
"1 1537634400 6672.5 6675 6672.5 6675.0 475951\n", | |
"2 1537634460 6675.0 6675 6674.5 6674.5 263725\n", | |
"3 1537634520 6674.5 6675 6674.5 6674.5 211947\n", | |
"4 1537634580 6674.5 6675 6674.5 6675.0 104105" | |
] | |
}, | |
"metadata": {}, | |
"output_type": "display_data" | |
} | |
], | |
"source": [ | |
"# DataFrameインデックス\n", | |
"\n", | |
"print(\"timestampをインデックスに設定\")\n", | |
"df_ohlcv.set_index(\"timestamp\", inplace=True)\n", | |
"display(df_ohlcv)\n", | |
"\n", | |
"print(\"timestampインデックスを解除\")\n", | |
"df_ohlcv.reset_index(inplace=True)\n", | |
"display(df_ohlcv)" | |
] | |
}, | |
{ | |
"cell_type": "code", | |
"execution_count": 136, | |
"metadata": {}, | |
"outputs": [ | |
{ | |
"data": { | |
"text/html": [ | |
"<div>\n", | |
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"</style>\n", | |
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" <thead>\n", | |
" <tr style=\"text-align: right;\">\n", | |
" <th></th>\n", | |
" <th>timestamp</th>\n", | |
" <th>open</th>\n", | |
" <th>high</th>\n", | |
" <th>low</th>\n", | |
" <th>close</th>\n", | |
" <th>volume</th>\n", | |
" </tr>\n", | |
" </thead>\n", | |
" <tbody>\n", | |
" <tr>\n", | |
" <th>0</th>\n", | |
" <td>1537634340</td>\n", | |
" <td>6672.5</td>\n", | |
" <td>6673</td>\n", | |
" <td>6672.5</td>\n", | |
" <td>6672.5</td>\n", | |
" <td>207182</td>\n", | |
" </tr>\n", | |
" <tr>\n", | |
" <th>1</th>\n", | |
" <td>1537634400</td>\n", | |
" <td>6672.5</td>\n", | |
" <td>6675</td>\n", | |
" <td>6672.5</td>\n", | |
" <td>6675.0</td>\n", | |
" <td>475951</td>\n", | |
" </tr>\n", | |
" <tr>\n", | |
" <th>2</th>\n", | |
" <td>1537634460</td>\n", | |
" <td>6675.0</td>\n", | |
" <td>6675</td>\n", | |
" <td>6674.5</td>\n", | |
" <td>6674.5</td>\n", | |
" <td>263725</td>\n", | |
" </tr>\n", | |
" <tr>\n", | |
" <th>3</th>\n", | |
" <td>1537634520</td>\n", | |
" <td>6674.5</td>\n", | |
" <td>6675</td>\n", | |
" <td>6674.5</td>\n", | |
" <td>6674.5</td>\n", | |
" <td>211947</td>\n", | |
" </tr>\n", | |
" <tr>\n", | |
" <th>4</th>\n", | |
" <td>1537634580</td>\n", | |
" <td>6674.5</td>\n", | |
" <td>6675</td>\n", | |
" <td>6674.5</td>\n", | |
" <td>6675.0</td>\n", | |
" <td>104105</td>\n", | |
" </tr>\n", | |
" <tr>\n", | |
" <th>5</th>\n", | |
" <td>0</td>\n", | |
" <td>1.0</td>\n", | |
" <td>2</td>\n", | |
" <td>3.0</td>\n", | |
" <td>4.0</td>\n", | |
" <td>5</td>\n", | |
" </tr>\n", | |
" </tbody>\n", | |
"</table>\n", | |
"</div>" | |
], | |
"text/plain": [ | |
" timestamp open high low close volume\n", | |
"0 1537634340 6672.5 6673 6672.5 6672.5 207182\n", | |
"1 1537634400 6672.5 6675 6672.5 6675.0 475951\n", | |
"2 1537634460 6675.0 6675 6674.5 6674.5 263725\n", | |
"3 1537634520 6674.5 6675 6674.5 6674.5 211947\n", | |
"4 1537634580 6674.5 6675 6674.5 6675.0 104105\n", | |
"5 0 1.0 2 3.0 4.0 5" | |
] | |
}, | |
"metadata": {}, | |
"output_type": "display_data" | |
}, | |
{ | |
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" <tr style=\"text-align: right;\">\n", | |
" <th></th>\n", | |
" <th>timestamp</th>\n", | |
" <th>open</th>\n", | |
" <th>high</th>\n", | |
" <th>low</th>\n", | |
" <th>close</th>\n", | |
" <th>volume</th>\n", | |
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" <td>6672.5</td>\n", | |
" <td>6673</td>\n", | |
" <td>6672.5</td>\n", | |
" <td>6672.5</td>\n", | |
" <td>207182</td>\n", | |
" </tr>\n", | |
" <tr>\n", | |
" <th>1</th>\n", | |
" <td>1537634400</td>\n", | |
" <td>6672.5</td>\n", | |
" <td>6675</td>\n", | |
" <td>6672.5</td>\n", | |
" <td>6675.0</td>\n", | |
" <td>475951</td>\n", | |
" </tr>\n", | |
" <tr>\n", | |
" <th>2</th>\n", | |
" <td>1537634460</td>\n", | |
" <td>6675.0</td>\n", | |
" <td>6675</td>\n", | |
" <td>6674.5</td>\n", | |
" <td>6674.5</td>\n", | |
" <td>263725</td>\n", | |
" </tr>\n", | |
" <tr>\n", | |
" <th>3</th>\n", | |
" <td>1537634520</td>\n", | |
" <td>6674.5</td>\n", | |
" <td>6675</td>\n", | |
" <td>6674.5</td>\n", | |
" <td>6674.5</td>\n", | |
" <td>211947</td>\n", | |
" </tr>\n", | |
" <tr>\n", | |
" <th>4</th>\n", | |
" <td>1537634580</td>\n", | |
" <td>6674.5</td>\n", | |
" <td>6675</td>\n", | |
" <td>6674.5</td>\n", | |
" <td>6675.0</td>\n", | |
" <td>104105</td>\n", | |
" </tr>\n", | |
" </tbody>\n", | |
"</table>\n", | |
"</div>" | |
], | |
"text/plain": [ | |
" timestamp open high low close volume\n", | |
"0 1537634340 6672.5 6673 6672.5 6672.5 207182\n", | |
"1 1537634400 6672.5 6675 6672.5 6675.0 475951\n", | |
"2 1537634460 6675.0 6675 6674.5 6674.5 263725\n", | |
"3 1537634520 6674.5 6675 6674.5 6674.5 211947\n", | |
"4 1537634580 6674.5 6675 6674.5 6675.0 104105" | |
] | |
}, | |
"metadata": {}, | |
"output_type": "display_data" | |
}, | |
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" <th></th>\n", | |
" <th>timestamp</th>\n", | |
" <th>open</th>\n", | |
" <th>high</th>\n", | |
" <th>low</th>\n", | |
" <th>close</th>\n", | |
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" <td>207182</td>\n", | |
" <td>2018-09-22 16:39:00</td>\n", | |
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" <td>1537634400</td>\n", | |
" <td>6672.5</td>\n", | |
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" <td>6672.5</td>\n", | |
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" <td>475951</td>\n", | |
" <td>2018-09-22 16:40:00</td>\n", | |
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" <td>6674.5</td>\n", | |
" <td>6674.5</td>\n", | |
" <td>263725</td>\n", | |
" <td>2018-09-22 16:41:00</td>\n", | |
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" <td>1537634520</td>\n", | |
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" <td>6674.5</td>\n", | |
" <td>6674.5</td>\n", | |
" <td>211947</td>\n", | |
" <td>2018-09-22 16:42:00</td>\n", | |
" </tr>\n", | |
" <tr>\n", | |
" <th>4</th>\n", | |
" <td>1537634580</td>\n", | |
" <td>6674.5</td>\n", | |
" <td>6675</td>\n", | |
" <td>6674.5</td>\n", | |
" <td>6675.0</td>\n", | |
" <td>104105</td>\n", | |
" <td>2018-09-22 16:43:00</td>\n", | |
" </tr>\n", | |
" </tbody>\n", | |
"</table>\n", | |
"</div>" | |
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"text/plain": [ | |
" timestamp open high low close volume datetime\n", | |
"0 1537634340 6672.5 6673 6672.5 6672.5 207182 2018-09-22 16:39:00\n", | |
"1 1537634400 6672.5 6675 6672.5 6675.0 475951 2018-09-22 16:40:00\n", | |
"2 1537634460 6675.0 6675 6674.5 6674.5 263725 2018-09-22 16:41:00\n", | |
"3 1537634520 6674.5 6675 6674.5 6674.5 211947 2018-09-22 16:42:00\n", | |
"4 1537634580 6674.5 6675 6674.5 6675.0 104105 2018-09-22 16:43:00" | |
] | |
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" <th>open</th>\n", | |
" <th>high</th>\n", | |
" <th>low</th>\n", | |
" <th>close</th>\n", | |
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"text/plain": [ | |
" timestamp open high low close volume\n", | |
"0 1537634340 6672.5 6673 6672.5 6672.5 207182\n", | |
"1 1537634400 6672.5 6675 6672.5 6675.0 475951\n", | |
"2 1537634460 6675.0 6675 6674.5 6674.5 263725\n", | |
"3 1537634520 6674.5 6675 6674.5 6674.5 211947\n", | |
"4 1537634580 6674.5 6675 6674.5 6675.0 104105" | |
] | |
}, | |
"metadata": {}, | |
"output_type": "display_data" | |
} | |
], | |
"source": [ | |
"# DataFrameデータ追加/削除\n", | |
"\n", | |
"# 最終行をもう1行追加\n", | |
"df_new = pd.DataFrame([[0, 1, 2, 3, 4, 5]],\n", | |
" columns=[\"timestamp\", \"open\", \"high\", \"low\", \"close\", \"volume\"])\n", | |
"df_ohlcv = df_ohlcv.append(df_new, ignore_index=True)\n", | |
"display(df_ohlcv)\n", | |
"\n", | |
"# 最終行を1行削除\n", | |
"df_ohlcv.drop(len(df_ohlcv) - 1, axis=0, inplace=True)\n", | |
"display(df_ohlcv)\n", | |
"\n", | |
"# datetime列を追加\n", | |
"df_ohlcv[\"datetime\"] = pd.to_datetime(df_ohlcv[\"timestamp\"], unit=\"s\")\n", | |
"display(df_ohlcv)\n", | |
"\n", | |
"# datetime列を削除\n", | |
"df_ohlcv.drop(\"datetime\", axis=1, inplace=True)\n", | |
"display(df_ohlcv)" | |
] | |
}, | |
{ | |
"cell_type": "code", | |
"execution_count": 137, | |
"metadata": {}, | |
"outputs": [ | |
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" <th>low</th>\n", | |
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" <td>6675.0</td>\n", | |
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" <th>2</th>\n", | |
" <td>6675.0</td>\n", | |
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" <td>263725</td>\n", | |
" <td>1537634460</td>\n", | |
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" <th>3</th>\n", | |
" <td>6674.5</td>\n", | |
" <td>6675</td>\n", | |
" <td>6674.5</td>\n", | |
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" <td>6674.5</td>\n", | |
" <td>6675</td>\n", | |
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" <td>6675.0</td>\n", | |
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"</table>\n", | |
"</div>" | |
], | |
"text/plain": [ | |
" open high low close volume timestamp\n", | |
"0 6672.5 6673 6672.5 6672.5 207182 1537634340\n", | |
"1 6672.5 6675 6672.5 6675.0 475951 1537634400\n", | |
"2 6675.0 6675 6674.5 6674.5 263725 1537634460\n", | |
"3 6674.5 6675 6674.5 6674.5 211947 1537634520\n", | |
"4 6674.5 6675 6674.5 6675.0 104105 1537634580" | |
] | |
}, | |
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}, | |
{ | |
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" <thead>\n", | |
" <tr style=\"text-align: right;\">\n", | |
" <th></th>\n", | |
" <th>始値</th>\n", | |
" <th>高値</th>\n", | |
" <th>安値</th>\n", | |
" <th>終値</th>\n", | |
" <th>出来高</th>\n", | |
" <th>タイムスタンプ</th>\n", | |
" </tr>\n", | |
" </thead>\n", | |
" <tbody>\n", | |
" <tr>\n", | |
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" <td>6674.5</td>\n", | |
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" <td>6675</td>\n", | |
" <td>6674.5</td>\n", | |
" <td>6674.5</td>\n", | |
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" <th>4</th>\n", | |
" <td>6674.5</td>\n", | |
" <td>6675</td>\n", | |
" <td>6674.5</td>\n", | |
" <td>6675.0</td>\n", | |
" <td>104105</td>\n", | |
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], | |
"text/plain": [ | |
" 始値 高値 安値 終値 出来高 タイムスタンプ\n", | |
"0 6672.5 6673 6672.5 6672.5 207182 1537634340\n", | |
"1 6672.5 6675 6672.5 6675.0 475951 1537634400\n", | |
"2 6675.0 6675 6674.5 6674.5 263725 1537634460\n", | |
"3 6674.5 6675 6674.5 6674.5 211947 1537634520\n", | |
"4 6674.5 6675 6674.5 6675.0 104105 1537634580" | |
] | |
}, | |
"metadata": {}, | |
"output_type": "display_data" | |
} | |
], | |
"source": [ | |
"# DataFrame列の並び替え\n", | |
"df_ohlcv = df_ohlcv[[\"open\", \"high\", \"low\", \"close\", \"volume\", \"timestamp\"]]\n", | |
"display(df_ohlcv)\n", | |
"\n", | |
"# DataFrame列名変更\n", | |
"df_ohlcv.rename(\n", | |
" columns={\n", | |
" \"open\" : \"始値\",\n", | |
" \"high\" : \"高値\",\n", | |
" \"low\" : \"安値\",\n", | |
" \"close\" : \"終値\",\n", | |
" \"volume\" : \"出来高\",\n", | |
" \"timestamp\" : \"タイムスタンプ\",\n", | |
" }, inplace=True)\n", | |
"display(df_ohlcv)" | |
] | |
}, | |
{ | |
"cell_type": "code", | |
"execution_count": 138, | |
"metadata": {}, | |
"outputs": [ | |
{ | |
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" <th>安値</th>\n", | |
" <th>終値</th>\n", | |
" <th>出来高</th>\n", | |
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" <td>6674.5</td>\n", | |
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" <td>104105</td>\n", | |
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" <td>6674.5</td>\n", | |
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" <td>6674.5</td>\n", | |
" <td>6674.5</td>\n", | |
" <td>211947</td>\n", | |
" <td>1537634520</td>\n", | |
" </tr>\n", | |
" <tr>\n", | |
" <th>2</th>\n", | |
" <td>6675.0</td>\n", | |
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" <td>6674.5</td>\n", | |
" <td>6674.5</td>\n", | |
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" <td>6672.5</td>\n", | |
" <td>6675</td>\n", | |
" <td>6672.5</td>\n", | |
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" <td>6672.5</td>\n", | |
" <td>6673</td>\n", | |
" <td>6672.5</td>\n", | |
" <td>6672.5</td>\n", | |
" <td>207182</td>\n", | |
" <td>1537634340</td>\n", | |
" </tr>\n", | |
" </tbody>\n", | |
"</table>\n", | |
"</div>" | |
], | |
"text/plain": [ | |
" 始値 高値 安値 終値 出来高 タイムスタンプ\n", | |
"4 6674.5 6675 6674.5 6675.0 104105 1537634580\n", | |
"3 6674.5 6675 6674.5 6674.5 211947 1537634520\n", | |
"2 6675.0 6675 6674.5 6674.5 263725 1537634460\n", | |
"1 6672.5 6675 6672.5 6675.0 475951 1537634400\n", | |
"0 6672.5 6673 6672.5 6672.5 207182 1537634340" | |
] | |
}, | |
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}, | |
{ | |
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" <td>1537634400</td>\n", | |
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" <td>6672.5</td>\n", | |
" </tr>\n", | |
" <tr>\n", | |
" <th>0</th>\n", | |
" <td>1537634340</td>\n", | |
" <td>207182</td>\n", | |
" <td>6672.5</td>\n", | |
" <td>6672.5</td>\n", | |
" <td>6673</td>\n", | |
" <td>6672.5</td>\n", | |
" </tr>\n", | |
" </tbody>\n", | |
"</table>\n", | |
"</div>" | |
], | |
"text/plain": [ | |
" タイムスタンプ 出来高 終値 安値 高値 始値\n", | |
"4 1537634580 104105 6675.0 6674.5 6675 6674.5\n", | |
"3 1537634520 211947 6674.5 6674.5 6675 6674.5\n", | |
"2 1537634460 263725 6674.5 6674.5 6675 6675.0\n", | |
"1 1537634400 475951 6675.0 6672.5 6675 6672.5\n", | |
"0 1537634340 207182 6672.5 6672.5 6673 6672.5" | |
] | |
}, | |
"metadata": {}, | |
"output_type": "display_data" | |
} | |
], | |
"source": [ | |
"# DataFrame行反転\n", | |
"df_ohlcv = df_ohlcv.iloc[::-1]\n", | |
"display(df_ohlcv)\n", | |
"\n", | |
"# DataFrame列反転\n", | |
"df_ohlcv = df_ohlcv.iloc[:, ::-1]\n", | |
"display(df_ohlcv)" | |
] | |
} | |
], | |
"metadata": { | |
"kernelspec": { | |
"display_name": "Python 3", | |
"language": "python", | |
"name": "python3" | |
}, | |
"language_info": { | |
"codemirror_mode": { | |
"name": "ipython", | |
"version": 3 | |
}, | |
"file_extension": ".py", | |
"mimetype": "text/x-python", | |
"name": "python", | |
"nbconvert_exporter": "python", | |
"pygments_lexer": "ipython3", | |
"version": "3.6.2" | |
}, | |
"toc": { | |
"nav_menu": {}, | |
"number_sections": true, | |
"sideBar": true, | |
"skip_h1_title": false, | |
"title_cell": "Table of Contents", | |
"title_sidebar": "Contents", | |
"toc_cell": false, | |
"toc_position": {}, | |
"toc_section_display": true, | |
"toc_window_display": false | |
} | |
}, | |
"nbformat": 4, | |
"nbformat_minor": 2 | |
} |
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