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@nagishin
Created 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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"</style>\n",
"<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",
" <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",
" </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"
},
{
"data": {
"text/plain": [
"pandas.core.frame.DataFrame"
]
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"output_type": "display_data"
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{
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"</style>\n",
"<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",
" <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",
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"</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"
},
{
"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]"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"data": {
"text/plain": [
"list"
]
},
"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",
"4 6675.0\n",
"Name: close, dtype: float64"
]
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"metadata": {},
"output_type": "display_data"
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{
"data": {
"text/plain": [
"pandas.core.series.Series"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"data": {
"text/plain": [
"[6672.5, 6675.0, 6674.5, 6674.5, 6675.0]"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"data": {
"text/plain": [
"list"
]
},
"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": {
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" <th></th>\n",
" <th>timestamp</th>\n",
" <th>open</th>\n",
" <th>close</th>\n",
" </tr>\n",
" </thead>\n",
" <tbody>\n",
" <tr>\n",
" <th>2</th>\n",
" <td>1537634460</td>\n",
" <td>6675.0</td>\n",
" <td>6674.5</td>\n",
" </tr>\n",
" <tr>\n",
" <th>3</th>\n",
" <td>1537634520</td>\n",
" <td>6674.5</td>\n",
" <td>6674.5</td>\n",
" </tr>\n",
" <tr>\n",
" <th>4</th>\n",
" <td>1537634580</td>\n",
" <td>6674.5</td>\n",
" <td>6675.0</td>\n",
" </tr>\n",
" </tbody>\n",
"</table>\n",
"</div>"
],
"text/plain": [
" timestamp open close\n",
"2 1537634460 6675.0 6674.5\n",
"3 1537634520 6674.5 6674.5\n",
"4 1537634580 6674.5 6675.0"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"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]]"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"data": {
"text/plain": [
"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": {
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" </tr>\n",
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"</table>\n",
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"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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" <th>close</th>\n",
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" </tr>\n",
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" </tr>\n",
" <tr>\n",
" <th>4</th>\n",
" <td>1537634580</td>\n",
" <td>6674.5</td>\n",
" <td>6675</td>\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": [
{
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],
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" 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"
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" 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"
]
},
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" <th>open</th>\n",
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"</div>"
],
"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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"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": [
{
"data": {
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" <th>open</th>\n",
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" <th>low</th>\n",
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" <th>3</th>\n",
" <td>6674.5</td>\n",
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" <td>6674.5</td>\n",
" <td>211947</td>\n",
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" <th>4</th>\n",
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" open high low close volume timestamp\n",
"0 6672.5 6673 6672.5 6672.5 207182 1537634340\n",
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"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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" <th>始値</th>\n",
" <th>高値</th>\n",
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" <td>6674.5</td>\n",
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" 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": [
{
"data": {
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" <th></th>\n",
" <th>始値</th>\n",
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" <td>6675.0</td>\n",
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" <td>6672.5</td>\n",
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" </tr>\n",
" <tr>\n",
" <th>0</th>\n",
" <td>6672.5</td>\n",
" <td>6673</td>\n",
" <td>6672.5</td>\n",
" <td>6672.5</td>\n",
" <td>207182</td>\n",
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" </tr>\n",
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"</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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" <td>207182</td>\n",
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" <td>6672.5</td>\n",
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" <td>6672.5</td>\n",
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" </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)"
]
}
],
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