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bnb-in-2020.ipynb
{
"nbformat": 4,
"nbformat_minor": 0,
"metadata": {
"colab": {
"name": "BNB in 2020",
"provenance": [],
"collapsed_sections": [],
"authorship_tag": "ABX9TyORuKxzTL51BsFmSE6YqG34",
"include_colab_link": true
},
"kernelspec": {
"name": "python3",
"display_name": "Python 3"
},
"language_info": {
"name": "python"
}
},
"cells": [
{
"cell_type": "markdown",
"metadata": {
"id": "view-in-github",
"colab_type": "text"
},
"source": [
"<a href=\"https://colab.research.google.com/gist/toanalien/5b6990b293ab4e9ac3844e8959a60578/bnb-in-2020.ipynb\" target=\"_parent\"><img src=\"https://colab.research.google.com/assets/colab-badge.svg\" alt=\"Open In Colab\"/></a>"
]
},
{
"cell_type": "code",
"metadata": {
"colab": {
"base_uri": "https://localhost:8080/"
},
"id": "J6Nnr_lijwSg",
"outputId": "d326ae2b-f81f-47b2-a37c-41c978b8e81f"
},
"source": [
"!rm -rf *.zip; \\\n",
"for i in `seq -w 1 12`; do wget https://data.binance.vision/data/spot/monthly/klines/BNBUSDT/1d/BNBUSDT-1d-2020-$i.zip; done; \\\n",
"unzip -o \"*.zip\""
],
"execution_count": 11,
"outputs": [
{
"output_type": "stream",
"text": [
"--2021-07-27 06:12:34-- https://data.binance.vision/data/spot/monthly/klines/BNBUSDT/1d/BNBUSDT-1d-2020-01.zip\n",
"Resolving data.binance.vision (data.binance.vision)... 13.226.14.128, 13.226.14.69, 13.226.14.83, ...\n",
"Connecting to data.binance.vision (data.binance.vision)|13.226.14.128|:443... connected.\n",
"HTTP request sent, awaiting response... 200 OK\n",
"Length: 1918 (1.9K) [application/zip]\n",
"Saving to: ‘BNBUSDT-1d-2020-01.zip’\n",
"\n",
"BNBUSDT-1d-2020-01. 100%[===================>] 1.87K --.-KB/s in 0s \n",
"\n",
"2021-07-27 06:12:34 (316 MB/s) - ‘BNBUSDT-1d-2020-01.zip’ saved [1918/1918]\n",
"\n",
"--2021-07-27 06:12:34-- https://data.binance.vision/data/spot/monthly/klines/BNBUSDT/1d/BNBUSDT-1d-2020-02.zip\n",
"Resolving data.binance.vision (data.binance.vision)... 13.226.14.128, 13.226.14.69, 13.226.14.83, ...\n",
"Connecting to data.binance.vision (data.binance.vision)|13.226.14.128|:443... connected.\n",
"HTTP request sent, awaiting response... 200 OK\n",
"Length: 1887 (1.8K) [application/zip]\n",
"Saving to: ‘BNBUSDT-1d-2020-02.zip’\n",
"\n",
"BNBUSDT-1d-2020-02. 100%[===================>] 1.84K --.-KB/s in 0s \n",
"\n",
"2021-07-27 06:12:35 (215 MB/s) - ‘BNBUSDT-1d-2020-02.zip’ saved [1887/1887]\n",
"\n",
"--2021-07-27 06:12:35-- https://data.binance.vision/data/spot/monthly/klines/BNBUSDT/1d/BNBUSDT-1d-2020-03.zip\n",
"Resolving data.binance.vision (data.binance.vision)... 13.226.14.128, 13.226.14.69, 13.226.14.83, ...\n",
"Connecting to data.binance.vision (data.binance.vision)|13.226.14.128|:443... connected.\n",
"HTTP request sent, awaiting response... 200 OK\n",
"Length: 2021 (2.0K) [application/zip]\n",
"Saving to: ‘BNBUSDT-1d-2020-03.zip’\n",
"\n",
"BNBUSDT-1d-2020-03. 100%[===================>] 1.97K --.-KB/s in 0s \n",
"\n",
"2021-07-27 06:12:35 (31.6 MB/s) - ‘BNBUSDT-1d-2020-03.zip’ saved [2021/2021]\n",
"\n",
"--2021-07-27 06:12:35-- https://data.binance.vision/data/spot/monthly/klines/BNBUSDT/1d/BNBUSDT-1d-2020-04.zip\n",
"Resolving data.binance.vision (data.binance.vision)... 13.226.14.128, 13.226.14.69, 13.226.14.83, ...\n",
"Connecting to data.binance.vision (data.binance.vision)|13.226.14.128|:443... connected.\n",
"HTTP request sent, awaiting response... 200 OK\n",
"Length: 1929 (1.9K) [application/zip]\n",
"Saving to: ‘BNBUSDT-1d-2020-04.zip’\n",
"\n",
"BNBUSDT-1d-2020-04. 100%[===================>] 1.88K --.-KB/s in 0s \n",
"\n",
"2021-07-27 06:12:36 (459 MB/s) - ‘BNBUSDT-1d-2020-04.zip’ saved [1929/1929]\n",
"\n",
"--2021-07-27 06:12:36-- https://data.binance.vision/data/spot/monthly/klines/BNBUSDT/1d/BNBUSDT-1d-2020-05.zip\n",
"Resolving data.binance.vision (data.binance.vision)... 13.226.14.128, 13.226.14.69, 13.226.14.83, ...\n",
"Connecting to data.binance.vision (data.binance.vision)|13.226.14.128|:443... connected.\n",
"HTTP request sent, awaiting response... 200 OK\n",
"Length: 1970 (1.9K) [application/zip]\n",
"Saving to: ‘BNBUSDT-1d-2020-05.zip’\n",
"\n",
"BNBUSDT-1d-2020-05. 100%[===================>] 1.92K --.-KB/s in 0s \n",
"\n",
"2021-07-27 06:12:36 (539 MB/s) - ‘BNBUSDT-1d-2020-05.zip’ saved [1970/1970]\n",
"\n",
"--2021-07-27 06:12:36-- https://data.binance.vision/data/spot/monthly/klines/BNBUSDT/1d/BNBUSDT-1d-2020-06.zip\n",
"Resolving data.binance.vision (data.binance.vision)... 13.226.14.128, 13.226.14.69, 13.226.14.83, ...\n",
"Connecting to data.binance.vision (data.binance.vision)|13.226.14.128|:443... connected.\n",
"HTTP request sent, awaiting response... 200 OK\n",
"Length: 1877 (1.8K) [application/zip]\n",
"Saving to: ‘BNBUSDT-1d-2020-06.zip’\n",
"\n",
"BNBUSDT-1d-2020-06. 100%[===================>] 1.83K --.-KB/s in 0s \n",
"\n",
"2021-07-27 06:12:36 (43.8 MB/s) - ‘BNBUSDT-1d-2020-06.zip’ saved [1877/1877]\n",
"\n",
"--2021-07-27 06:12:37-- https://data.binance.vision/data/spot/monthly/klines/BNBUSDT/1d/BNBUSDT-1d-2020-07.zip\n",
"Resolving data.binance.vision (data.binance.vision)... 13.226.14.128, 13.226.14.69, 13.226.14.83, ...\n",
"Connecting to data.binance.vision (data.binance.vision)|13.226.14.128|:443... connected.\n",
"HTTP request sent, awaiting response... 200 OK\n",
"Length: 1973 (1.9K) [application/zip]\n",
"Saving to: ‘BNBUSDT-1d-2020-07.zip’\n",
"\n",
"BNBUSDT-1d-2020-07. 100%[===================>] 1.93K --.-KB/s in 0s \n",
"\n",
"2021-07-27 06:12:37 (457 MB/s) - ‘BNBUSDT-1d-2020-07.zip’ saved [1973/1973]\n",
"\n",
"--2021-07-27 06:12:37-- https://data.binance.vision/data/spot/monthly/klines/BNBUSDT/1d/BNBUSDT-1d-2020-08.zip\n",
"Resolving data.binance.vision (data.binance.vision)... 13.226.14.128, 13.226.14.69, 13.226.14.83, ...\n",
"Connecting to data.binance.vision (data.binance.vision)|13.226.14.128|:443... connected.\n",
"HTTP request sent, awaiting response... 200 OK\n",
"Length: 1966 (1.9K) [application/zip]\n",
"Saving to: ‘BNBUSDT-1d-2020-08.zip’\n",
"\n",
"BNBUSDT-1d-2020-08. 100%[===================>] 1.92K --.-KB/s in 0s \n",
"\n",
"2021-07-27 06:12:37 (55.4 MB/s) - ‘BNBUSDT-1d-2020-08.zip’ saved [1966/1966]\n",
"\n",
"--2021-07-27 06:12:37-- https://data.binance.vision/data/spot/monthly/klines/BNBUSDT/1d/BNBUSDT-1d-2020-09.zip\n",
"Resolving data.binance.vision (data.binance.vision)... 13.226.14.128, 13.226.14.69, 13.226.14.83, ...\n",
"Connecting to data.binance.vision (data.binance.vision)|13.226.14.128|:443... connected.\n",
"HTTP request sent, awaiting response... 200 OK\n",
"Length: 2016 (2.0K) [application/zip]\n",
"Saving to: ‘BNBUSDT-1d-2020-09.zip’\n",
"\n",
"BNBUSDT-1d-2020-09. 100%[===================>] 1.97K --.-KB/s in 0s \n",
"\n",
"2021-07-27 06:12:37 (40.4 MB/s) - ‘BNBUSDT-1d-2020-09.zip’ saved [2016/2016]\n",
"\n",
"--2021-07-27 06:12:37-- https://data.binance.vision/data/spot/monthly/klines/BNBUSDT/1d/BNBUSDT-1d-2020-10.zip\n",
"Resolving data.binance.vision (data.binance.vision)... 13.226.14.128, 13.226.14.69, 13.226.14.83, ...\n",
"Connecting to data.binance.vision (data.binance.vision)|13.226.14.128|:443... connected.\n",
"HTTP request sent, awaiting response... 200 OK\n",
"Length: 2064 (2.0K) [application/zip]\n",
"Saving to: ‘BNBUSDT-1d-2020-10.zip’\n",
"\n",
"BNBUSDT-1d-2020-10. 100%[===================>] 2.02K --.-KB/s in 0s \n",
"\n",
"2021-07-27 06:12:37 (78.0 MB/s) - ‘BNBUSDT-1d-2020-10.zip’ saved [2064/2064]\n",
"\n",
"--2021-07-27 06:12:37-- https://data.binance.vision/data/spot/monthly/klines/BNBUSDT/1d/BNBUSDT-1d-2020-11.zip\n",
"Resolving data.binance.vision (data.binance.vision)... 13.226.14.128, 13.226.14.69, 13.226.14.83, ...\n",
"Connecting to data.binance.vision (data.binance.vision)|13.226.14.128|:443... connected.\n",
"HTTP request sent, awaiting response... 200 OK\n",
"Length: 1993 (1.9K) [application/zip]\n",
"Saving to: ‘BNBUSDT-1d-2020-11.zip’\n",
"\n",
"BNBUSDT-1d-2020-11. 100%[===================>] 1.95K --.-KB/s in 0s \n",
"\n",
"2021-07-27 06:12:38 (562 MB/s) - ‘BNBUSDT-1d-2020-11.zip’ saved [1993/1993]\n",
"\n",
"--2021-07-27 06:12:38-- https://data.binance.vision/data/spot/monthly/klines/BNBUSDT/1d/BNBUSDT-1d-2020-12.zip\n",
"Resolving data.binance.vision (data.binance.vision)... 13.226.14.128, 13.226.14.69, 13.226.14.83, ...\n",
"Connecting to data.binance.vision (data.binance.vision)|13.226.14.128|:443... connected.\n",
"HTTP request sent, awaiting response... 200 OK\n",
"Length: 2078 (2.0K) [application/zip]\n",
"Saving to: ‘BNBUSDT-1d-2020-12.zip’\n",
"\n",
"BNBUSDT-1d-2020-12. 100%[===================>] 2.03K --.-KB/s in 0s \n",
"\n",
"2021-07-27 06:12:38 (332 MB/s) - ‘BNBUSDT-1d-2020-12.zip’ saved [2078/2078]\n",
"\n",
"Archive: BNBUSDT-1d-2020-02.zip\n",
" inflating: BNBUSDT-1d-2020-02.csv \n",
"\n",
"Archive: BNBUSDT-1d-2020-07.zip\n",
" inflating: BNBUSDT-1d-2020-07.csv \n",
"\n",
"Archive: BNBUSDT-1d-2020-12.zip\n",
" inflating: BNBUSDT-1d-2020-12.csv \n",
"\n",
"Archive: BNBUSDT-1d-2020-10.zip\n",
" inflating: BNBUSDT-1d-2020-10.csv \n",
"\n",
"Archive: BNBUSDT-1d-2020-03.zip\n",
" inflating: BNBUSDT-1d-2020-03.csv \n",
"\n",
"Archive: BNBUSDT-1d-2020-09.zip\n",
" inflating: BNBUSDT-1d-2020-09.csv \n",
"\n",
"Archive: BNBUSDT-1d-2020-11.zip\n",
" inflating: BNBUSDT-1d-2020-11.csv \n",
"\n",
"Archive: BNBUSDT-1d-2020-04.zip\n",
" inflating: BNBUSDT-1d-2020-04.csv \n",
"\n",
"Archive: BNBUSDT-1d-2020-06.zip\n",
" inflating: BNBUSDT-1d-2020-06.csv \n",
"\n",
"Archive: BNBUSDT-1d-2020-01.zip\n",
" inflating: BNBUSDT-1d-2020-01.csv \n",
"\n",
"Archive: BNBUSDT-1d-2020-08.zip\n",
" inflating: BNBUSDT-1d-2020-08.csv \n",
"\n",
"Archive: BNBUSDT-1d-2020-05.zip\n",
" inflating: BNBUSDT-1d-2020-05.csv \n",
"\n",
"12 archives were successfully processed.\n"
],
"name": "stdout"
}
]
},
{
"cell_type": "code",
"metadata": {
"id": "B0aKDfF8kFSZ"
},
"source": [
"import pandas as pd\n",
"import matplotlib.pyplot as plt\n",
"import plotly.graph_objects as go\n",
"import glob\n",
"import os "
],
"execution_count": 2,
"outputs": []
},
{
"cell_type": "code",
"metadata": {
"id": "U8eJJzNNipHo"
},
"source": [
"def load_files(filenames):\n",
"\tfor filename in filenames:\n",
"\t\tyield pd.read_csv(filename, usecols=(range(0,6)), names=['Open Time', 'Open', 'High', 'Low',\t'Close',\t'Volume'])"
],
"execution_count": 3,
"outputs": []
},
{
"cell_type": "code",
"metadata": {
"id": "h291RtIQkQrf"
},
"source": [
"df = pd.concat(load_files(glob.glob(os.path.join('', \"*.csv\"))))"
],
"execution_count": 4,
"outputs": []
},
{
"cell_type": "code",
"metadata": {
"colab": {
"base_uri": "https://localhost:8080/",
"height": 419
},
"id": "TL4_mW4hbAxw",
"outputId": "2630500f-d417-40d0-d054-e2021e9ebb86"
},
"source": [
"df"
],
"execution_count": 5,
"outputs": [
{
"output_type": "execute_result",
"data": {
"text/html": [
"<div>\n",
"<style scoped>\n",
" .dataframe tbody tr th:only-of-type {\n",
" vertical-align: middle;\n",
" }\n",
"\n",
" .dataframe tbody tr th {\n",
" vertical-align: top;\n",
" }\n",
"\n",
" .dataframe thead th {\n",
" text-align: right;\n",
" }\n",
"</style>\n",
"<table border=\"1\" class=\"dataframe\">\n",
" <thead>\n",
" <tr style=\"text-align: right;\">\n",
" <th></th>\n",
" <th>Open Time</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>1593561600000</td>\n",
" <td>15.3959</td>\n",
" <td>15.8888</td>\n",
" <td>15.3363</td>\n",
" <td>15.8144</td>\n",
" <td>1612208.19</td>\n",
" </tr>\n",
" <tr>\n",
" <th>1</th>\n",
" <td>1593648000000</td>\n",
" <td>15.8123</td>\n",
" <td>15.9796</td>\n",
" <td>15.0743</td>\n",
" <td>15.3634</td>\n",
" <td>1399345.39</td>\n",
" </tr>\n",
" <tr>\n",
" <th>2</th>\n",
" <td>1593734400000</td>\n",
" <td>15.3640</td>\n",
" <td>15.4880</td>\n",
" <td>15.2484</td>\n",
" <td>15.2863</td>\n",
" <td>1211128.83</td>\n",
" </tr>\n",
" <tr>\n",
" <th>3</th>\n",
" <td>1593820800000</td>\n",
" <td>15.2856</td>\n",
" <td>15.6399</td>\n",
" <td>15.2239</td>\n",
" <td>15.5548</td>\n",
" <td>1319545.75</td>\n",
" </tr>\n",
" <tr>\n",
" <th>4</th>\n",
" <td>1593907200000</td>\n",
" <td>15.5579</td>\n",
" <td>15.6135</td>\n",
" <td>15.1000</td>\n",
" <td>15.4885</td>\n",
" <td>1120649.91</td>\n",
" </tr>\n",
" <tr>\n",
" <th>...</th>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" </tr>\n",
" <tr>\n",
" <th>24</th>\n",
" <td>1582588800000</td>\n",
" <td>22.0965</td>\n",
" <td>22.0967</td>\n",
" <td>20.0711</td>\n",
" <td>20.3193</td>\n",
" <td>2335580.11</td>\n",
" </tr>\n",
" <tr>\n",
" <th>25</th>\n",
" <td>1582675200000</td>\n",
" <td>20.3316</td>\n",
" <td>20.5191</td>\n",
" <td>17.9000</td>\n",
" <td>18.7441</td>\n",
" <td>3772185.04</td>\n",
" </tr>\n",
" <tr>\n",
" <th>26</th>\n",
" <td>1582761600000</td>\n",
" <td>18.7338</td>\n",
" <td>19.6499</td>\n",
" <td>17.7051</td>\n",
" <td>19.2000</td>\n",
" <td>3018934.76</td>\n",
" </tr>\n",
" <tr>\n",
" <th>27</th>\n",
" <td>1582848000000</td>\n",
" <td>19.1889</td>\n",
" <td>19.7551</td>\n",
" <td>17.9053</td>\n",
" <td>18.9838</td>\n",
" <td>3099999.93</td>\n",
" </tr>\n",
" <tr>\n",
" <th>28</th>\n",
" <td>1582934400000</td>\n",
" <td>18.9838</td>\n",
" <td>20.4000</td>\n",
" <td>18.8000</td>\n",
" <td>19.2300</td>\n",
" <td>3569383.92</td>\n",
" </tr>\n",
" </tbody>\n",
"</table>\n",
"<p>366 rows × 6 columns</p>\n",
"</div>"
],
"text/plain": [
" Open Time Open High Low Close Volume\n",
"0 1593561600000 15.3959 15.8888 15.3363 15.8144 1612208.19\n",
"1 1593648000000 15.8123 15.9796 15.0743 15.3634 1399345.39\n",
"2 1593734400000 15.3640 15.4880 15.2484 15.2863 1211128.83\n",
"3 1593820800000 15.2856 15.6399 15.2239 15.5548 1319545.75\n",
"4 1593907200000 15.5579 15.6135 15.1000 15.4885 1120649.91\n",
".. ... ... ... ... ... ...\n",
"24 1582588800000 22.0965 22.0967 20.0711 20.3193 2335580.11\n",
"25 1582675200000 20.3316 20.5191 17.9000 18.7441 3772185.04\n",
"26 1582761600000 18.7338 19.6499 17.7051 19.2000 3018934.76\n",
"27 1582848000000 19.1889 19.7551 17.9053 18.9838 3099999.93\n",
"28 1582934400000 18.9838 20.4000 18.8000 19.2300 3569383.92\n",
"\n",
"[366 rows x 6 columns]"
]
},
"metadata": {
"tags": []
},
"execution_count": 5
}
]
},
{
"cell_type": "code",
"metadata": {
"id": "qW3l0Wj-keYY"
},
"source": [
"df['Open Time'] = pd.to_datetime(df['Open Time'], unit='ms')"
],
"execution_count": 6,
"outputs": []
},
{
"cell_type": "code",
"metadata": {
"id": "lMqp_zaolWcn"
},
"source": [
"df = df.set_index('Open Time')"
],
"execution_count": 7,
"outputs": []
},
{
"cell_type": "code",
"metadata": {
"id": "JtBtBZwMlb5c"
},
"source": [
"candlestick = go.Candlestick(\n",
" x=df.index,\n",
" open=df['Open'],\n",
" high=df['High'],\n",
" low=df['Low'],\n",
" close=df['Close'])"
],
"execution_count": 8,
"outputs": []
},
{
"cell_type": "code",
"metadata": {
"id": "0McAK-Awl0uD"
},
"source": [
"fig = go.Figure(data=[candlestick])"
],
"execution_count": 9,
"outputs": []
},
{
"cell_type": "code",
"metadata": {
"colab": {
"base_uri": "https://localhost:8080/",
"height": 542
},
"id": "l242LX43l9nT",
"outputId": "a5c2c894-b158-40e2-a5b7-e4210939be13"
},
"source": [
"fig.show()"
],
"execution_count": 10,
"outputs": [
{
"output_type": "display_data",
"data": {
"text/html": [
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"<head><meta charset=\"utf-8\" /></head>\n",
"<body>\n",
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" <script type=\"text/javascript\">window.PlotlyConfig = {MathJaxConfig: 'local'};</script>\n",
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}
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}
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