Obtain ohlcv data with ccxt library in Python

ohlcv.py

#!/usr/bin/python
import ccxt
import calendar
from datetime import datetime, date, timedelta

binance = ccxt.binance()

def min_ohlcv(dt, pair, limit):
    # UTC native object
    since = calendar.timegm(dt.utctimetuple())*1000
    ohlcv1 = binance.fetch_ohlcv(symbol=pair, timeframe='1m', since=since, limit=limit)
    ohlcv2 = binance.fetch_ohlcv(symbol=pair, timeframe='1m', since=since, limit=limit)
    ohlcv = ohlcv1 + ohlcv2
    return ohlcv

def ohlcv(dt, pair, period='1d'):
    ohlcv = []
    limit = 1000
    if period == '1m':
        limit = 720
    elif period == '1d':
        limit = 365
    elif period == '1h':
        limit = 24
    elif period == '5m':
        limit = 288
    for i in dt:
        start_dt = datetime.strptime(i, "%Y%m%d")
        since = calendar.timegm(start_dt.utctimetuple())*1000
        if period == '1m':
            ohlcv.extend(min_ohlcv(start_dt, pair, limit))
        else:
            ohlcv.extend(binance.fetch_ohlcv(symbol=pair, timeframe=period, since=since, limit=limit))
    df = pd.DataFrame(ohlcv, columns = ['Time', 'Open', 'High', 'Low', 'Close', 'Volume'])
    df['Time'] = [datetime.fromtimestamp(float(time)/1000) for time in df['Time']]
    df['Open'] = df['Open'].astype(np.float64)
    df['High'] = df['High'].astype(np.float64)
    df['Low'] = df['Low'].astype(np.float64)
    df['Close'] = df['Close'].astype(np.float64)
    df['Volume'] = df['Volume'].astype(np.float64)
    df.set_index('Time', inplace=True)
    return df

dt = ['20190101', '20200101']
df = ohlcv(dt, 'ETH/BTC', '1h')

def min_ohlcv(dt, pair, limit):   
  since = calendar.timegm(dt.utctimetuple())*1000
   ohlcv1 = binance.fetch_ohlcv(symbol=pair, timeframe='1m', since=since, limit=limit)
   ohlcv2 = binance.fetch_ohlcv(symbol=pair, timeframe='1m', since=since, limit=limit)
   ohlcv = ohlcv1 + ohlcv2    return ohlcv

Since ohlcv1 and ohlcv2 are exactly the same here, can you please shed some light as to why you are adding them to get the final OHLCV ?

@zeeskhan1990 sorry this might not work well, but I can tell you why I call fetch_ohlcv twice. limit is set 720 for minute data. The reason I set the limit to 720 was because of the limitation of 1000. The first fetch_ohlcv must obtain 720 minutes candles, then the second one could get the latter 720 minutes candles, which 1440 minutes candles in total. As a result, the min_ohlcv function can return 1440 minutes candles (relevant to 1 day) to the caller where we've got the for loop for each day. I believe that the basic idea is fine.