From 1ff9c9f39b9ce9d4a98938c427e508d7e1f1bef7 Mon Sep 17 00:00:00 2001 From: Frederic Fortier Date: Fri, 15 Dec 2017 22:11:57 -0500 Subject: [PATCH] BLD: utilities for loading historical data --- catalyst/exchange/exchange_utils.py | 17 +++++++++++++++++ 1 file changed, 17 insertions(+) diff --git a/catalyst/exchange/exchange_utils.py b/catalyst/exchange/exchange_utils.py index f67ea9a4..ac992c2f 100644 --- a/catalyst/exchange/exchange_utils.py +++ b/catalyst/exchange/exchange_utils.py @@ -654,6 +654,7 @@ def group_assets_by_exchange(assets): return exchange_assets + def get_catalyst_symbol(market_or_symbol): """ The Catalyst symbol. @@ -675,3 +676,19 @@ def get_catalyst_symbol(market_or_symbol): market_or_symbol['base'].lower(), market_or_symbol['quote'].lower(), ) + + +def save_asset_data(folder, df): + symbols = df.index.get_level_values('symbol') + for symbol in symbols: + symbol_df = df.loc[(symbols == symbol)] # Type: pd.DataFrame + + filename = os.path.join(folder, '{}.csv'.format(symbol)) + if os.path.exists(filename): + print_headers = False + + else: + print_headers = True + + with open(filename, 'a') as f: + symbol_df.to_csv(f, header=print_headers)