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Untold improvements

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Conner Fromknecht
2017-06-22 20:50:07 -07:00
parent daeef1759e
commit de839654fd
7 changed files with 315 additions and 32 deletions
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curate/crypto_price_generator.py
+10 -12
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@@ -10,7 +10,7 @@ import catalyst.data.bundles.core as bundles
DT_START = time.mktime(datetime(2010, 01, 01, 0, 0).timetuple())
# DT_START = time.mktime(datetime(2017, 06, 13, 0, 0).timetuple()) # TODO: remove temp
CSV_OUT_FOLDER = '/var/tmp/catalyst/data/'
CSV_OUT_FOLDER = '/var/tmp/catalyst/data/poloniex/'
CONN_RETRIES = 2
logbook.StderrHandler().push_application()
@@ -119,26 +119,24 @@ class PoloniexDataGenerator(object):
Makes sure data is up to date
'''
def to_dataframe(self, start, end, currencyPair=None):
csv_fn = CSV_OUT_FOLDER + 'crypto_prices-' + currencyPair + '.csv'
last_date = self._get_start_date(csv_fn)
if last_date + 300 < end or not os.path.exists(csv_fn):
# get latest data
self.append_data_single_pair(currencyPair)
csv_fn = CSV_OUT_FOLDER + 'crypto_prices-' + currencyPair + '.csv'
last_date = self._get_start_date(csv_fn)
if last_date + 300 < end or not os.path.exists(csv_fn):
# get latest data
self.append_data_single_pair(currencyPair)
# CSV holds the latest snapshot
df = pd.read_csv(csv_fn, names=['date', 'open', 'high', 'low', 'close', 'volume'])
df['date']=pd.to_datetime(df['date'],unit='s')
# CSV holds the latest snapshot
df = pd.read_csv(csv_fn, names=['date', 'open', 'high', 'low', 'close', 'volume'])
df['date']=pd.to_datetime(df['date'],unit='s')
df.set_index('date', inplace=True)
#return df.loc[(df.index > start) & (df.index <= end)]
#return df.loc[(df.index > start) & (df.index <= end)]
return df[datetime.fromtimestamp(start):datetime.fromtimestamp(end-1)]
if __name__ == '__main__':
pdg = PoloniexDataGenerator()
pdg.get_currency_pairs()
pdg.append_data()
df = pdg.to_dataframe(time.mktime(datetime(2017, 6, 01, 0, 0).timetuple()),time.mktime(datetime(2017, 6, 02, 0, 0).timetuple()),'USDT_BTC')
print(df)