diff --git a/libcryptomarket/core/candle/__init__.py b/libcryptomarket/core/candle/__init__.py index ec11bf5..dd2d534 100644 --- a/libcryptomarket/core/candle/__init__.py +++ b/libcryptomarket/core/candle/__init__.py @@ -98,7 +98,7 @@ def latest_candles(source, symbols, frequency, frequency_count, end_time=None): closest_end_time = pd.Timestamp(end_time).floor( timedelta(seconds=FREQUENCY_TO_SEC_DICT[frequency])) start_time = closest_end_time - timedelta( - seconds=FREQUENCY_TO_SEC_DICT[frequency] * frequency_count) + seconds=FREQUENCY_TO_SEC_DICT[frequency] * (frequency_count + 1)) all_data = [] for symbol in symbols: @@ -111,6 +111,6 @@ def latest_candles(source, symbols, frequency, frequency_count, end_time=None): all_data.append(data.set_index(['start_time', 'end_time'])) if len(all_data) == 1: - return all_data[0] + return all_data[0].iloc[1:, :] else: - return pd.concat(all_data, axis=1, keys=symbols) + return pd.concat(all_data, axis=1, keys=symbols).iloc[1:, :] diff --git a/notebooks/Candles.ipynb b/notebooks/Candles.ipynb index 7c9d0ac..1a549cc 100644 --- a/notebooks/Candles.ipynb +++ b/notebooks/Candles.ipynb @@ -5,8 +5,8 @@ "execution_count": 1, "metadata": { "ExecuteTime": { - "end_time": "2018-01-27T23:56:10.234256Z", - "start_time": "2018-01-27T23:56:09.703438Z" + "end_time": "2018-01-31T15:32:12.633315Z", + "start_time": "2018-01-31T15:32:11.476421Z" } }, "outputs": [], @@ -28,11 +28,11 @@ }, { "cell_type": "code", - "execution_count": 17, + "execution_count": 2, "metadata": { "ExecuteTime": { - "end_time": "2018-01-28T00:06:20.147882Z", - "start_time": "2018-01-28T00:06:14.812410Z" + "end_time": "2018-01-31T15:32:18.992459Z", + "start_time": "2018-01-31T15:32:12.637992Z" }, "scrolled": true }, @@ -68,13 +68,27 @@ }, { "cell_type": "code", - "execution_count": null, - "metadata": {}, - "outputs": [], + "execution_count": 5, + "metadata": { + "ExecuteTime": { + "end_time": "2018-01-31T15:33:04.405264Z", + "start_time": "2018-01-31T15:33:00.256283Z" + } + }, + "outputs": [ + { + "name": "stdout", + "output_type": "stream", + "text": [ + "Running exchange poloniex for instrument ['BTC_LTC', 'BTC_ETH']\n" + ] + } + ], "source": [ "for source, symbols in [\n", " (\"poloniex\", [\"BTC_LTC\", \"BTC_ETH\"]), \n", - " (\"bitfinex\", [\"tBTCUSD\", \"tETHUSD\"])]:\n", + " (\"bitfinex\", [\"tBTCUSD\", \"tETHUSD\"]),\n", + " ]:\n", " print(\"Running exchange {} for instrument {}\".format(source, symbols))\n", " data = latest_candles(source=source, symbols=symbols, frequency=\"30m\", frequency_count=1)\n", " assert data.shape[0] == 1" @@ -82,18 +96,10 @@ }, { "cell_type": "code", - "execution_count": 10, - "metadata": { - "ExecuteTime": { - "end_time": "2018-01-28T00:02:19.164726Z", - "start_time": "2018-01-28T00:02:14.937305Z" - } - }, + "execution_count": null, + "metadata": {}, "outputs": [], - "source": [ - "data = candles(source=\"gdax\", symbol=\"BTC-USD\", \n", - " start_time=pd.Timestamp(\"2017-12-15\"), end_time=pd.Timestamp(\"2017-12-31\"), frequency=\"1d\")" - ] + "source": [] } ], "metadata": {