суббота, 30 июня 2018 г.

polonix загрузка forextester

import requests
import json
import time
from datetime import datetime
import pandas as pd

def get_polonix() :
    time_depth = 500
    start_day = 500
    st_time=time.time()-start_day*24*60*60
    end_time=st_time+time_depth*60*60*24
    pair = 'USDT_BTC'
    #resource=requests.get("https://poloniex.com/public?command=returnChartData&currencyPair=%s&start=%s&end=%s&period=1800" % (pair,st_time,end_time))
    #resource=requests.get("https://poloniex.com/public?command=returnChartData&currencyPair=%s&start=%s&end=%s&period=14400" % (pair,st_time,end_time))
    resource=requests.get("https://poloniex.com/public?command=returnChartData&currencyPair=%s&start=%s&end=%s&period=300" % (pair,st_time,end_time))
    #resource=requests.get("https://poloniex.com/public?command=returnChartData&currencyPair=%s&start=%s&end=%s&period=86400" % (pair,st_time,end_time))
    #resource=requests.get("https://poloniex.com/public?command=returnChartData&currencyPair=%s&start=%s&end=%s&period=21600" % (pair,st_time,end_time))
    data=[]
    chart_data={}
    chart_data = json.loads(resource.text)
    for elems in chart_data:
        data.append(elems)
    df = pd.DataFrame(data, columns=['date', 'open', 'high', 'low', 'close', 'volume'])
    df['datetime']= df['date']
    df['datetime'] = pd.to_datetime(df['datetime'], unit='s')
    #df = df[(df['date'] > '2018-1-1') & (df['date'] <= '2018-2-1')]
    #df = df[(df['date'] > '2017-9-1') & (df['date'] <= '2018-1-1')]
    #df = df[(df['datetime'] >= '2018-6-1')]
    df = df[(df['datetime'] >= '2018-6-29')]
    df['date'] = 0
    df['<TIME>'] = 0
    #df['<TICKER>'] = 'USDTBTC'
    df['<TICKER>'] = 'EURUSD'
    #<TICKER>,<DTYYYYMMDD>,<TIME>,<OPEN>,<HIGH>,<LOW>,<CLOSE>,<VOL>
    dict =  df.to_dict('records')
    for index, elems in enumerate(dict):
        dict[index]['date'] = dict[index]['datetime'].strftime("%Y%m%d")
        dict[index]['<TIME>'] = dict[index]['datetime'].strftime("%H%M%S")
    col = (['<TICKER>','date', '<TIME>', 'open', 'high', 'low', 'close', 'volume'])
    df = pd.DataFrame(dict, columns=col)
    #df = df.set_index('date')
    df = df.rename(columns={'date': '<DTYYYYMMDD>', 'open': '<OPEN>', 'high': '<HIGH>', 'low': '<LOW>', 'close': '<CLOSE>', 'volume': '<VOL>'})
    #df = df.set_index('<DTYYYYMMDD>')
    df = df.set_index('<TICKER>')
    return df
#################################################
df = get_polonix()
#df.to_csv('USDTBTC.txt')
df.to_csv('EURUSD.txt')

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