trading-quant/test.py
2023-06-11 08:47:53 +08:00

32 lines
1.5 KiB
Python

import bn
import pandas as pd
import mplfinance as mpf
import datetime as dt
def binanceDataFrame(klines):
df = pd.DataFrame(klines.reshape(-1,12),dtype=float, columns = ('Open Time',
'Open',
'High',
'Low',
'Close',
'Volume',
'Close time',
'Quote asset volume',
'Number of trades',
'Taker buy base asset volume',
'Taker buy quote asset volume',
'Ignore'))
df['Open Time'] = pd.to_datetime(df['Open Time'], unit='ms')
return df
klines = bn.klines('BTCUSDT', '1h')
df = pd.DataFrame(klines,dtype=float)
df.columns = ['Open time', 'Open', 'High', 'Low', 'Close', 'Volume', 'ctime', 'Quote asset volume', 'Number of trades', 'Taker buy base asset volume', 'Taker buy quote asset volume', 'Can be ignored']
df.index = [dt.datetime.fromtimestamp(x/1000.0) for x in df.ctime]
mpf.plot(df, type='line')