trading-quant/test.py
2023-06-16 23:01:03 +08:00

35 lines
1.6 KiB
Python

import bn
import pandas as pd
import mplfinance as mpf
import datetime as dt
import strategy.large_trans as lt
# 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')
lt.strategy_run()