def __init__(self, end, volume_average_days=1, volume_forward=0):
self._polo = Poloniex()
vol = self._polo.marketVolume()
ticker = self._polo.marketTicker()
pairs = []
coins = []
volumes = []
prices = []
logging.info("select coin online from %s to %s"
% (datetime.fromtimestamp(end - (DAY * volume_average_days) - volume_forward).strftime('%Y-%m-%d %H:%M'),
datetime.fromtimestamp(end - volume_forward).strftime('%Y-%m-%d %H:%M')))
for k, v in vol.items():
if k.startswith("BTC_") or k.endswith("_BTC"):
pairs.append(k)
for c, val in v.items():
if c != 'BTC':
if k.endswith('_BTC'):
# BTCが後ろなら逆数にする
coins.append('reversed_' + c)
prices.append(1.0 / float(ticker[k]['last']))
else:
coins.append(c)
prices.append(float(ticker[k]['last']))
else:
volumes.append(self.__get_total_volume(pair=k, global_end=end,
days=volume_average_days,
forward=volume_forward))
self._df = pd.DataFrame({'coin': coins, 'pair': pairs, 'volume': volumes, 'price': prices})
self._df = self._df.set_index('coin')
def create_coinlist():
polo = Poloniex()
vol = polo.marketVolume()
ticker = polo.marketTicker()
pairs = []
coins = []
volumes = []
prices = []
for k, v in vol.items():
if k.startswith("BTC_") or k.endswith("_BTC"):
pairs.append(k)
for c, val in v.items():
if c != 'BTC':
if k.endswith('_BTC'):
coins.append('reversed_' + c)
prices.append(1.0 / float(ticker[k]['last']))
else:
coins.append(c)
prices.append(float(ticker[k]['last']))
else:
volumes.append(0.0)
coin_list = pd.DataFrame({
'coin': coins,
'pair': pairs,
'volume': volumes,
'price': prices
})
coin_list = coin_list.set_index('coin')
return coin_list
class CoinList(object):
def __init__(self, end, volume_average_days=1, volume_forward=0):
self._polo = Poloniex()
vol = self._polo.marketVolume()
ticker = self._polo.marketTicker()
pairs = []
coins = []
volumes = []
prices = []
logging.info("select coin online from %s to %s"
% (datetime.fromtimestamp(end - (DAY * volume_average_days) - volume_forward).strftime('%Y-%m-%d %H:%M'),
datetime.fromtimestamp(end - volume_forward).strftime('%Y-%m-%d %H:%M')))
for k, v in vol.items():
if k.startswith("BTC_") or k.endswith("_BTC"):
pairs.append(k)
for c, val in v.items():
if c != 'BTC':
if k.endswith('_BTC'):
# BTCが後ろなら逆数にする
coins.append('reversed_' + c)
prices.append(1.0 / float(ticker[k]['last']))
else:
coins.append(c)
prices.append(float(ticker[k]['last']))
else:
volumes.append(self.__get_total_volume(pair=k, global_end=end,
days=volume_average_days,
forward=volume_forward))
self._df = pd.DataFrame({'coin': coins, 'pair': pairs, 'volume': volumes, 'price': prices})
self._df = self._df.set_index('coin')
def __get_total_volume(self, pair, global_end, days, forward):
"""
指定した日数のVOLUMEを返します。
:param pair: 通貨ペア
:param global_end: 終了日
:param days: 日数。終了日からこの日数を引いた分が開始日となる
:param forward: シフト
:return:
"""
start = global_end - (DAY * days) - forward
end = global_end - forward
chart = self.get_chart_until_success(pair=pair, period=DAY, start=start, end=end)
result = 0
for one_day in chart:
if pair.startswith("BTC_"):
result += one_day['volume']
else:
result += one_day["quoteVolume"]
return result
def get_chart_until_success(self, pair, start, period, end):
return get_chart_until_success(self._polo, pair, start, period, end)
def __init__(self, end, volume_average_days=1, volume_forward=0):
self._polo = Poloniex()
# connect the internet to accees volumes
vol = self._polo.marketVolume()
ticker = self._polo.marketTicker()
pairs = []
coins = []
volumes = []
prices = []
logging.info("select coin online from %s to %s" % (datetime.fromtimestamp(end-(DAY*volume_average_days)-
volume_forward).
strftime('%Y-%m-%d %H:%M'),
datetime.fromtimestamp(end-volume_forward).
strftime('%Y-%m-%d %H:%M')))
for k, v in vol.items():
if k.startswith("BTC_") or k.endswith("_BTC"):
pairs.append(k)
for c, val in v.items():
if c != 'BTC':
if k.endswith('_BTC'):
coins.append('reversed_' + c)
prices.append(1.0 / float(ticker[k]['last']))
else:
coins.append(c)
prices.append(float(ticker[k]['last']))
else:
volumes.append(self.__get_total_volume(pair=k, global_end=end,
days=volume_average_days,
forward=volume_forward))
self._df = pd.DataFrame({'coin': coins, 'pair': pairs, 'volume': volumes, 'price':prices})
self._df = self._df.set_index('coin')
def __init__(self,
end=1483315200,
volume_average_days=30,
volume_forward=0.08):
#opens Poloniex, gets data
self._polo = Poloniex()
# connect the internet to accees volumes
vol = self._polo.marketVolume()
ticker = self._polo.marketTicker()
pairs = []
coins = []
volumes = []
prices = []
logging.info(
"select coin online from %s to %s" %
(datetime.fromtimestamp(end - (DAY * volume_average_days) -
volume_forward).strftime('%Y-%m-%d %H:%M'),
datetime.fromtimestamp(end - volume_forward).strftime(
'%Y-%m-%d %H:%M')))
for k, v in vol.items():
if k.startswith("BTC_") or k.endswith("_BTC"):
pairs.append(k)
for c, val in v.items():
if c != 'BTC':
#add coin prices
if k.endswith('_BTC'):
coins.append('reversed_' + c)
prices.append(1.0 / float(ticker[k]['last']))
else:
coins.append(c)
prices.append(float(ticker[k]['last']))
else:
volumes.append(
self.__get_total_volume(pair=k,
global_end=end,
days=volume_average_days,
forward=volume_forward))
#generates a pd.DataFrame with coins, pairs, volumes, prices of all coins
self._df = pd.DataFrame({
'coin': coins,
'pair': pairs,
'volume': volumes,
'price': prices
})
self._df = self._df.set_index('coin')
print(self._df)
def __init__(self, end, volume_average_days=1, volume_forward=0):
self._polo = Poloniex()
# connect the internet to accees volumes
vol = self._polo.marketVolume()
ticker = self._polo.marketTicker()
pairs = []
coins = []
volumes = []
prices = []
logging.info("select coin online from %s to %s" % (
datetime.fromtimestamp(end - (DAY * volume_average_days) -
volume_forward).strftime("%Y-%m-%d %H:%M"),
datetime.fromtimestamp(end -
volume_forward).strftime("%Y-%m-%d %H:%M"),
))
for k, v in vol.items():
if k.startswith("BTC_") or k.endswith("_BTC"):
pairs.append(k)
for c, val in v.items():
if c != "BTC":
if k.endswith("_BTC"):
coins.append("reversed_" + c)
prices.append(1.0 / float(ticker[k]["last"]))
else:
coins.append(c)
prices.append(float(ticker[k]["last"]))
else:
volumes.append(
self.__get_total_volume(
pair=k,
global_end=end,
days=volume_average_days,
forward=volume_forward,
))
self._df = pd.DataFrame({
"coin": coins,
"pair": pairs,
"volume": volumes,
"price": prices
})
self._df = self._df.set_index("coin")
def create_data(coin, coin_list, start, end, period):
polo = Poloniex()
chart = get_chart_until_success(polo=polo,
pair=coin_list.at[coin, 'pair'],
start=start,
end=end,
period=period)
for c in chart:
if c["date"] > 0:
if c['weightedAverage'] == 0: c['weightedAverage'] = c['close']
# NOTE here the USDT is in reversed order
if 'reversed_' in coin:
c['low'], c['high'], c[
'open'] = 1.0 / c['low'], 1.0 / c['high'], 1.0 / c['open']
c['close'], c['weightedAverage'] = 1.0 / c['close'], 1.0 / c[
'weightedAverage']
return chart
class CoinList(object):
def __init__(self, end, volume_average_days=1, volume_forward=0):
self._polo = Poloniex()
# connect the internet to accees volumes
vol = self._polo.marketVolume()
ticker = self._polo.marketTicker()
pairs = []
coins = []
volumes = []
prices = []
logging.info(
"select coin online from %s to %s" %
(datetime.fromtimestamp(end - (DAY * volume_average_days) -
volume_forward).strftime('%Y-%m-%d %H:%M'),
datetime.fromtimestamp(end - volume_forward).strftime(
'%Y-%m-%d %H:%M')))
#
for k, v in vol.items():
if k.startswith("BTC_") or k.endswith("_BTC"):
pairs.append(k)
for c, val in v.items():
if c != 'BTC':
if k.endswith('_BTC'):
coins.append('reversed_' + c)
prices.append(1.0 / float(ticker[k]['last']))
else:
coins.append(c)
prices.append(float(ticker[k]['last']))
else:
volumes.append(
self.__get_total_volume(pair=k,
global_end=end,
days=volume_average_days,
forward=volume_forward))
self._df = pd.DataFrame({
'coin': coins,
'pair': pairs,
'volume': volumes,
'price': prices
})
self._df = self._df.set_index('coin')
@property
def allActiveCoins(self):
return self._df
@property
def allCoins(self):
return self._polo.marketStatus().keys()
@property
def polo(self):
return self._polo
def get_chart_until_success(self, pair, start, period, end):
return get_chart_until_success(self._polo, pair, start, period, end)
# get several days volume
def __get_total_volume(self, pair, global_end, days, forward):
start = global_end - (DAY * days) - forward
end = global_end - forward
chart = self.get_chart_until_success(pair=pair,
period=DAY,
start=start,
end=end)
result = 0
for one_day in chart:
if pair.startswith("BTC_"):
result += one_day['volume']
else:
result += one_day["quoteVolume"]
return result
def topNVolume(self, n=5, order=True, minVolume=0):
if minVolume == 0:
r = self._df.loc[self._df['price'] > 2e-6]
r = r.sort_values(by='volume', ascending=False)[:n]
print(r)
if order:
return r
else:
return r.sort_index()
else:
return self._df[self._df.volume >= minVolume]
class CoinList(object):
def __init__(self, end, volume_average_days=1, volume_forward=0):
self._polo = Poloniex()
# connect the internet to accees volumes
vol = self._polo.marketVolume()
ticker = self._polo.marketTicker()
pairs = []
coins = []
volumes = []
prices = []
logging.info("select coin online from %s to %s" % (datetime.fromtimestamp(end-(DAY*volume_average_days)-
volume_forward).
strftime('%Y-%m-%d %H:%M'),
datetime.fromtimestamp(end-volume_forward).
strftime('%Y-%m-%d %H:%M')))
for k, v in vol.items():
if k.startswith("BTC_") or k.endswith("_BTC"):
pairs.append(k)
for c, val in v.items():
if c != 'BTC':
if k.endswith('_BTC'):
coins.append('reversed_' + c)
prices.append(1.0 / float(ticker[k]['last']))
else:
coins.append(c)
prices.append(float(ticker[k]['last']))
else:
volumes.append(self.__get_total_volume(pair=k, global_end=end,
days=volume_average_days,
forward=volume_forward))
self._df = pd.DataFrame({'coin': coins, 'pair': pairs, 'volume': volumes, 'price':prices})
self._df = self._df.set_index('coin')
@property
def allActiveCoins(self):
return self._df
@property
def allCoins(self):
return self._polo.marketStatus().keys()
@property
def polo(self):
return self._polo
def get_chart_until_success(self, pair, start, period, end):
return get_chart_until_success(self._polo, pair, start, period, end)
# get several days volume
def __get_total_volume(self, pair, global_end, days, forward):
start = global_end-(DAY*days)-forward
end = global_end-forward
chart = self.get_chart_until_success(pair=pair, period=DAY, start=start, end=end)
result = 0
for one_day in chart:
if pair.startswith("BTC_"):
result += one_day['volume']
else:
result += one_day["quoteVolume"]
return result
def topNVolume(self, n=5, order=True, minVolume=0):
if minVolume == 0:
r = self._df.loc[self._df['price'] > 2e-6]
r = r.sort_values(by='volume', ascending=False)[:n]
print(r)
if order:
return r
else:
return r.sort_index()
else:
return self._df[self._df.volume >= minVolume]