def getdata(pair, bolllen):
db = DatabaseInterface('data_bitmex')
data = db.db_find([],
'KLINE5m',
filter_dic={'pair': pair},
sort=[('time', -1)],
limit=bolllen)
data.index = [base.timestamp_toDatetime(float(t)) for t in data['time']]
data = data.sort_values('time')
return data
usedb = 'data_bitmex'
data = getdata(pair, bolllen)
db = DatabaseInterface(usedb)
if data.index[-1].minute not in [55, 25]:
print(data)
assert False, str(data.index[-1].minute)
else:
insertdata = {
'close': float(data['close'].iloc[-1]),
'time': float(data['time'].iloc[0]),
'open': float(data['open'].iloc[0]),
'high': float(data['high'].max()),
'low': float(data['low'].min()),
'volume': float(data['volume'].sum()),
'pair': pair
}
lastdata = db.db_find([],
'KLINE30m',
filter_dic={
'pair': pair
},
sort=[('time', -1)],
limit=1).iloc[0, :]
insertdata['pctchange'] = (data['close'].iloc[-1] -
lastdata['close']) * 100.0 / lastdata['close']
print('bitmex 30m data updated')
print(insertdata)
db.db_insertone(insertdata, 'KLINE30m')
updatesignal(pair, timeframe, usedb)
