DD_LAG = 45
conn = xutils.getLocalConn()
cursor = conn.cursor()
client = Client(api_key, api_secret)
codes = {'BTC': 'BTCUSDT', 'ETH': 'ETHUSDT', 'EOS': 'EOSUSDT'}
for code in codes:
print('Get Close', codes[code])
candles = client.get_klines(symbol=codes[code],
interval=Client.KLINE_INTERVAL_1DAY)
upsert_sql = xutils.buildUpsertOnDuplicateSql(
'coin_close', ['code', 'date', 'close'])
# discard last one
for c in candles[:-1]:
dt = datetime.fromtimestamp(c[0] / 1000).date()
cursor.execute(upsert_sql, (code, dt, float(c[4])) * 2)
conn.commit()
time.sleep(3)
s_lst = []
for code in codes:
sql = "select date, close from coin_close where code = %(code)s order by date"
df = pd.read_sql(sql, con=conn, params={'code': code})
df = df.set_index('date')
s_lst.append(df['close'])
conn = xutils.getLocalConn()
cursor = conn.cursor()
client = Client(api_key, api_secret)
# 熊市只从BTC和ETH里面选择
codes = {'BTC': 'BTCUSDT', 'ETH': 'ETHUSDT', 'LTC': 'LTCUSDT'}
for code in codes:
print('Get Close', codes[code])
candles = client.get_klines(symbol=codes[code],
interval=Client.KLINE_INTERVAL_1DAY)
upsert_sql = xutils.buildUpsertOnDuplicateSql(
'coin_close', ['code', 'date', 'close'])
# discard last one
for c in candles[:-1]:
dt = datetime.fromtimestamp(c[0] / 1000).date()
cursor.execute(upsert_sql, (code, dt, float(c[4])) * 2)
conn.commit()
time.sleep(5)
s_lst = []
for code in codes:
sql = "select date, close from coin_close where code = %(code)s order by date"
df = pd.read_sql(sql, con=conn, params={'code': code})
df = df.set_index('date')
s_lst.append(df['close'])
for row in rows:
cols = row.find_all('td')
cols = [ele.text.strip() for ele in cols]
data.append([ele for ele in cols if ele]) # Get rid of empty values
cap_lst = []
volume_lst = []
max_dt = None
for row in data:
dt = datetime.strptime(row[0], '%b %d, %Y').date()
if not max_dt or max_dt < dt:
max_dt = dt
if row[6] == '-':
cap = 0.0
else:
cap = float(row[6].replace(',', ''))
if row[5] == '-':
volume = 0.0
else:
volume = float(row[5].replace(',', ''))
cap_lst.append(cap)
volume_lst.append(volume)
cap = AdjustedData(cap_lst, CAP_ALPHA)
volume = AdjustedData(volume_lst, VOL_ALPHA)
print code, max_dt, cap, volume
upsert_sql = xutils.buildUpsertOnDuplicateSql(
'coin_cap', ['code', 'date', 'cap', 'volume'])
cursor.execute(upsert_sql, (code, max_dt, cap, volume) * 2)
conn.commit()
cursor = conn.cursor()
client = Client(api_key, api_secret)
codes = {
'BTC': 'BTCUSDT',
'ETH': 'ETHUSDT',
# 'LTC': 'LTCUSDT'
}
for code in codes:
print ('Get Close', codes[code])
candles = client.get_klines(symbol=codes[code], interval=Client.KLINE_INTERVAL_1DAY)
upsert_sql = xutils.buildUpsertOnDuplicateSql('coin_close', ['code', 'date', 'close'])
# discard last one
for c in candles[:-1]:
dt = datetime.fromtimestamp(c[0]/1000).date()
cursor.execute(upsert_sql, (code, dt, float(c[4])) * 2)
conn.commit()
time.sleep(5)
s_lst = []
for code in codes:
sql = "select date, close from coin_close where code = %(code)s order by date"
df = pd.read_sql(sql, con=conn, params={'code':code})
df = df.set_index('date')
s_lst.append(df['close'])