def list_to_df(list_kline):
# 遍历加入date
for i in range(len(list_kline)):
list_kline[i][0] = int(list_kline[i][0] / 1000)
date = Base.timestamp_to_date(list_kline[i][0])
list_kline[i].append(date)
# 创建df
df = pd.DataFrame(list_kline)
# 去掉不需要数据
df.drop([6, 7, 8, 9, 10, 11], axis=1, inplace=True)
# 设置列名
df.columns = ['timestamp', 'open', 'high', 'low', 'close', 'vol', 'date']
# 转换数据类型
df['timestamp'] = df['timestamp'].astype(int)
df['open'] = df['open'].astype(float)
df['high'] = df['high'].astype(float)
df['low'] = df['low'].astype(float)
df['close'] = df['close'].astype(float)
df['vol'] = df['vol'].astype(float)
df['date'] = df['date'].astype(str)
# 掉换列位置
list_columns = ['date', 'timestamp', 'open', 'high', 'low', 'close', 'vol']
df = df[list_columns]
# 设置日期为索引
df.set_index('date', inplace=True)
return df
def collect_to_csv(symbol='BTCUSDT', period='1m', timestamp=1528992000):
# path1m=os.path.abspath('.') + '\\' + period + '_' + str(symbol).lower()+ '\\'
dir1m = os.path.abspath('.') + '/' + period + '_' + str(
symbol).lower() + '/'
while timestamp < time.time() - 86400:
# 生成币安url
url = 'https://api.binance.com/api/v1/klines?symbol=' + symbol + '&interval=' + period + '&startTime=' + str(
timestamp) + '000&limit=1000'
# 获取json列表
list_kline = Base.request_get(url)
# 转换成df格式
df = list_to_df(list_kline)
# 保存文件
if period == '1m':
if not os.path.exists(dir1m):
os.mkdir(dir1m)
log('创建文件夹,以便保存csv文件' + dir1m)
path = dir1m + str(df.iloc[0, 0]) + ".csv"
timestamp = df.iloc[-1, 0] + 60
else:
path = str(symbol).lower() + 'merge1d.csv'
timestamp = df.iloc[-1, 0] + 60 * 60 * 24
df.to_csv(path, encoding="utf-8")
log(Base.timestamp_to_date(df.iloc[0, 0]) + ' 保存成功 ' + str(path))
time.sleep(1)
# 合并分钟
if period == '1m':
merge1m(dir1m, symbol)
def collect_to_csv(symbol='BTCUSDT', timestamp=1528992000):
dir1m = os.path.abspath('.') + '/' + str(symbol).lower() + '/'
while timestamp < time.time() - 86400:
# 生成币安url
url = 'https://api.binance.com/api/v1/klines?symbol=' + symbol + '&interval=1m&startTime=' + str(
timestamp) + '000&limit=1000'
# 获取json列表
list_kline = Base.request_get(url)
# 转换成df格式
df = list_to_df(list_kline)
# 保存文件
if not os.path.exists(dir1m):
os.mkdir(dir1m)
log('创建文件夹,以便保存csv文件' + dir1m)
path = dir1m + Base.timestamp_to_date_pure(int(df.iloc[0, 0])) + ".csv"
timestamp = df.iloc[-1, 0] + 60
df.to_csv(path, encoding="utf-8")
log(Base.timestamp_to_date(df.iloc[0, 0]) + ' 保存成功 ' + str(path))
time.sleep(1)