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
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 __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 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
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")