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)