def get_trades(self, pair, start, end):
"""Get trade data from .csv file.
Args:
pair (str): Currency pair.
start (int): Start UNIX of trade data to fetch.
end (int): End UNIX of trade data to fetch.
Returns:
List of trade events, from old to new data.
"""
dataio = DataIO(savedir=self._savedir, fieldnames=self.FIELDNAMES)
if dataio.csv_check(pair):
data = dataio.csv_get(pair)
else:
raise ValueError(
'Bitmex\t| No trades downloaded: {}'.format(pair))
# look for start and end row indices
start_index = 0
end_index = len(data['time']) - 1
for i, timestamp in enumerate(data['time']):
if float(timestamp) <= float(start):
start_index = i
if float(timestamp) <= float(end):
end_index = i
# filter by requested date range
new_data = {}
for col_name in data:
new_data[col_name] = data[col_name][start_index: (end_index + 1)]
return new_data
import numpy
from dataio import DataIO
if __name__ == '__main__':
filename = 'test'
fieldnames = ['time', 'low', 'high']
csvio = DataIO('test', fieldnames)
csvio.csv_newfile(filename)
test_row1 = {'time': 1.0, 'low': 100, 'high': 101}
test_row2 = {'time': 2.0, 'low': 101, 'high': 102}
test_rows = [{'time': 3.0, 'low': 102, 'high': 103},
{'time': 4.0, 'low': 103, 'high': 104}]
exists = csvio.csv_check(filename)
print(exists)
print(len(numpy.shape(test_row1)))
print(len(numpy.shape(test_rows)))
csvio.csv_append(filename, test_row1)
csvio.csv_append(filename, test_row2)
csvio.csv_append(filename, test_rows)
data = csvio.csv_get(filename)
print(data)
csvio.csv_rename(filename, 'test2')