ChronosXYZ/resistance
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codez0mb1e 2022-10-18 15:55:03 +00:00
parent 28450cdeab
commit 5c6ea177dd
2 changed files with 11 additions and 9 deletions
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2
src/azure.py
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@ -54,7 +54,7 @@ class AzureDbConnection:
con=self._db, con=self._db,
schema='dbo', schema='dbo',
name=target_table, name=target_table,
if_exists='replace', # or append if_exists='append', # or replace
index=False, index=False,
chunksize=chunksize, chunksize=chunksize,
dtype=db_mapping dtype=db_mapping

18
src/bitfinex_crypto_parser.py
View File

@ -21,7 +21,7 @@ from azure import AzureDbConnection, ConnectionSettings
#> kaggle datasets download tencars/392-crypto-currency-pairs-at-minute-resolution #> kaggle datasets download tencars/392-crypto-currency-pairs-at-minute-resolution
#> unzip 392-crypto-currency-pairs-at-minute-resolution.zip #> unzip 392-crypto-currency-pairs-at-minute-resolution.zip
input_dir = "../data" input_dir: str = "../data"
# Get names and number of available currency pairs # Get names and number of available currency pairs
pair_names = [x[:-4] for x in os.listdir(input_dir)] pair_names = [x[:-4] for x in os.listdir(input_dir)]
@ -79,10 +79,10 @@ ethusd_1h.tail()
# %% ---- # %% ----
conn_settings = ConnectionSettings( conn_settings = ConnectionSettings(
'datainstinct', '<server_name>',
'market-data-db', '<db_name>',
'demo', '<user_name>',
'0test_test_AND_test' '****'
) )
db_conn = AzureDbConnection(conn_settings) db_conn = AzureDbConnection(conn_settings)
@ -112,6 +112,7 @@ pd.options.mode.chained_assignment = None
min_candels_n = 10000 min_candels_n = 10000
i = 1
for pair in usd_pairs: for pair in usd_pairs:
print(f'INFO | {pair} > Starting read dataset...') print(f'INFO | {pair} > Starting read dataset...')
@ -119,7 +120,7 @@ for pair in usd_pairs:
if len(candles_df) > min_candels_n: if len(candles_df) > min_candels_n:
df = candles_df.loc['2022-07-01':'2022-10-01'] df = candles_df.loc[:'2022-10-01']
if len(df) > 0: if len(df) > 0:
df = calc_ohlcv_1h(df) df = calc_ohlcv_1h(df)
@ -131,10 +132,10 @@ for pair in usd_pairs:
df['interval'] = '1H' df['interval'] = '1H'
df.drop(columns='hour', inplace=True) df.drop(columns='hour', inplace=True)
print(f'INFO | {pair} > Starting insert to DB...') print(f'INFO | {pair} > Starting insert to DB ({i} of {len(usd_pairs)})...')
print('DEBUG | {} rows from {} to {}'.format(df.shape[0], min(df['time']), max(df['time']))) print('DEBUG | {} rows from {} to {}'.format(df.shape[0], min(df['time']), max(df['time'])))
try: try:
db_conn.insert(df, 'crypto', db_mapping) db_conn.insert(df, 'crypto_1h', db_mapping)
except Exception as ex: except Exception as ex:
print(f'ERROR | {pair} > {ex}') print(f'ERROR | {pair} > {ex}')
@ -142,6 +143,7 @@ for pair in usd_pairs:
print(f'WARN | {pair} > No new records') print(f'WARN | {pair} > No new records')
else: else:
print(f'WARN | {pair} > Only {candles_df.shape[0]} records') print(f'WARN | {pair} > Only {candles_df.shape[0]} records')
i += 1
# %% # %%