Skip to main content

Extract symbol data as pandas data frames from the Kraken_OHLCVT.zip file of the Kraken exchange

Project description

krakenohlcvt

A python package to handle Kraken exchange historial OHLCVT data without needing to unzip the Kraken_OHLCVT.zip file.

Installation

pip install krakenohlcvt

or

potry add krakenohlcvt

Usage

from krakenohlcvt import KrakenDataHandler


# Enter path to the Kraken zip file:

import os

DATA_PATH = os.path.expanduser("~/Downloads/Kraken_OHLCVT.zip")

# or simpler:

DATA_PATH = "path/to/Kraken_OHLCVT.zip"


# load it

kd = KrakenDataHandler(DATA_PATH)


# you can inspect which symbols it contains:
kd.list_symbols()

# when searching for a specific symbol, search with either "starts_with=" or "contains="
kd.list_symbols(starts_with="ETH")

# then get the timeframe from the specific symbol
df = kd.load_symbol_data("ETHUSDT", "15m")
# if timeframe not in ["1m", "15m", "1h", "1d"], then the '1m' data gets loaded and the timeframe
# inferred from the 1m data!


# save a timeframe of a specific symbol as df pickle:
kd.save_to_df_pickle(symbol="ETHUSDT", timeframe="15m", outpath=os.path.expanduser("~/projects/python/LotusBot/src/backtester/ETHUSDT_15m.csv"), dropna_rows=True)

# convert unix time in the index to human-readable datetime object
[kd.unix_to_datetime(x) for x in df.index] # very slow! a lot faster:
kd.unix_to_datetime(df.index)
# also possible
[datetime.datetime.fromtimestamp(x) for x in df.index]

Project details


Download files

Download the file for your platform. If you're not sure which to choose, learn more about installing packages.

Source Distribution

krakenohlcvt-0.1.8b1.tar.gz (3.6 kB view hashes)

Uploaded Source

Built Distribution

krakenohlcvt-0.1.8b1-py3-none-any.whl (4.3 kB view hashes)

Uploaded Python 3

Supported by

AWS AWS Cloud computing and Security Sponsor Datadog Datadog Monitoring Fastly Fastly CDN Google Google Download Analytics Microsoft Microsoft PSF Sponsor Pingdom Pingdom Monitoring Sentry Sentry Error logging StatusPage StatusPage Status page