import pandas as pd import ssl from tqdm import tqdm from data_loader.utils import deduplicate_indexes from utils.resample import resample_ohlc base_url = "https://www.cryptodatadownload.com/cdd/" exchange_name = "Bitfinex" period = "minute" # 1h files_to_download = [ exchange_name + '_TRXUSD_' + period + '.csv', exchange_name + '_ETHUSD_' + period + '.csv', exchange_name + '_XLMUSD_' + period + '.csv', exchange_name + '_XMRUSD_' + period + '.csv', exchange_name + '_LTCUSD_' + period + '.csv', exchange_name + '_DASHUSD_' + period + '.csv', exchange_name + '_BTCUSD_' + period + '.csv', exchange_name + '_ETCUSD_' + period + '.csv', ] for file in tqdm(files_to_download): data_location = base_url + file ssl._create_default_https_context = ssl._create_unverified_context data = pd.read_csv(data_location, skiprows=1, index_col=1, parse_dates=True).drop(columns=['unix']) volume_column_to_delete = [c for c in data.columns if c.startswith('Volume') and 'USD' not in c] data.drop(volume_column_to_delete + ['symbol'], axis=1, inplace=True) data.rename({'Volume USD': 'volume'}, axis=1, inplace=True) data.index.rename('time', inplace=True) data.sort_index(inplace=True) data = deduplicate_indexes(data) data.index = pd.to_datetime(data.index) data = data.resample('1Min').ffill() data = resample_ohlc(data, '5Min') target_file = file.split('_')[1].replace('USD', '') + '_USD' data.to_csv(f"data/5min_crypto/{target_file}.csv")