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https://github.com/webclinic017/drift.git
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Mark Aron Szulyovszky
442915f847
* feat(Data): create DataSource, DataCollection, added hourly crypto data * fix(Data): hourly data format, loading & config
35 lines
1.3 KiB
Python
35 lines
1.3 KiB
Python
import pandas as pd
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import ssl
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from tqdm import tqdm
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base_url = "https://www.cryptodatadownload.com/cdd/"
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exchange_name = "Bitfinex"
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files_to_download = [
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exchange_name + '_TRXUSD_1h.csv',
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exchange_name + '_ETHUSD_1h.csv',
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exchange_name + '_XLMUSD_1h.csv',
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exchange_name + '_XMRUSD_1h.csv',
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exchange_name + '_LTCUSD_1h.csv',
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# exchange_name + '_FILUSD_1h.csv',
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exchange_name + '_DASHUSD_1h.csv',
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# exchange_name + '_LINKUSD_1h.csv',
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# exchange_name + '_SOLUSD_1h.csv',
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exchange_name + '_BTCUSD_1h.csv',
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exchange_name + '_ETCUSD_1h.csv',
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# exchange_name + '_VETUSD_1h.csv',
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# exchange_name + '_DOTUSD_1h.csv'
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]
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for file in tqdm(files_to_download):
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data_location = base_url + file
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ssl._create_default_https_context = ssl._create_unverified_context
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data = pd.read_csv(data_location, skiprows=1, index_col=1, parse_dates=True).drop(columns=['unix'])
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volume_column_to_delete = [c for c in data.columns if c.startswith('Volume') and 'USD' not in c]
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data.drop(volume_column_to_delete + ['symbol'], axis=1, inplace=True)
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data.rename({'Volume USD': 'volume'}, axis=1, inplace=True)
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data.index.rename('time', inplace=True)
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target_file = file.split('_')[1].replace('USD', '') + '_USD'
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data.to_csv(f"data/hourly_crypto/{target_file}.csv")
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