moen0
36 lines
1.2 KiB
Python
36 lines
1.2 KiB
Python
print("File is running")
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import pandas as pd
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from data.model import Candle
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def load_candles(filepath: str) -> list[Candle]:
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df = pd.read_csv(filepath, sep=";", header=None, names=["timestamp", "open", "high", "low", "close", "volume"])
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df["timestamp"] = pd.to_datetime(df["timestamp"], format="%Y%m%d %H%M%S")
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df = df.sort_values("timestamp", kind="mergesort").drop_duplicates(subset=["timestamp"], keep="last")
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candles = []
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for _, row in df.iterrows():
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candle = Candle(
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time_open=row["timestamp"],
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open=row["open"],
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high=row["high"],
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low=row["low"],
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close=row["close"],
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volume=row["volume"]
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)
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candles.append(candle)
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return candles
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def resample_candles(candles, period=5):
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resampled = []
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for i in range(0, len(candles) - period + 1, period):
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group = candles[i:i + period]
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resampled.append(Candle(
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time_open=group[0].time_open,
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open=group[0].open,
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high=max(c.high for c in group),
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low=min(c.low for c in group),
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close=group[-1].close,
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volume=sum(c.volume for c in group)
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))
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return resampled |