cryptodatapy 0.2.1__py3-none-any.whl → 0.2.3__py3-none-any.whl

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Files changed (15) hide show
  1. cryptodatapy/.DS_Store +0 -0
  2. cryptodatapy/conf/fx_tickers.csv +31 -0
  3. cryptodatapy/conf/tickers.csv +6 -0
  4. cryptodatapy/extract/libraries/ccxt_api.py +81 -60
  5. cryptodatapy/extract/libraries/library.py +19 -8
  6. cryptodatapy/transform/clean.py +136 -173
  7. cryptodatapy/transform/clean_perp_futures_ohlcv.ipynb +1639 -0
  8. cryptodatapy/transform/filter.py +56 -143
  9. cryptodatapy/transform/impute.py +36 -83
  10. cryptodatapy/transform/od.py +221 -450
  11. cryptodatapy/transform/wrangle.py +2 -4
  12. {cryptodatapy-0.2.1.dist-info → cryptodatapy-0.2.3.dist-info}/METADATA +1 -1
  13. {cryptodatapy-0.2.1.dist-info → cryptodatapy-0.2.3.dist-info}/RECORD +15 -13
  14. {cryptodatapy-0.2.1.dist-info → cryptodatapy-0.2.3.dist-info}/LICENSE +0 -0
  15. {cryptodatapy-0.2.1.dist-info → cryptodatapy-0.2.3.dist-info}/WHEEL +0 -0
cryptodatapy/transform/wrangle.py CHANGED
@@ -750,14 +750,12 @@ class WrangleData:
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  if 'close' in self.data_resp.columns:
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  self.data_resp['date'] = pd.to_datetime(self.data_resp.date, unit='ms')
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  elif 'funding_rate' in self.data_resp.columns:
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- self.data_resp['date'] = pd.to_datetime(self.data_resp.set_index('date').index). \
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- floor('S').tz_localize(None)
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+ self.data_resp['date'] = pd.to_datetime(self.data_resp.set_index('date').index).floor('s').tz_localize(None)
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  # set index
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  self.data_resp = self.data_resp.set_index('date').sort_index()
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  # resample
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  if 'funding_rate' in self.data_resp.columns and self.data_req.freq in ['d', 'w', 'm', 'q', 'y']:
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- self.data_resp = (self.data_resp.funding_rate + 1).cumprod().resample(self.data_req.freq).last(). \
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- diff().to_frame()
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+ self.data_resp = ((self.data_resp.funding_rate + 1).resample(self.data_req.freq).prod() - 1).to_frame()
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  # type conversion
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  self.data_resp = self.data_resp.apply(pd.to_numeric, errors='coerce').convert_dtypes()
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  # remove bad data
{cryptodatapy-0.2.1.dist-info → cryptodatapy-0.2.3.dist-info}/METADATA RENAMED
@@ -1,6 +1,6 @@
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  Metadata-Version: 2.1
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  Name: cryptodatapy
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- Version: 0.2.1
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+ Version: 0.2.3
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  Summary: Cryptoasset data library
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  License: Apache-2.0
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  Author: Systamental
{cryptodatapy-0.2.1.dist-info → cryptodatapy-0.2.3.dist-info}/RECORD RENAMED
@@ -1,4 +1,4 @@
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- cryptodatapy/.DS_Store,sha256=4ya0ytsDi80YWjQc6OsqAnByp2_5vfPPDOA1fSSMUdY,6148
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+ cryptodatapy/.DS_Store,sha256=PAgbS0KIr24oqHYVH0XcuP_rM0ytXS0FIC_Y5fwb5wI,6148
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  cryptodatapy/.idea/.gitignore,sha256=qeVPxPCLyX2CwEvYb_N9OvhLqe9K2H_Py0ONq2Iuiqo,47
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  cryptodatapy/.idea/cryptodatapy.iml,sha256=w0TW3o9qEaYr1iYR1jwYqlUBYm3KyxgnCK1PD03XvwQ,441
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  cryptodatapy/.idea/csv-plugin.xml,sha256=kVn-REwnZha3y9sWKgqBd0RKNDr0acmLVCntWaqbMuw,392
@@ -10,7 +10,8 @@ cryptodatapy/.idea/vcs.xml,sha256=b_39r807_tBAMOSSbIxyjQKeZsNYXTI-_FCT1j3FXuE,18
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  cryptodatapy/__init__.py,sha256=ee1UaINHZn1A_SZ96XM3hCguQEJgiPTvKlnYsk3mmS4,185
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  cryptodatapy/conf/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
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  cryptodatapy/conf/fields.csv,sha256=6gl7HSZyuNeDMEuaxn4XzMZdRfF2bjGFob3Th5olfko,25717
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- cryptodatapy/conf/tickers.csv,sha256=nbqrDexWmri4xRgzmWlI96lUCGmzPHZ9h3X0ydexUzs,355922
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+ cryptodatapy/conf/fx_tickers.csv,sha256=vqbY93_6Zi4vXg8iu0veXZ-NDm_NV2rrmb5lNYRqNUA,288
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+ cryptodatapy/conf/tickers.csv,sha256=9rMQvB_SgKiH-zoBNMEFK_fpznDIN9lU-xt0mD12aII,357205
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  cryptodatapy/datasets/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
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  cryptodatapy/datasets/br_econ_calendar.csv,sha256=mSM0IOIByI-0gIIL1CbDQPqHYI5lK6vavrY1ODj3Jlk,1185318
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  cryptodatapy/datasets/ca_econ_calendar.csv,sha256=GtoopEhCSufBNjpAi2BiorSsm4RmoK5dfZe8lkOS-Jc,1521808
@@ -44,25 +45,26 @@ cryptodatapy/extract/data_vendors/tiingo_api.py,sha256=dUovHL3HfB5jFWxfUxMCYULTZ
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  cryptodatapy/extract/datarequest.py,sha256=0TdzpU0FbbLPQlFzFDOl-5masYy76n--F_DNUm5S68Q,18139
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  cryptodatapy/extract/getdata.py,sha256=HzWQyacfmphms97LVKbx1gEgcgsQJViBT4BBxL9TBXk,8703
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  cryptodatapy/extract/libraries/__init__.py,sha256=9rJ_hFHWlvkPwyIkNG5bqH6HTY2jQNPIKQjzYEsVSDo,319
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- cryptodatapy/extract/libraries/ccxt_api.py,sha256=yt5L-5KH7pdRdjxcxo5KdaIF-fPeJUZ5k7qhihBIw6o,26946
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+ cryptodatapy/extract/libraries/ccxt_api.py,sha256=3y4egw71fSp9It9m2gRxBssIdLtJfwtL5rqQtYu5LYM,28205
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  cryptodatapy/extract/libraries/dbnomics_api.py,sha256=M6kPIH-hKqkmeBQb-g56dY9jatqLCtSl_MnvPblHtAc,9421
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  cryptodatapy/extract/libraries/investpy_api.py,sha256=qtGm3LDluXxJorvFv0w1bm1oBrcZIfE5cZSYzNYvttY,18409
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- cryptodatapy/extract/libraries/library.py,sha256=1e7t3FDaQiisjFpio8tu08ZZwQe8bJJs_ceyUf4s9Kc,12032
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+ cryptodatapy/extract/libraries/library.py,sha256=070YsO1RJzm4z_enhCjqe5hrj8qsk-Ni0Q_QKoAwQ6U,12316
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  cryptodatapy/extract/libraries/pandasdr_api.py,sha256=GdNi7ybPqSD2ieuUaaIyhTSmZG-YchMs_P4WQIy5JBw,12943
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  cryptodatapy/extract/web/__init__.py,sha256=8i0fweCeqSpdiPf-47jT240I4ca6SizCu9aD-qDS67w,89
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  cryptodatapy/extract/web/aqr.py,sha256=LS1D7QzG6UWkLUfDMgBFtiHpznnnAUOpec5Sx3vRGME,11875
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  cryptodatapy/extract/web/web.py,sha256=27cAzlIyYn6R29726J7p9NhSwHypas9EQSjHLILtcjk,9748
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  cryptodatapy/transform/__init__.py,sha256=Spb5cGJ3V_o8hgSWOSrF8J_vsSZpFk0uzW7RpkgfbFE,131
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- cryptodatapy/transform/clean.py,sha256=J-sl38akrntETGtZRoag-rKEeGOR4CwH72J2lfU3CT8,15011
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+ cryptodatapy/transform/clean.py,sha256=rWxEnNIGs28k8x5Hmvo1VcDRtu1-ys0p6M8AO0hDikE,11493
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+ cryptodatapy/transform/clean_perp_futures_ohlcv.ipynb,sha256=9UNGJCgDZrpPbcoGh2kol_Mt20bf572IHgcPKxzqJ5M,52671
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  cryptodatapy/transform/convertparams.py,sha256=WuQuPxKkjBy85F4NCYdSLWIls-1Avltu6EoaSIu7AYc,44285
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- cryptodatapy/transform/filter.py,sha256=x7SGQjsdLlQb5FpoPjOQBLZUXgQJZ7rigRsyZPyLL-M,10347
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- cryptodatapy/transform/impute.py,sha256=CYlRuw_1K8pi6Nm9P8llKmsN010Ck6Z0sQ-P-tJqYYg,6855
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- cryptodatapy/transform/od.py,sha256=rhZ9BkSh4tOiaQBgE7MkUyF8FBLdgG9IP2MOz8wAQsg,38977
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- cryptodatapy/transform/wrangle.py,sha256=rlGx6UnECvFaEBnao7WdZYRDbDorboKdx2IfqGdzq24,40206
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+ cryptodatapy/transform/filter.py,sha256=AArjX0ccYs6NVwoTSrj7G3RvBlqSseQcSDT5B9eXmCY,8030
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+ cryptodatapy/transform/impute.py,sha256=c7qdgFg0qs_xuQnX0jazpt0wgASC0KElLZRuxTkeVKY,5519
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+ cryptodatapy/transform/od.py,sha256=LHCzs-Q1hWHixWaQLhnHRacI-sVNlLX_EFv4jOpp4Zk,31008
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+ cryptodatapy/transform/wrangle.py,sha256=cBPV2Ub4RmVCdFdx3UlOlI2s4Rc_zzoMAXWcJvqbehs,40157
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  cryptodatapy/util/__init__.py,sha256=zSQ2HU2QIXzCuptJjknmrClwtQKCvIj4aNysZljIgrU,116
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  cryptodatapy/util/datacatalog.py,sha256=qCCX6srXvaAbVAKuA0M2y5IK_2OEx5xA3yRahDZlC-g,13157
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  cryptodatapy/util/datacredentials.py,sha256=KkfJJqDr1jvzdlvpKNqrPwDvWyfbA5GDY87ZG3PHpIA,1510
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- cryptodatapy-0.2.1.dist-info/LICENSE,sha256=sw4oVq8bDjT3uMtaFebQ-xeIVP4H-bXldTs9q-Jjeks,11344
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- cryptodatapy-0.2.1.dist-info/WHEEL,sha256=y3eDiaFVSNTPbgzfNn0nYn5tEn1cX6WrdetDlQM4xWw,83
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- cryptodatapy-0.2.1.dist-info/METADATA,sha256=brtP9I-WJUXt_VRpg91IOfSdbsORMfYnN64SWPmxZ_s,6188
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- cryptodatapy-0.2.1.dist-info/RECORD,,
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+ cryptodatapy-0.2.3.dist-info/LICENSE,sha256=sw4oVq8bDjT3uMtaFebQ-xeIVP4H-bXldTs9q-Jjeks,11344
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+ cryptodatapy-0.2.3.dist-info/WHEEL,sha256=y3eDiaFVSNTPbgzfNn0nYn5tEn1cX6WrdetDlQM4xWw,83
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+ cryptodatapy-0.2.3.dist-info/METADATA,sha256=Z4P3NafpxStnr3crVtpMYJ2ZtPuOpcgqvSwrV2ka4oU,6188
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+ cryptodatapy-0.2.3.dist-info/RECORD,,