cryptodatapy 0.2.2__py3-none-any.whl → 0.2.4__py3-none-any.whl
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- cryptodatapy/conf/fx_tickers.csv +31 -0
- cryptodatapy/transform/clean.py +171 -172
- cryptodatapy/transform/clean_perp_futures_ohlcv.ipynb +1025 -0
- cryptodatapy/transform/filter.py +83 -142
- cryptodatapy/transform/impute.py +36 -83
- cryptodatapy/transform/od.py +221 -450
- {cryptodatapy-0.2.2.dist-info → cryptodatapy-0.2.4.dist-info}/METADATA +4 -1
- {cryptodatapy-0.2.2.dist-info → cryptodatapy-0.2.4.dist-info}/RECORD +10 -8
- {cryptodatapy-0.2.2.dist-info → cryptodatapy-0.2.4.dist-info}/LICENSE +0 -0
- {cryptodatapy-0.2.2.dist-info → cryptodatapy-0.2.4.dist-info}/WHEEL +0 -0
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"execution_count": 1,
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"id": "9fea9fae",
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"metadata": {},
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"outputs": [
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"output_type": "stream",
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"text": [
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"fatal: bad revision 'HEAD'\n",
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"Importing plotly failed. Interactive plots will not work.\n"
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"source": [
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"import pandas as pd\n",
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"import numpy as np\n",
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"\n",
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"from cryptodatapy.extract.datarequest import DataRequest\n",
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"from cryptodatapy.extract.getdata import GetData\n",
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"from cryptodatapy.transform.od import OutlierDetection\n",
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"from cryptodatapy.transform.impute import Impute\n",
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"from cryptodatapy.transform.filter import Filter\n",
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"from cryptodatapy.transform.clean import CleanData, stitch_dataframes\n",
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"from cryptodatapy.transform.impute import Impute"
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"cell_type": "code",
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"execution_count": 2,
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"id": "3cbdeffc",
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"metadata": {},
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"outputs": [],
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"source": [
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"# get all Binance perp futures tickers\n",
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"data_req = DataRequest(source='ccxt')\n",
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"perp_tickers = GetData(data_req).get_meta(method='get_markets_info', exch='binanceusdm', as_list=True)"
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]
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"cell_type": "code",
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"execution_count": 3,
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"id": "3d084cf7",
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"data": {
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"text/plain": [
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"execution_count": 3,
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"metadata": {},
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"output_type": "execute_result"
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}
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],
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"source": [
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"len(perp_tickers)"
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},
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"cell_type": "code",
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"execution_count": 4,
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"id": "fcb74458",
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"metadata": {},
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"outputs": [],
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"source": [
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"# get Binance spot tickers\n",
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"data_req = DataRequest(source='ccxt')\n",
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"spot_tickers = GetData(data_req).get_meta(method='get_markets_info', exch='binance', as_list=True)"
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"execution_count": 5,
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"outputs": [],
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"source": [
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"# find intersecting tickers\n",
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"binance_tickers = [ticker for ticker in perp_tickers if ticker in spot_tickers]"
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"cell_type": "code",
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"execution_count": 6,
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"id": "877811c1",
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"data": {
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"execution_count": 6,
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"output_type": "execute_result"
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"source": [
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"# number of tickers\n",
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"len(binance_tickers)"
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]
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},
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"cell_type": "code",
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"execution_count": 7,
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"id": "fe425163",
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"metadata": {},
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"outputs": [],
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"source": [
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"## # get cryptocompare tickers\n",
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"data_req = DataRequest(source='cryptocompare')\n",
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"cc_tickers = GetData(data_req).get_meta(method='get_assets_info', as_list=True)"
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]
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"cell_type": "code",
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"execution_count": 8,
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"id": "165053db",
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"outputs": [],
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"source": [
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"# keep only USDT ticker\n",
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"bin_tickers = []\n",
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"for ticker in binance_tickers:\n",
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" if '/' in ticker and ticker.split('/')[1] == 'USDT':\n",
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" bin_tickers.append(ticker.split('/')[0])"
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"execution_count": 9,
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"id": "d6cf8a4c",
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"outputs": [],
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"source": [
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"# usdt tickers\n",
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"usdt_tickers = [ticker.split('/')[0] for ticker in binance_tickers if '/'in ticker and ticker.split('/')[1] == 'USDT']"
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"execution_count": 10,
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"outputs": [],
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"source": [
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"# intersecting tickers\n",
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"tickers = [ticker for ticker in usdt_tickers if ticker in cc_tickers]"
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"cell_type": "code",
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"execution_count": 11,
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"id": "30337a71",
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"metadata": {},
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"0"
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"execution_count": 11,
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"metadata": {},
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"output_type": "execute_result"
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}
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],
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"source": [
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"len(tickers)"
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]
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"### Binance Perp Futures"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 12,
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"id": "49b09508",
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"metadata": {},
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"outputs": [],
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"source": [
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"# pull daily OHLC and funding rates for perp futures on Binance USDM exchange\n",
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"data_req = DataRequest(source='ccxt',\n",
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" tickers=tickers, \n",
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" fields=['open', 'high', 'low', 'close', 'volume', 'funding_rate'], \n",
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" mkt_type='perpetual_future', \n",
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" freq='d')"
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"execution_count": 13,
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"id": "6ac9365b",
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"outputs": [],
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"source": [
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"# df1 = GetData(data_req).get_series()"
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]
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"execution_count": 14,
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"id": "98a425b2",
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"outputs": [],
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"source": [
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"# df1.to_csv('binance_perp_futures.csv')\n",
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"df1 = pd.read_csv('../../../../factorlab/notebooks/binance_perp_futures.csv', index_col=['date', 'ticker'], parse_dates=['date'])"
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"execution_count": 15,
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"data": {
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"text/html": [
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"<div>\n",
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"<style scoped>\n",
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" .dataframe tbody tr th:only-of-type {\n",
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" vertical-align: middle;\n",
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"\n",
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" .dataframe tbody tr th {\n",
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" vertical-align: top;\n",
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"\n",
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" .dataframe thead th {\n",
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" text-align: right;\n",
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" }\n",
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"</style>\n",
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"<table border=\"1\" class=\"dataframe\">\n",
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" <thead>\n",
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" <tr style=\"text-align: right;\">\n",
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" <th></th>\n",
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" <th></th>\n",
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" <th>open</th>\n",
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" <th>high</th>\n",
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" <th>low</th>\n",
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" <th>close</th>\n",
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" <th>volume</th>\n",
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" <th>funding_rate</th>\n",
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" </tr>\n",
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" <tr>\n",
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" <th>date</th>\n",
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" <th>ticker</th>\n",
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" <th></th>\n",
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" <th></th>\n",
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" <th></th>\n",
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" <th></th>\n",
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" <th></th>\n",
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" <th></th>\n",
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" </tr>\n",
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" </thead>\n",
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" <tbody>\n",
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" <tr>\n",
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" <th>2019-09-08</th>\n",
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" <th>BTC</th>\n",
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" <td>10000.00</td>\n",
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" <td>10412.65</td>\n",
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" <td>10000.00</td>\n",
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" <td>10391.63</td>\n",
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" <td>3096.291</td>\n",
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" <td>NaN</td>\n",
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" </tr>\n",
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" <tr>\n",
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" <th>2019-09-09</th>\n",
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" <th>BTC</th>\n",
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" <td>10316.62</td>\n",
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" <td>10475.54</td>\n",
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" <td>10077.22</td>\n",
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" <td>10307.00</td>\n",
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" <td>14824.373</td>\n",
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" <td>NaN</td>\n",
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" </tr>\n",
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" <tr>\n",
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" <th>2019-09-10</th>\n",
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" <th>BTC</th>\n",
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" <td>10307.00</td>\n",
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" <td>10382.97</td>\n",
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" <td>9940.87</td>\n",
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" <td>10102.02</td>\n",
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" <td>9068.955</td>\n",
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" <td>0.0002</td>\n",
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" </tr>\n",
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" <tr>\n",
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" <th>2019-09-11</th>\n",
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" <th>BTC</th>\n",
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" <td>10094.27</td>\n",
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" <td>10293.11</td>\n",
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" <td>9884.31</td>\n",
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" <td>10159.55</td>\n",
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" <td>10897.922</td>\n",
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" <td>0.0003</td>\n",
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" </tr>\n",
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" <tr>\n",
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" <th>2019-09-12</th>\n",
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" <th>BTC</th>\n",
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" <td>10163.06</td>\n",
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" <td>10450.13</td>\n",
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" <td>10042.12</td>\n",
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" <td>10415.13</td>\n",
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" <td>15609.634</td>\n",
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317
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" <td>0.0003</td>\n",
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" </tr>\n",
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" </tbody>\n",
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"</table>\n",
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"</div>"
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],
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"text/plain": [
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" open high low close volume \\\n",
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"date ticker \n",
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"2019-09-08 BTC 10000.00 10412.65 10000.00 10391.63 3096.291 \n",
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327
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"2019-09-09 BTC 10316.62 10475.54 10077.22 10307.00 14824.373 \n",
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328
|
+
"2019-09-10 BTC 10307.00 10382.97 9940.87 10102.02 9068.955 \n",
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329
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+
"2019-09-11 BTC 10094.27 10293.11 9884.31 10159.55 10897.922 \n",
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330
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"2019-09-12 BTC 10163.06 10450.13 10042.12 10415.13 15609.634 \n",
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"\n",
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" funding_rate \n",
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"date ticker \n",
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"2019-09-08 BTC NaN \n",
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"2019-09-09 BTC NaN \n",
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336
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"2019-09-10 BTC 0.0002 \n",
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337
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"2019-09-11 BTC 0.0003 \n",
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338
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"2019-09-12 BTC 0.0003 "
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+
]
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340
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},
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341
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"execution_count": 15,
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"metadata": {},
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"output_type": "execute_result"
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],
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"source": [
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"df1.head()"
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"id": "32f15191",
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"metadata": {},
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"source": [
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355
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"### Binance Spot"
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+
]
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},
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{
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"cell_type": "code",
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"execution_count": 16,
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"id": "83e9e466",
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"metadata": {},
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"outputs": [],
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"source": [
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365
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+
"# pull OHLC from Binance\n",
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366
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+
"data_req = DataRequest(source='ccxt',\n",
|
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367
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+
" tickers=tickers, \n",
|
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+
" fields=['open', 'high', 'low', 'close', 'volume'], \n",
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" freq='d')"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 17,
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"id": "82d4bbc7",
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"metadata": {},
|
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+
"outputs": [],
|
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+
"source": [
|
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379
|
+
"# df2 = GetData(data_req).get_series()"
|
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380
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+
]
|
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381
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+
},
|
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382
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{
|
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"cell_type": "code",
|
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384
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+
"execution_count": 18,
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|
+
"id": "4f63eb21",
|
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|
+
"metadata": {},
|
|
387
|
+
"outputs": [],
|
|
388
|
+
"source": [
|
|
389
|
+
"# df2.to_csv('binance_spot.csv')\n",
|
|
390
|
+
"df2 = pd.read_csv('../../../../factorlab/notebooks/binance_spot.csv', index_col=['date', 'ticker'], parse_dates=['date'])"
|
|
391
|
+
]
|
|
392
|
+
},
|
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393
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+
{
|
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394
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+
"cell_type": "code",
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395
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+
"execution_count": 19,
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396
|
+
"id": "ce8929c1",
|
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|
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"metadata": {},
|
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398
|
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"outputs": [
|
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{
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"data": {
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"<style scoped>\n",
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" .dataframe tbody tr th:only-of-type {\n",
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" vertical-align: middle;\n",
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" }\n",
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"\n",
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" .dataframe tbody tr th {\n",
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" vertical-align: top;\n",
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" }\n",
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"\n",
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" }\n",
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"</style>\n",
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"<table border=\"1\" class=\"dataframe\">\n",
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+
" <thead>\n",
|
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418
|
+
" <tr style=\"text-align: right;\">\n",
|
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419
|
+
" <th></th>\n",
|
|
420
|
+
" <th></th>\n",
|
|
421
|
+
" <th>open</th>\n",
|
|
422
|
+
" <th>high</th>\n",
|
|
423
|
+
" <th>low</th>\n",
|
|
424
|
+
" <th>close</th>\n",
|
|
425
|
+
" <th>volume</th>\n",
|
|
426
|
+
" </tr>\n",
|
|
427
|
+
" <tr>\n",
|
|
428
|
+
" <th>date</th>\n",
|
|
429
|
+
" <th>ticker</th>\n",
|
|
430
|
+
" <th></th>\n",
|
|
431
|
+
" <th></th>\n",
|
|
432
|
+
" <th></th>\n",
|
|
433
|
+
" <th></th>\n",
|
|
434
|
+
" <th></th>\n",
|
|
435
|
+
" </tr>\n",
|
|
436
|
+
" </thead>\n",
|
|
437
|
+
" <tbody>\n",
|
|
438
|
+
" <tr>\n",
|
|
439
|
+
" <th rowspan=\"2\" valign=\"top\">2017-08-17</th>\n",
|
|
440
|
+
" <th>BTC</th>\n",
|
|
441
|
+
" <td>4261.48</td>\n",
|
|
442
|
+
" <td>4485.39</td>\n",
|
|
443
|
+
" <td>4200.74</td>\n",
|
|
444
|
+
" <td>4285.08</td>\n",
|
|
445
|
+
" <td>795.150377</td>\n",
|
|
446
|
+
" </tr>\n",
|
|
447
|
+
" <tr>\n",
|
|
448
|
+
" <th>ETH</th>\n",
|
|
449
|
+
" <td>301.13</td>\n",
|
|
450
|
+
" <td>312.18</td>\n",
|
|
451
|
+
" <td>298.00</td>\n",
|
|
452
|
+
" <td>302.00</td>\n",
|
|
453
|
+
" <td>7030.710340</td>\n",
|
|
454
|
+
" </tr>\n",
|
|
455
|
+
" <tr>\n",
|
|
456
|
+
" <th rowspan=\"2\" valign=\"top\">2017-08-18</th>\n",
|
|
457
|
+
" <th>BTC</th>\n",
|
|
458
|
+
" <td>4285.08</td>\n",
|
|
459
|
+
" <td>4371.52</td>\n",
|
|
460
|
+
" <td>3938.77</td>\n",
|
|
461
|
+
" <td>4108.37</td>\n",
|
|
462
|
+
" <td>1199.888264</td>\n",
|
|
463
|
+
" </tr>\n",
|
|
464
|
+
" <tr>\n",
|
|
465
|
+
" <th>ETH</th>\n",
|
|
466
|
+
" <td>302.00</td>\n",
|
|
467
|
+
" <td>311.79</td>\n",
|
|
468
|
+
" <td>283.94</td>\n",
|
|
469
|
+
" <td>293.96</td>\n",
|
|
470
|
+
" <td>9537.846460</td>\n",
|
|
471
|
+
" </tr>\n",
|
|
472
|
+
" <tr>\n",
|
|
473
|
+
" <th>2017-08-19</th>\n",
|
|
474
|
+
" <th>BTC</th>\n",
|
|
475
|
+
" <td>4108.37</td>\n",
|
|
476
|
+
" <td>4184.69</td>\n",
|
|
477
|
+
" <td>3850.00</td>\n",
|
|
478
|
+
" <td>4139.98</td>\n",
|
|
479
|
+
" <td>381.309763</td>\n",
|
|
480
|
+
" </tr>\n",
|
|
481
|
+
" </tbody>\n",
|
|
482
|
+
"</table>\n",
|
|
483
|
+
"</div>"
|
|
484
|
+
],
|
|
485
|
+
"text/plain": [
|
|
486
|
+
" open high low close volume\n",
|
|
487
|
+
"date ticker \n",
|
|
488
|
+
"2017-08-17 BTC 4261.48 4485.39 4200.74 4285.08 795.150377\n",
|
|
489
|
+
" ETH 301.13 312.18 298.00 302.00 7030.710340\n",
|
|
490
|
+
"2017-08-18 BTC 4285.08 4371.52 3938.77 4108.37 1199.888264\n",
|
|
491
|
+
" ETH 302.00 311.79 283.94 293.96 9537.846460\n",
|
|
492
|
+
"2017-08-19 BTC 4108.37 4184.69 3850.00 4139.98 381.309763"
|
|
493
|
+
]
|
|
494
|
+
},
|
|
495
|
+
"execution_count": 19,
|
|
496
|
+
"metadata": {},
|
|
497
|
+
"output_type": "execute_result"
|
|
498
|
+
}
|
|
499
|
+
],
|
|
500
|
+
"source": [
|
|
501
|
+
"df2.head()"
|
|
502
|
+
]
|
|
503
|
+
},
|
|
504
|
+
{
|
|
505
|
+
"cell_type": "markdown",
|
|
506
|
+
"id": "05f93b91",
|
|
507
|
+
"metadata": {},
|
|
508
|
+
"source": [
|
|
509
|
+
"### CryptoCompare - Historical Prices"
|
|
510
|
+
]
|
|
511
|
+
},
|
|
512
|
+
{
|
|
513
|
+
"cell_type": "code",
|
|
514
|
+
"execution_count": 20,
|
|
515
|
+
"id": "7f14d874",
|
|
516
|
+
"metadata": {},
|
|
517
|
+
"outputs": [],
|
|
518
|
+
"source": [
|
|
519
|
+
"# pull OHLC from CryptoCompare\n",
|
|
520
|
+
"data_req = DataRequest(source='cryptocompare',\n",
|
|
521
|
+
" tickers=tickers, \n",
|
|
522
|
+
" fields=['open', 'high', 'low', 'close', 'volume'], \n",
|
|
523
|
+
" freq='d')"
|
|
524
|
+
]
|
|
525
|
+
},
|
|
526
|
+
{
|
|
527
|
+
"cell_type": "code",
|
|
528
|
+
"execution_count": 21,
|
|
529
|
+
"id": "3a8708d3",
|
|
530
|
+
"metadata": {},
|
|
531
|
+
"outputs": [],
|
|
532
|
+
"source": [
|
|
533
|
+
"# df3 = GetData(data_req).get_series()"
|
|
534
|
+
]
|
|
535
|
+
},
|
|
536
|
+
{
|
|
537
|
+
"cell_type": "code",
|
|
538
|
+
"execution_count": 22,
|
|
539
|
+
"id": "aa265538",
|
|
540
|
+
"metadata": {},
|
|
541
|
+
"outputs": [],
|
|
542
|
+
"source": [
|
|
543
|
+
"# df3.to_csv('cc_spot.csv')\n",
|
|
544
|
+
"df3 = pd.read_csv('../../../../factorlab/notebooks/cc_spot.csv', index_col=['date', 'ticker'], parse_dates=['date'])"
|
|
545
|
+
]
|
|
546
|
+
},
|
|
547
|
+
{
|
|
548
|
+
"cell_type": "markdown",
|
|
549
|
+
"id": "5664e968",
|
|
550
|
+
"metadata": {},
|
|
551
|
+
"source": [
|
|
552
|
+
"### Clean Data"
|
|
553
|
+
]
|
|
554
|
+
},
|
|
555
|
+
{
|
|
556
|
+
"cell_type": "code",
|
|
557
|
+
"execution_count": 23,
|
|
558
|
+
"id": "f5ee4f6d",
|
|
559
|
+
"metadata": {},
|
|
560
|
+
"outputs": [],
|
|
561
|
+
"source": [
|
|
562
|
+
"df = stitch_dataframes([df1, df2, df3])\n",
|
|
563
|
+
"df.funding_rate = df.funding_rate.fillna(0)"
|
|
564
|
+
]
|
|
565
|
+
},
|
|
566
|
+
{
|
|
567
|
+
"cell_type": "code",
|
|
568
|
+
"execution_count": 24,
|
|
569
|
+
"id": "cbe07c91",
|
|
570
|
+
"metadata": {},
|
|
571
|
+
"outputs": [
|
|
572
|
+
{
|
|
573
|
+
"data": {
|
|
574
|
+
"text/html": [
|
|
575
|
+
"<div>\n",
|
|
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|
+
"<style scoped>\n",
|
|
577
|
+
" .dataframe tbody tr th:only-of-type {\n",
|
|
578
|
+
" vertical-align: middle;\n",
|
|
579
|
+
" }\n",
|
|
580
|
+
"\n",
|
|
581
|
+
" .dataframe tbody tr th {\n",
|
|
582
|
+
" vertical-align: top;\n",
|
|
583
|
+
" }\n",
|
|
584
|
+
"\n",
|
|
585
|
+
" .dataframe thead th {\n",
|
|
586
|
+
" text-align: right;\n",
|
|
587
|
+
" }\n",
|
|
588
|
+
"</style>\n",
|
|
589
|
+
"<table border=\"1\" class=\"dataframe\">\n",
|
|
590
|
+
" <thead>\n",
|
|
591
|
+
" <tr style=\"text-align: right;\">\n",
|
|
592
|
+
" <th></th>\n",
|
|
593
|
+
" <th></th>\n",
|
|
594
|
+
" <th>open</th>\n",
|
|
595
|
+
" <th>high</th>\n",
|
|
596
|
+
" <th>low</th>\n",
|
|
597
|
+
" <th>close</th>\n",
|
|
598
|
+
" <th>volume</th>\n",
|
|
599
|
+
" <th>funding_rate</th>\n",
|
|
600
|
+
" </tr>\n",
|
|
601
|
+
" <tr>\n",
|
|
602
|
+
" <th>date</th>\n",
|
|
603
|
+
" <th>ticker</th>\n",
|
|
604
|
+
" <th></th>\n",
|
|
605
|
+
" <th></th>\n",
|
|
606
|
+
" <th></th>\n",
|
|
607
|
+
" <th></th>\n",
|
|
608
|
+
" <th></th>\n",
|
|
609
|
+
" <th></th>\n",
|
|
610
|
+
" </tr>\n",
|
|
611
|
+
" </thead>\n",
|
|
612
|
+
" <tbody>\n",
|
|
613
|
+
" <tr>\n",
|
|
614
|
+
" <th>2010-07-17</th>\n",
|
|
615
|
+
" <th>BTC</th>\n",
|
|
616
|
+
" <td>0.04951</td>\n",
|
|
617
|
+
" <td>0.04951</td>\n",
|
|
618
|
+
" <td>0.04951</td>\n",
|
|
619
|
+
" <td>0.04951</td>\n",
|
|
620
|
+
" <td>20.00</td>\n",
|
|
621
|
+
" <td>0.0</td>\n",
|
|
622
|
+
" </tr>\n",
|
|
623
|
+
" <tr>\n",
|
|
624
|
+
" <th>2010-07-18</th>\n",
|
|
625
|
+
" <th>BTC</th>\n",
|
|
626
|
+
" <td>0.04951</td>\n",
|
|
627
|
+
" <td>0.08585</td>\n",
|
|
628
|
+
" <td>0.04951</td>\n",
|
|
629
|
+
" <td>0.08584</td>\n",
|
|
630
|
+
" <td>75.01</td>\n",
|
|
631
|
+
" <td>0.0</td>\n",
|
|
632
|
+
" </tr>\n",
|
|
633
|
+
" <tr>\n",
|
|
634
|
+
" <th>2010-07-19</th>\n",
|
|
635
|
+
" <th>BTC</th>\n",
|
|
636
|
+
" <td>0.08584</td>\n",
|
|
637
|
+
" <td>0.09307</td>\n",
|
|
638
|
+
" <td>0.07723</td>\n",
|
|
639
|
+
" <td>0.08080</td>\n",
|
|
640
|
+
" <td>574.00</td>\n",
|
|
641
|
+
" <td>0.0</td>\n",
|
|
642
|
+
" </tr>\n",
|
|
643
|
+
" <tr>\n",
|
|
644
|
+
" <th>2010-07-20</th>\n",
|
|
645
|
+
" <th>BTC</th>\n",
|
|
646
|
+
" <td>0.08080</td>\n",
|
|
647
|
+
" <td>0.08181</td>\n",
|
|
648
|
+
" <td>0.07426</td>\n",
|
|
649
|
+
" <td>0.07474</td>\n",
|
|
650
|
+
" <td>262.00</td>\n",
|
|
651
|
+
" <td>0.0</td>\n",
|
|
652
|
+
" </tr>\n",
|
|
653
|
+
" <tr>\n",
|
|
654
|
+
" <th>2010-07-21</th>\n",
|
|
655
|
+
" <th>BTC</th>\n",
|
|
656
|
+
" <td>0.07474</td>\n",
|
|
657
|
+
" <td>0.07921</td>\n",
|
|
658
|
+
" <td>0.06634</td>\n",
|
|
659
|
+
" <td>0.07921</td>\n",
|
|
660
|
+
" <td>575.00</td>\n",
|
|
661
|
+
" <td>0.0</td>\n",
|
|
662
|
+
" </tr>\n",
|
|
663
|
+
" </tbody>\n",
|
|
664
|
+
"</table>\n",
|
|
665
|
+
"</div>"
|
|
666
|
+
],
|
|
667
|
+
"text/plain": [
|
|
668
|
+
" open high low close volume funding_rate\n",
|
|
669
|
+
"date ticker \n",
|
|
670
|
+
"2010-07-17 BTC 0.04951 0.04951 0.04951 0.04951 20.00 0.0\n",
|
|
671
|
+
"2010-07-18 BTC 0.04951 0.08585 0.04951 0.08584 75.01 0.0\n",
|
|
672
|
+
"2010-07-19 BTC 0.08584 0.09307 0.07723 0.08080 574.00 0.0\n",
|
|
673
|
+
"2010-07-20 BTC 0.08080 0.08181 0.07426 0.07474 262.00 0.0\n",
|
|
674
|
+
"2010-07-21 BTC 0.07474 0.07921 0.06634 0.07921 575.00 0.0"
|
|
675
|
+
]
|
|
676
|
+
},
|
|
677
|
+
"execution_count": 24,
|
|
678
|
+
"metadata": {},
|
|
679
|
+
"output_type": "execute_result"
|
|
680
|
+
}
|
|
681
|
+
],
|
|
682
|
+
"source": [
|
|
683
|
+
"df.head()"
|
|
684
|
+
]
|
|
685
|
+
},
|
|
686
|
+
{
|
|
687
|
+
"cell_type": "code",
|
|
688
|
+
"execution_count": 25,
|
|
689
|
+
"id": "d4c497d1",
|
|
690
|
+
"metadata": {},
|
|
691
|
+
"outputs": [],
|
|
692
|
+
"source": [
|
|
693
|
+
"delisted_tickers = ['AGIX', 'CTK', 'CVC', 'CVX', 'DGB', 'FTT', 'GLMR', 'IDEX', 'MDT',\n",
|
|
694
|
+
" 'OCEAN', 'RAD', 'RAY', 'SC', 'SLP', 'SNT', 'STPT', 'STRAX', 'WAVES']"
|
|
695
|
+
]
|
|
696
|
+
},
|
|
697
|
+
{
|
|
698
|
+
"cell_type": "code",
|
|
699
|
+
"execution_count": 26,
|
|
700
|
+
"id": "a9b1764c",
|
|
701
|
+
"metadata": {},
|
|
702
|
+
"outputs": [
|
|
703
|
+
{
|
|
704
|
+
"name": "stdout",
|
|
705
|
+
"output_type": "stream",
|
|
706
|
+
"text": [
|
|
707
|
+
"Index(['AGIX', 'CTK', 'CVC', 'CVX', 'DGB', 'FTT', 'GLMR', 'IDEX', 'MDT',\n",
|
|
708
|
+
" 'OCEAN', 'RAD', 'RAY', 'SC', 'SLP', 'SNT', 'STPT', 'STRAX', 'WAVES'],\n",
|
|
709
|
+
" dtype='object', name='ticker')\n"
|
|
710
|
+
]
|
|
711
|
+
}
|
|
712
|
+
],
|
|
713
|
+
"source": [
|
|
714
|
+
"# clean data\n",
|
|
715
|
+
"clean_df = CleanData(df).filter_delisted_tickers().\\\n",
|
|
716
|
+
" filter_min_nobs(ts_obs=1500, cs_obs=10).\\\n",
|
|
717
|
+
" filter_outliers(od_method='mad', excl_cols=['volume', 'funding_rate'], thresh_val=10).\\\n",
|
|
718
|
+
" repair_outliers(imp_method='fcst').\\\n",
|
|
719
|
+
" filter_avg_trading_val(thresh_val=1000000).\\\n",
|
|
720
|
+
" filter_missing_vals_gaps().\\\n",
|
|
721
|
+
" get(attr='df').dropna(how='all')"
|
|
722
|
+
]
|
|
723
|
+
},
|
|
724
|
+
{
|
|
725
|
+
"cell_type": "code",
|
|
726
|
+
"execution_count": 27,
|
|
727
|
+
"id": "3d423e53",
|
|
728
|
+
"metadata": {},
|
|
729
|
+
"outputs": [
|
|
730
|
+
{
|
|
731
|
+
"ename": "KeyError",
|
|
732
|
+
"evalue": "'OCEAN'",
|
|
733
|
+
"output_type": "error",
|
|
734
|
+
"traceback": [
|
|
735
|
+
"\u001b[0;31m---------------------------------------------------------------------------\u001b[0m",
|
|
736
|
+
"\u001b[0;31mKeyError\u001b[0m Traceback (most recent call last)",
|
|
737
|
+
"File \u001b[0;32m~/opt/anaconda3/envs/cryptodatapy/lib/python3.9/site-packages/pandas/core/indexes/base.py:3800\u001b[0m, in \u001b[0;36mIndex.get_loc\u001b[0;34m(self, key, method, tolerance)\u001b[0m\n\u001b[1;32m 3799\u001b[0m \u001b[38;5;28;01mtry\u001b[39;00m:\n\u001b[0;32m-> 3800\u001b[0m \u001b[38;5;28;01mreturn\u001b[39;00m \u001b[38;5;28;43mself\u001b[39;49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43m_engine\u001b[49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43mget_loc\u001b[49m\u001b[43m(\u001b[49m\u001b[43mcasted_key\u001b[49m\u001b[43m)\u001b[49m\n\u001b[1;32m 3801\u001b[0m \u001b[38;5;28;01mexcept\u001b[39;00m \u001b[38;5;167;01mKeyError\u001b[39;00m \u001b[38;5;28;01mas\u001b[39;00m err:\n",
|
|
738
|
+
"File \u001b[0;32m~/opt/anaconda3/envs/cryptodatapy/lib/python3.9/site-packages/pandas/_libs/index.pyx:138\u001b[0m, in \u001b[0;36mpandas._libs.index.IndexEngine.get_loc\u001b[0;34m()\u001b[0m\n",
|
|
739
|
+
"File \u001b[0;32m~/opt/anaconda3/envs/cryptodatapy/lib/python3.9/site-packages/pandas/_libs/index.pyx:165\u001b[0m, in \u001b[0;36mpandas._libs.index.IndexEngine.get_loc\u001b[0;34m()\u001b[0m\n",
|
|
740
|
+
"File \u001b[0;32mpandas/_libs/hashtable_class_helper.pxi:5745\u001b[0m, in \u001b[0;36mpandas._libs.hashtable.PyObjectHashTable.get_item\u001b[0;34m()\u001b[0m\n",
|
|
741
|
+
"File \u001b[0;32mpandas/_libs/hashtable_class_helper.pxi:5753\u001b[0m, in \u001b[0;36mpandas._libs.hashtable.PyObjectHashTable.get_item\u001b[0;34m()\u001b[0m\n",
|
|
742
|
+
"\u001b[0;31mKeyError\u001b[0m: 'OCEAN'",
|
|
743
|
+
"\nThe above exception was the direct cause of the following exception:\n",
|
|
744
|
+
"\u001b[0;31mKeyError\u001b[0m Traceback (most recent call last)",
|
|
745
|
+
"Cell \u001b[0;32mIn [27], line 1\u001b[0m\n\u001b[0;32m----> 1\u001b[0m clean_df\u001b[38;5;241m.\u001b[39mloc[:, \u001b[38;5;124m'\u001b[39m\u001b[38;5;124mOCEAN\u001b[39m\u001b[38;5;124m'\u001b[39m, :]\n",
|
|
746
|
+
"File \u001b[0;32m~/opt/anaconda3/envs/cryptodatapy/lib/python3.9/site-packages/pandas/core/indexing.py:1068\u001b[0m, in \u001b[0;36m_LocationIndexer.__getitem__\u001b[0;34m(self, key)\u001b[0m\n\u001b[1;32m 1066\u001b[0m \u001b[38;5;28;01mif\u001b[39;00m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_is_scalar_access(key):\n\u001b[1;32m 1067\u001b[0m \u001b[38;5;28;01mreturn\u001b[39;00m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39mobj\u001b[38;5;241m.\u001b[39m_get_value(\u001b[38;5;241m*\u001b[39mkey, takeable\u001b[38;5;241m=\u001b[39m\u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_takeable)\n\u001b[0;32m-> 1068\u001b[0m \u001b[38;5;28;01mreturn\u001b[39;00m \u001b[38;5;28;43mself\u001b[39;49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43m_getitem_tuple\u001b[49m\u001b[43m(\u001b[49m\u001b[43mkey\u001b[49m\u001b[43m)\u001b[49m\n\u001b[1;32m 1069\u001b[0m \u001b[38;5;28;01melse\u001b[39;00m:\n\u001b[1;32m 1070\u001b[0m \u001b[38;5;66;03m# we by definition only have the 0th axis\u001b[39;00m\n\u001b[1;32m 1071\u001b[0m axis \u001b[38;5;241m=\u001b[39m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39maxis \u001b[38;5;129;01mor\u001b[39;00m \u001b[38;5;241m0\u001b[39m\n",
|
|
747
|
+
"File \u001b[0;32m~/opt/anaconda3/envs/cryptodatapy/lib/python3.9/site-packages/pandas/core/indexing.py:1248\u001b[0m, in \u001b[0;36m_LocIndexer._getitem_tuple\u001b[0;34m(self, tup)\u001b[0m\n\u001b[1;32m 1246\u001b[0m \u001b[38;5;28;01mwith\u001b[39;00m suppress(IndexingError):\n\u001b[1;32m 1247\u001b[0m tup \u001b[38;5;241m=\u001b[39m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_expand_ellipsis(tup)\n\u001b[0;32m-> 1248\u001b[0m \u001b[38;5;28;01mreturn\u001b[39;00m \u001b[38;5;28;43mself\u001b[39;49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43m_getitem_lowerdim\u001b[49m\u001b[43m(\u001b[49m\u001b[43mtup\u001b[49m\u001b[43m)\u001b[49m\n\u001b[1;32m 1250\u001b[0m \u001b[38;5;66;03m# no multi-index, so validate all of the indexers\u001b[39;00m\n\u001b[1;32m 1251\u001b[0m tup \u001b[38;5;241m=\u001b[39m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_validate_tuple_indexer(tup)\n",
|
|
748
|
+
"File \u001b[0;32m~/opt/anaconda3/envs/cryptodatapy/lib/python3.9/site-packages/pandas/core/indexing.py:942\u001b[0m, in \u001b[0;36m_LocationIndexer._getitem_lowerdim\u001b[0;34m(self, tup)\u001b[0m\n\u001b[1;32m 940\u001b[0m \u001b[38;5;66;03m# we may have a nested tuples indexer here\u001b[39;00m\n\u001b[1;32m 941\u001b[0m \u001b[38;5;28;01mif\u001b[39;00m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_is_nested_tuple_indexer(tup):\n\u001b[0;32m--> 942\u001b[0m \u001b[38;5;28;01mreturn\u001b[39;00m \u001b[38;5;28;43mself\u001b[39;49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43m_getitem_nested_tuple\u001b[49m\u001b[43m(\u001b[49m\u001b[43mtup\u001b[49m\u001b[43m)\u001b[49m\n\u001b[1;32m 944\u001b[0m \u001b[38;5;66;03m# we maybe be using a tuple to represent multiple dimensions here\u001b[39;00m\n\u001b[1;32m 945\u001b[0m ax0 \u001b[38;5;241m=\u001b[39m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39mobj\u001b[38;5;241m.\u001b[39m_get_axis(\u001b[38;5;241m0\u001b[39m)\n",
|
|
749
|
+
"File \u001b[0;32m~/opt/anaconda3/envs/cryptodatapy/lib/python3.9/site-packages/pandas/core/indexing.py:1034\u001b[0m, in \u001b[0;36m_LocationIndexer._getitem_nested_tuple\u001b[0;34m(self, tup)\u001b[0m\n\u001b[1;32m 1031\u001b[0m \u001b[38;5;66;03m# this is a series with a multi-index specified a tuple of\u001b[39;00m\n\u001b[1;32m 1032\u001b[0m \u001b[38;5;66;03m# selectors\u001b[39;00m\n\u001b[1;32m 1033\u001b[0m axis \u001b[38;5;241m=\u001b[39m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39maxis \u001b[38;5;129;01mor\u001b[39;00m \u001b[38;5;241m0\u001b[39m\n\u001b[0;32m-> 1034\u001b[0m \u001b[38;5;28;01mreturn\u001b[39;00m \u001b[38;5;28;43mself\u001b[39;49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43m_getitem_axis\u001b[49m\u001b[43m(\u001b[49m\u001b[43mtup\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[43maxis\u001b[49m\u001b[38;5;241;43m=\u001b[39;49m\u001b[43maxis\u001b[49m\u001b[43m)\u001b[49m\n\u001b[1;32m 1036\u001b[0m \u001b[38;5;66;03m# handle the multi-axis by taking sections and reducing\u001b[39;00m\n\u001b[1;32m 1037\u001b[0m \u001b[38;5;66;03m# this is iterative\u001b[39;00m\n\u001b[1;32m 1038\u001b[0m obj \u001b[38;5;241m=\u001b[39m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39mobj\n",
|
|
750
|
+
"File \u001b[0;32m~/opt/anaconda3/envs/cryptodatapy/lib/python3.9/site-packages/pandas/core/indexing.py:1306\u001b[0m, in \u001b[0;36m_LocIndexer._getitem_axis\u001b[0;34m(self, key, axis)\u001b[0m\n\u001b[1;32m 1304\u001b[0m \u001b[38;5;66;03m# nested tuple slicing\u001b[39;00m\n\u001b[1;32m 1305\u001b[0m \u001b[38;5;28;01mif\u001b[39;00m is_nested_tuple(key, labels):\n\u001b[0;32m-> 1306\u001b[0m locs \u001b[38;5;241m=\u001b[39m \u001b[43mlabels\u001b[49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43mget_locs\u001b[49m\u001b[43m(\u001b[49m\u001b[43mkey\u001b[49m\u001b[43m)\u001b[49m\n\u001b[1;32m 1307\u001b[0m indexer \u001b[38;5;241m=\u001b[39m [\u001b[38;5;28mslice\u001b[39m(\u001b[38;5;28;01mNone\u001b[39;00m)] \u001b[38;5;241m*\u001b[39m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39mndim\n\u001b[1;32m 1308\u001b[0m indexer[axis] \u001b[38;5;241m=\u001b[39m locs\n",
|
|
751
|
+
"File \u001b[0;32m~/opt/anaconda3/envs/cryptodatapy/lib/python3.9/site-packages/pandas/core/indexes/multi.py:3422\u001b[0m, in \u001b[0;36mMultiIndex.get_locs\u001b[0;34m(self, seq)\u001b[0m\n\u001b[1;32m 3418\u001b[0m \u001b[38;5;28;01mcontinue\u001b[39;00m\n\u001b[1;32m 3420\u001b[0m \u001b[38;5;28;01melse\u001b[39;00m:\n\u001b[1;32m 3421\u001b[0m \u001b[38;5;66;03m# a slice or a single label\u001b[39;00m\n\u001b[0;32m-> 3422\u001b[0m lvl_indexer \u001b[38;5;241m=\u001b[39m \u001b[38;5;28;43mself\u001b[39;49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43m_get_level_indexer\u001b[49m\u001b[43m(\u001b[49m\u001b[43mk\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[43mlevel\u001b[49m\u001b[38;5;241;43m=\u001b[39;49m\u001b[43mi\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[43mindexer\u001b[49m\u001b[38;5;241;43m=\u001b[39;49m\u001b[43mindexer\u001b[49m\u001b[43m)\u001b[49m\n\u001b[1;32m 3424\u001b[0m \u001b[38;5;66;03m# update indexer\u001b[39;00m\n\u001b[1;32m 3425\u001b[0m lvl_indexer \u001b[38;5;241m=\u001b[39m _to_bool_indexer(lvl_indexer)\n",
|
|
752
|
+
"File \u001b[0;32m~/opt/anaconda3/envs/cryptodatapy/lib/python3.9/site-packages/pandas/core/indexes/multi.py:3262\u001b[0m, in \u001b[0;36mMultiIndex._get_level_indexer\u001b[0;34m(self, key, level, indexer)\u001b[0m\n\u001b[1;32m 3258\u001b[0m \u001b[38;5;28;01mreturn\u001b[39;00m \u001b[38;5;28mslice\u001b[39m(i, j, step)\n\u001b[1;32m 3260\u001b[0m \u001b[38;5;28;01melse\u001b[39;00m:\n\u001b[0;32m-> 3262\u001b[0m idx \u001b[38;5;241m=\u001b[39m \u001b[38;5;28;43mself\u001b[39;49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43m_get_loc_single_level_index\u001b[49m\u001b[43m(\u001b[49m\u001b[43mlevel_index\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[43mkey\u001b[49m\u001b[43m)\u001b[49m\n\u001b[1;32m 3264\u001b[0m \u001b[38;5;28;01mif\u001b[39;00m level \u001b[38;5;241m>\u001b[39m \u001b[38;5;241m0\u001b[39m \u001b[38;5;129;01mor\u001b[39;00m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_lexsort_depth \u001b[38;5;241m==\u001b[39m \u001b[38;5;241m0\u001b[39m:\n\u001b[1;32m 3265\u001b[0m \u001b[38;5;66;03m# Desired level is not sorted\u001b[39;00m\n\u001b[1;32m 3266\u001b[0m \u001b[38;5;28;01mif\u001b[39;00m \u001b[38;5;28misinstance\u001b[39m(idx, \u001b[38;5;28mslice\u001b[39m):\n\u001b[1;32m 3267\u001b[0m \u001b[38;5;66;03m# test_get_loc_partial_timestamp_multiindex\u001b[39;00m\n",
|
|
753
|
+
"File \u001b[0;32m~/opt/anaconda3/envs/cryptodatapy/lib/python3.9/site-packages/pandas/core/indexes/multi.py:2848\u001b[0m, in \u001b[0;36mMultiIndex._get_loc_single_level_index\u001b[0;34m(self, level_index, key)\u001b[0m\n\u001b[1;32m 2846\u001b[0m \u001b[38;5;28;01mreturn\u001b[39;00m \u001b[38;5;241m-\u001b[39m\u001b[38;5;241m1\u001b[39m\n\u001b[1;32m 2847\u001b[0m \u001b[38;5;28;01melse\u001b[39;00m:\n\u001b[0;32m-> 2848\u001b[0m \u001b[38;5;28;01mreturn\u001b[39;00m \u001b[43mlevel_index\u001b[49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43mget_loc\u001b[49m\u001b[43m(\u001b[49m\u001b[43mkey\u001b[49m\u001b[43m)\u001b[49m\n",
|
|
754
|
+
"File \u001b[0;32m~/opt/anaconda3/envs/cryptodatapy/lib/python3.9/site-packages/pandas/core/indexes/base.py:3802\u001b[0m, in \u001b[0;36mIndex.get_loc\u001b[0;34m(self, key, method, tolerance)\u001b[0m\n\u001b[1;32m 3800\u001b[0m \u001b[38;5;28;01mreturn\u001b[39;00m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_engine\u001b[38;5;241m.\u001b[39mget_loc(casted_key)\n\u001b[1;32m 3801\u001b[0m \u001b[38;5;28;01mexcept\u001b[39;00m \u001b[38;5;167;01mKeyError\u001b[39;00m \u001b[38;5;28;01mas\u001b[39;00m err:\n\u001b[0;32m-> 3802\u001b[0m \u001b[38;5;28;01mraise\u001b[39;00m \u001b[38;5;167;01mKeyError\u001b[39;00m(key) \u001b[38;5;28;01mfrom\u001b[39;00m \u001b[38;5;21;01merr\u001b[39;00m\n\u001b[1;32m 3803\u001b[0m \u001b[38;5;28;01mexcept\u001b[39;00m \u001b[38;5;167;01mTypeError\u001b[39;00m:\n\u001b[1;32m 3804\u001b[0m \u001b[38;5;66;03m# If we have a listlike key, _check_indexing_error will raise\u001b[39;00m\n\u001b[1;32m 3805\u001b[0m \u001b[38;5;66;03m# InvalidIndexError. Otherwise we fall through and re-raise\u001b[39;00m\n\u001b[1;32m 3806\u001b[0m \u001b[38;5;66;03m# the TypeError.\u001b[39;00m\n\u001b[1;32m 3807\u001b[0m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_check_indexing_error(key)\n",
|
|
755
|
+
"\u001b[0;31mKeyError\u001b[0m: 'OCEAN'"
|
|
756
|
+
]
|
|
757
|
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}
|
|
758
|
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],
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759
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760
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761
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762
|
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763
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764
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765
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766
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"id": "ad5a885c",
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767
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768
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"outputs": [
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769
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770
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789
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790
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|
|
791
|
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|
|
792
|
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|
|
793
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|
|
794
|
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|
|
795
|
+
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|
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796
|
+
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|
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797
|
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|
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798
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799
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800
|
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801
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802
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803
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804
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805
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807
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809
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810
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|
811
|
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" <td>231.58</td>\n",
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812
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|
|
813
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814
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815
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816
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817
|
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818
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819
|
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820
|
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821
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822
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823
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|
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827
|
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" <th>2015-06-14</th>\n",
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|
828
|
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" <td>232.48</td>\n",
|
|
829
|
+
" <td>235.51</td>\n",
|
|
830
|
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|
|
831
|
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|
|
832
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836
|
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|
|
837
|
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" <td>233.75</td>\n",
|
|
838
|
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|
|
839
|
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|
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840
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841
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846
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847
|
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|
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|
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|
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850
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851
|
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|
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852
|
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853
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854
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855
|
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856
|
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857
|
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" <td>...</td>\n",
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858
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859
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861
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863
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" <th>2024-07-31</th>\n",
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|
864
|
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|
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865
|
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|
|
866
|
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|
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867
|
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|
|
868
|
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|
|
869
|
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|
870
|
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871
|
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" <tr>\n",
|
|
872
|
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" <th>2024-08-01</th>\n",
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|
873
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|
874
|
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875
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|
876
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877
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|
878
|
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879
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880
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881
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" <th>2024-08-02</th>\n",
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|
882
|
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|
883
|
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|
884
|
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|
885
|
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|
886
|
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|
887
|
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|
888
|
+
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889
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|
|
890
|
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|
891
|
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|
892
|
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|
|
893
|
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894
|
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895
|
+
" <td>290469.956</td>\n",
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|
896
|
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" <td>0.000240</td>\n",
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897
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898
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" <tr>\n",
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899
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" <th>2024-08-04</th>\n",
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900
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901
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902
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903
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904
|
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905
|
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906
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907
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" </tbody>\n",
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908
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909
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"<p>3342 rows × 6 columns</p>\n",
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910
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929
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},
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930
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"execution_count": 28,
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932
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933
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}
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934
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],
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935
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"source": [
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936
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"clean_df.loc[:, 'BTC', :]"
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937
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]
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938
|
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},
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939
|
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{
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941
|
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"execution_count": 29,
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|
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"id": "a9c262fc",
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|
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"metadata": {},
|
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944
|
+
"outputs": [],
|
|
945
|
+
"source": [
|
|
946
|
+
"clean_df.to_parquet('s3://factorlab-data/binance_historical_ohlcv_daily.parquet')"
|
|
947
|
+
]
|
|
948
|
+
},
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|
949
|
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{
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"cell_type": "code",
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951
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"execution_count": 30,
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952
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"id": "893e3e38",
|
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953
|
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"metadata": {},
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954
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+
"outputs": [],
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955
|
+
"source": [
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956
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"clean_df.to_parquet('../../../../factorlab/notebooks/binance_historical_ohlcv_daily.parquet')"
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957
|
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]
|
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958
|
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},
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{
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"id": "8a962fa7",
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963
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|
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"outputs": [],
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|
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{
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|
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"cell_type": "code",
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969
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"execution_count": 31,
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"id": "54b818cd",
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|
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"metadata": {},
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|
972
|
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"outputs": [],
|
|
973
|
+
"source": [
|
|
974
|
+
"clean_df.to_csv('../../../../factorlab/notebooks/binance_historical_ohlcv_daily.csv')"
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975
|
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]
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976
|
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},
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{
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"cell_type": "code",
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"id": "a1c49f01",
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"metadata": {},
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|
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"outputs": [],
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983
|
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"source": [
|
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984
|
+
"clean_df.to_csv('s3://factorlab-data/binance_historical_ohlcv_daily.csv')"
|
|
985
|
+
]
|
|
986
|
+
},
|
|
987
|
+
{
|
|
988
|
+
"cell_type": "code",
|
|
989
|
+
"execution_count": null,
|
|
990
|
+
"id": "b8fa525d",
|
|
991
|
+
"metadata": {},
|
|
992
|
+
"outputs": [],
|
|
993
|
+
"source": []
|
|
994
|
+
},
|
|
995
|
+
{
|
|
996
|
+
"cell_type": "code",
|
|
997
|
+
"execution_count": null,
|
|
998
|
+
"id": "f9488eba",
|
|
999
|
+
"metadata": {},
|
|
1000
|
+
"outputs": [],
|
|
1001
|
+
"source": []
|
|
1002
|
+
}
|
|
1003
|
+
],
|
|
1004
|
+
"metadata": {
|
|
1005
|
+
"kernelspec": {
|
|
1006
|
+
"display_name": "cryptodatapy",
|
|
1007
|
+
"language": "python",
|
|
1008
|
+
"name": "cryptodatapy"
|
|
1009
|
+
},
|
|
1010
|
+
"language_info": {
|
|
1011
|
+
"codemirror_mode": {
|
|
1012
|
+
"name": "ipython",
|
|
1013
|
+
"version": 3
|
|
1014
|
+
},
|
|
1015
|
+
"file_extension": ".py",
|
|
1016
|
+
"mimetype": "text/x-python",
|
|
1017
|
+
"name": "python",
|
|
1018
|
+
"nbconvert_exporter": "python",
|
|
1019
|
+
"pygments_lexer": "ipython3",
|
|
1020
|
+
"version": "3.9.12"
|
|
1021
|
+
}
|
|
1022
|
+
},
|
|
1023
|
+
"nbformat": 4,
|
|
1024
|
+
"nbformat_minor": 5
|
|
1025
|
+
}
|