cryptodatapy 0.2.5__py3-none-any.whl → 0.2.6__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/tickers.csv +0 -1
- cryptodatapy/extract/data_vendors/CoinMetrics.ipynb +747 -0
- cryptodatapy/extract/data_vendors/coinmetrics_api.py +279 -209
- cryptodatapy/extract/data_vendors/cryptocompare_api.py +3 -5
- cryptodatapy/extract/data_vendors/datavendor.py +32 -12
- cryptodatapy/extract/data_vendors/glassnode_api.py +3 -2
- cryptodatapy/extract/data_vendors/tiingo_api.py +3 -2
- cryptodatapy/extract/datarequest.py +55 -9
- cryptodatapy/extract/libraries/ccxt_api.py +13 -2
- cryptodatapy/transform/cc_onchain_data.csv +118423 -0
- cryptodatapy/transform/clean.py +17 -15
- cryptodatapy/transform/clean_onchain_data.ipynb +4750 -0
- cryptodatapy/transform/clean_perp_futures_ohlcv.ipynb +1597 -1178
- cryptodatapy/transform/convertparams.py +28 -18
- cryptodatapy/transform/credit_data.ipynb +291 -0
- cryptodatapy/transform/eqty_data.ipynb +809 -0
- cryptodatapy/transform/filter.py +13 -10
- cryptodatapy/transform/global_credit_data_daily.parquet +0 -0
- cryptodatapy/transform/od.py +1 -0
- cryptodatapy/transform/rates_data.ipynb +465 -0
- cryptodatapy/transform/us_rates_daily.csv +227752 -0
- cryptodatapy/util/datacredentials.py +28 -7
- {cryptodatapy-0.2.5.dist-info → cryptodatapy-0.2.6.dist-info}/METADATA +2 -2
- {cryptodatapy-0.2.5.dist-info → cryptodatapy-0.2.6.dist-info}/RECORD +26 -28
- cryptodatapy/.DS_Store +0 -0
- cryptodatapy/.idea/.gitignore +0 -3
- cryptodatapy/.idea/cryptodatapy.iml +0 -12
- cryptodatapy/.idea/csv-plugin.xml +0 -16
- cryptodatapy/.idea/inspectionProfiles/Project_Default.xml +0 -6
- cryptodatapy/.idea/inspectionProfiles/profiles_settings.xml +0 -6
- cryptodatapy/.idea/misc.xml +0 -4
- cryptodatapy/.idea/modules.xml +0 -8
- cryptodatapy/.idea/vcs.xml +0 -6
- cryptodatapy/extract/libraries/ccxt.ipynb +0 -873
- {cryptodatapy-0.2.5.dist-info → cryptodatapy-0.2.6.dist-info}/LICENSE +0 -0
- {cryptodatapy-0.2.5.dist-info → cryptodatapy-0.2.6.dist-info}/WHEEL +0 -0
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@@ -108,7 +108,6 @@ class ConvertParams:
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def to_coinmetrics(self) -> Dict[str, Union[list, str, int, float, None]]:
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"""
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Convert tickers from CryptoDataPy to CoinMetrics format.
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-
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"""
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# convert tickers
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if self.data_req.source_tickers is not None:
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@@ -121,10 +120,12 @@ class ConvertParams:
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freq = self.data_req.source_freq
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self.data_req.freq = self.data_req.source_freq
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else:
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-
if self.data_req.freq
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+
if self.data_req.freq is None:
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freq = "1d"
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elif self.data_req.freq == "block":
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freq = "1b"
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elif self.data_req.freq == "tick":
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freq = "
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freq = "raw"
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elif self.data_req.freq[-1] == "s":
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freq = "1s"
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elif self.data_req.freq[-3:] == "min":
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@@ -226,6 +227,16 @@ class ConvertParams:
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+ "-"
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+ "future"
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)
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# start date
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if self.data_req.start_date is not None:
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start_date = self.data_req.start_date.strftime('%Y-%m-%d')
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else:
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start_date = None
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# end date
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if self.data_req.end_date is not None:
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end_date = self.data_req.end_date.strftime('%Y-%m-%d')
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else:
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end_date = None
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return {
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"tickers": tickers,
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@@ -235,8 +246,8 @@ class ConvertParams:
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"ctys": None,
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"mkt_type": self.data_req.mkt_type,
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"mkts": mkts_list,
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-
"start_date":
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"end_date":
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"start_date": start_date,
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"end_date": end_date,
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"fields": fields,
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"tz": tz,
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"inst": inst,
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@@ -251,7 +262,6 @@ class ConvertParams:
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def to_glassnode(self) -> Dict[str, Union[list, str, int, float, None]]:
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"""
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Convert tickers from CryptoDataPy to Glassnode format.
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-
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"""
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# convert tickers
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if self.data_req.source_tickers is not None:
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freq = self.data_req.source_freq
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self.data_req.freq = self.data_req.source_freq
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else:
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-
if self.data_req.freq
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if self.data_req.freq is None:
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freq = "24h"
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elif self.data_req.freq[-3:] == "min":
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freq = "10m"
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elif self.data_req.freq[-1] == "h":
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freq = "1h"
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elif self.data_req.freq == "m":
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freq = "1month"
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else:
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freq =
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freq = "24h"
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# convert quote ccy
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if self.data_req.quote_ccy is None:
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quote_ccy = "USD"
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@@ -334,7 +346,6 @@ class ConvertParams:
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def to_tiingo(self) -> Dict[str, Union[list, str, int, float, datetime, None]]:
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"""
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Convert tickers from CryptoDataPy to Tiingo format.
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-
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"""
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# convert tickers
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if self.data_req.source_tickers is not None:
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@@ -347,7 +358,9 @@ class ConvertParams:
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freq = self.data_req.source_freq
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self.data_req.freq = self.data_req.source_freq
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else:
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if self.data_req.freq
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if self.data_req.freq is None:
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freq = "1day"
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elif self.data_req.freq[-3:] == "min":
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freq = self.data_req.freq
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elif self.data_req.freq[-1] == "h":
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freq = "1hour"
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freq = self.data_req.source_freq
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self.data_req.freq = self.data_req.source_freq
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else:
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if self.data_req.freq
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if self.data_req.freq is None:
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freq = "1d"
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elif self.data_req.freq == "tick":
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freq = "tick"
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elif self.data_req.freq[-3:] == "min":
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freq = self.data_req.freq.replace("min", "m")
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elif self.data_req.freq == "d":
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freq = "1d"
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elif self.data_req.freq == "w":
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freq = "1w"
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elif self.data_req.freq == "m":
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elif self.data_req.freq == "y":
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freq = "1y"
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else:
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freq =
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freq = "1d"
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# convert quote ccy
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if self.data_req.quote_ccy is None:
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quote_ccy = "USDT"
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mkts_list.append(ticker.upper() + "/" + quote_ccy.upper())
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elif self.data_req.mkt_type == "perpetual_future":
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if exch == "binanceusdm":
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mkts_list.append(ticker.upper() + "/" + quote_ccy.upper())
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mkts_list.append(ticker.upper() + "/" + quote_ccy.upper() + ':' + quote_ccy.upper())
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elif (
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exch == "ftx"
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or exch == "okx"
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def to_dbnomics(self) -> Dict[str, Union[list, str, int, float, None]]:
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"""
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Convert tickers from CryptoDataPy to DBnomics format.
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"""
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# convert tickers
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with resources.path("cryptodatapy.conf", "tickers.csv") as f:
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def to_fred(self) -> Dict[str, Union[list, str, int, float, datetime, None]]:
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"""
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Convert tickers from CryptoDataPy to Fred format.
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"""
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# convert tickers
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with resources.path("cryptodatapy.conf", "tickers.csv") as f:
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def to_wb(self) -> Dict[str, Union[list, str, int, float, datetime, None]]:
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"""
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Convert tickers from CryptoDataPy to Yahoo Finance format.
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"""
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# convert tickers
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with resources.path("cryptodatapy.conf", "tickers.csv") as f:
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