33 lines
1.1 KiB
Python
33 lines
1.1 KiB
Python
import pandas as pd
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class DukaMTInterface:
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"""
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Interface between my askbid candlesticks and sasha's price candlesticks
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has two attributes -- bids and asks
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"""
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def __init__(self, duka_candlesticks):
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# checking if provided is path or pandas dataframe
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if isinstance(duka_candlesticks, pd.DataFrame):
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self.duka_dataset = duka_candlesticks
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else:
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# reading index from column 0 and header takes two rows, because of multirow indexers
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self.duka_dataset = pd.read_csv(duka_candlesticks, index_col=0, header=[0, 1], parse_dates=True)
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# renaming timestamp to date
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self.duka_dataset['date'] = self.duka_dataset.index
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# droppnig old timestamp index
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self.duka_dataset.reset_index(inplace=True, drop=True)
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# adding bids
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self.bid_candlesticks = self.duka_dataset['bid'].copy()
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self.bid_candlesticks['date'] = self.duka_dataset['date']
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# adding asks
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self.ask_candlesticks = self.duka_dataset['ask'].copy()
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self.ask_candlesticks['date'] = self.duka_dataset['date']
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