test_poloniex.py 文件源码

def test_get_candles(self):
        log.info('retrieving candles')
        assets = self.exchange.get_asset('eth_btc')
        ohlcv = self.exchange.get_candles(
            # end_dt=pd.to_datetime('2017-11-01', utc=True),
            end_dt=None,
            freq='5T',
            assets=assets,
            bar_count=200
        )
        df = pd.DataFrame(ohlcv)
        df.set_index('last_traded', drop=True, inplace=True)
        log.info(df.tail(25))

        path = output_df(df, assets, '5min_candles')
        log.info('saved candles: {}'.format(path))
        pass