poloniex.py 文件源码

def fetch_raw_symbol_frame(self,
                               api_key,
                               symbol,
                               calendar,
                               start_date,
                               end_date,
                               frequency):

        # TODO: replace this with direct exchange call
        # The end date and frequency should be used to
        # calculate the number of bars
        if(frequency == 'minute'):
            pc = PoloniexCurator()
            raw = pc.onemin_to_dataframe(symbol, start_date, end_date)

        else:
            raw = pd.read_json(
                self._format_data_url(
                    api_key,
                    symbol,
                    start_date,
                    end_date,
                    frequency,
                ),
                orient='records',
            )
            raw.set_index('date', inplace=True)

        # BcolzDailyBarReader introduces a 1/1000 factor in the way
        # pricing is stored on disk, which we compensate here to get
        # the right pricing amounts
        # ref: data/us_equity_pricing.py
        scale = 1
        raw.loc[:, 'open'] /= scale
        raw.loc[:, 'high'] /= scale
        raw.loc[:, 'low'] /= scale
        raw.loc[:, 'close'] /= scale
        raw.loc[:, 'volume'] *= scale

        return raw