我试图将通过ccxt库下载的kraken中的ohlcv数据转换为更长的蜡烛(更长的ohlcv数据)
import ccxt
import numpy as np
source_ohlcv = exchange.fetch_ohlcv("BTC/USD", '15m')
n_minutes = 3
def transform_ohlcv(source_ohlcv,n_minutes):
i = 0
i_len = 0
i_len_end = (n_minutes-1)
timestamp = [x[0] for x in source_ohlcv]
o = [x[1] for x in source_ohlcv]
h = [x[2] for x in source_ohlcv]
l = [x[3] for x in source_ohlcv]
c = [x[4] for x in source_ohlcv]
v = [x[5] for x in source_ohlcv]
print(len(timestamp))
while i_len_start < len(timestamp):
ts = timestamp[i_len_start]
op = o[i_len_start]
hi = np.amax(h[i_len_start:i_len_end])
lo = np.amin(l[i_len_start:i_len_end])
cl = c[i_len_end]
vo = sum(v[i_len_start:i_len_end])
results.append(ts,op,hi,lo,cl,vo)
i_len_end += (n_minutes)
i_len_start += (n_minutes)
return results
print(transform_ohlcv(source_ohlcv,n_minutes)
我认为结果应该与源相同但是在解析某个地方EOF时会出现错误!!所以请帮我找一下流氓入口的位置。最好的问候:)
答案 0 :(得分:2)
您的错误位于
的最后一行print(transform_ohlcv(source_ohlcv,n_minutes)
您缺少右括号,因此最后一行应如下所示......
print(transform_ohlcv(source_ohlcv,n_minutes))