Question

我正在尝试使用ccxt从bitmex获取1分钟的开盘价，高，低，收盘价值。一切似乎都很好，但是我不确定如何解决此错误。我知道索引是7，因为我要进入数据帧的OHLC列中有7个值。我不确定为什么它隐含着0。非常感谢，这整天让我头疼：（

# noinspection PyUnresolvedReferences
from datetime import datetime
# noinspection PyUnresolvedReferences
import time
# noinspection PyUnresolvedReferences
import ccxt
# noinspection PyUnresolvedReferences
import numpy as np
import pandas as pd
# noinspection PyUnresolvedReferences
from IPython.display import display, clear_output


OHLCVcolumns = ['date', 'timestamp', 'open', 'high', 'low', 'close', 'volume']

dfOHLCV = pd.DataFrame(index=[], columns=OHLCVcolumns)

bitmex = ccxt.bitmex()


def fetch_current(x):
    while True:
        if datetime.now().second == x:
            break
        time.sleep(0.5)


def fetch_mex():
    listOHLCV = bitmex.fetch_ohlcv('BTC/USD',
                                   timeframe='1m',
                                   limit=5,
                                   params={'reverse': True})

    lst = list(listOHLCV[1])

    lst.insert(0, datetime.fromtimestamp((lst[0]) / (1000 + 60 * 60 * 9 - 60)).strftime("%Y/%d/%m, %H: %M:"))

    series = pd.Series(lst, index=dfOHLCV)

    return listOHLCV, series


while True:
    fetch_current(1)

    listOHLCV, series = fetch_mex()

    dfOHLCV = dfOHLCV.append(series, ignore_index=True)


clear_output(wait=True)
display(listOHLCV)
display(dfOHLCV)

fetch_current(55)

Answer 1

不确定您从哪里得到错误，在这里吗？

series = pd.Series(lst, index=dfOHLCV)

如果是这样，您可以尝试：

series = pd.Series(lst, index=OHLCVcolumns)

由于运行此命令，因此索引引用了空数据帧dfOHLCV。

ValueError：传递的值的长度为7，索引暗含0

1 个答案: