Stack Overflow Asked by Jacob Steenhuysen on November 26, 2020
I’m using the cryptocompare API and trying to pull the historical data for a bunch of different tickers.
Tickers are read from an excel spreadsheet and then loaded through the API to get the historical prices for each ticker.
This is the dataframe that I am currently receiving: https://docs.google.com/spreadsheets/d/1jQ7F0H2D-voTBxjHI3QVPTRNyR4m4qKob8NE04JWVY0/edit?usp=sharing
I am wondering a few things:
This is currently my code:
import pandas as pd
import cryptocompare
import datetime
df = pd.read_excel('C:/Users/Jacob/Downloads/Crypto Tickers1.xlsx', sheet_name='Sheet1')
tickers_list = df['Ticker'].tolist()
data = pd.DataFrame(columns=tickers_list)
for ticker in tickers_list:
data[ticker] = cryptocompare.get_historical_price_day(ticker, 'USD', limit = 1000 , exchange='CCCAGG', toTs=datetime.datetime(2020,9,22))
export_excel = data.to_excel(r'C:/Users/Jacob/Downloads/Crypto Scrape df.xlsx', sheet_name='Sheet1', index= True)
Crypto Scrape df.xlsx
,Unnamed: 0,BTC,ETH,USDT,XRP,BCH,DOT,BNB,LINK,CRO,LTC,BSV,ADA,USDC,EOS,TRX,XMR,XTZ,XLM,NEO,LEO,XEM,HT,ATOM,DAI,VET,WBTC,YFI,MIOTA,DASH,UMA,LEND,ETC,ZEC,TUSD,THETA,MKR,ONT,UNI,BUSD,DGB,SNX,OMG,OKB,CELO,FTT,COMP,DOGE,BAT,ALGO
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3,3,"{'time': 1514592000, 'close': 12531.52, 'high': 14461.46, 'low': 11962.09, 'open': 14392.14, 'volumefrom': 182065.44, 'volumeto': 2387311023.42}","{'time': 1514592000, 'close': 692.99, 'high': 741.67, 'low': 663.88, 'open': 739.6, 'volumefrom': 654093.06, 'volumeto': 455555629.24}","{'time': 1514592000, 'close': 1.02, 'high': 1.49, 'low': 1.02, 'open': 1.02, 'volumefrom': 4235414.16, 'volumeto': 4373808.9}","{'time': 1514592000, 'close': 1.86, 'high': 2.44, 'low': 1.77, 'open': 1.93, 'volumefrom': 756289917.24, 'volumeto': 1565228735.26}","{'time': 1514592000, 'close': 2209.96, 'high': 2634.36, 'low': 2103.91, 'open': 2622.42, 'volumefrom': 95886.67, 'volumeto': 221420859.69}","{'time': 1514592000, 'close': 0, 'high': 0, 'low': 0, 'open': 0, 'volumefrom': 0, 'volumeto': 0}","{'time': 1514592000, 'close': 0, 'high': 0, 'low': 0, 'open': 0, 'volumefrom': 0, 'volumeto': 0}","{'time': 1514592000, 'close': 0, 'high': 0, 'low': 0, 'open': 0, 'volumefrom': 0, 'volumeto': 0}","{'time': 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4,4,"{'time': 1514678400, 'close': 13850.4, 'high': 14241.82, 'low': 12359.43, 'open': 12532.38, 'volumefrom': 111270.55, 'volumeto': 1492142483.58}","{'time': 1514678400, 'close': 741.13, 'high': 746.62, 'low': 686.44, 'open': 692.99, 'volumefrom': 361409.91, 'volumeto': 259822610.45}","{'time': 1514678400, 'close': 1.02, 'high': 1.11, 'low': 1.02, 'open': 1.02, 'volumefrom': 1043043.31, 'volumeto': 1069474.26}","{'time': 1514678400, 'close': 1.98, 'high': 2.09, 'low': 1.61, 'open': 1.86, 'volumefrom': 275180874.46, 'volumeto': 514273018.98}","{'time': 1514678400, 'close': 2371.83, 'high': 2485.77, 'low': 2165.12, 'open': 2210.18, 'volumefrom': 55810.75, 'volumeto': 131177357.02}","{'time': 1514678400, 'close': 0, 'high': 0, 'low': 0, 'open': 0, 'volumefrom': 0, 'volumeto': 0}","{'time': 1514678400, 'close': 0, 'high': 0, 'low': 0, 'open': 0, 'volumefrom': 0, 'volumeto': 0}","{'time': 1514678400, 'close': 0, 'high': 0, 'low': 0, 'open': 0, 'volumefrom': 0, 'volumeto': 0}","{'time': 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dicts
, as strings
, for each ticker symbol.pandas.read_excel
.str
types to dict
types, using ast.literal_eval
.dicts
to a dataframe with pandas.json_normalize
.
dict
, df_dict
, where the keys will be the tickers.pandas.concat
.'time'
column to a datetime format with pandas.to_datetime
, and set as the index.'close'
column with df.close
or df['close']
.pandas.DataFrame.pivot
to get 'close'
as values, with the tickers as headers and 'time'
as the index.import pandas as pd
from ast import literal_eval
# load the file
df = pd.read_excel('Crypto Scrape df.xlsx', sheet_name='Sheet1')
# drop the Unnamed column
df.drop(columns=['Unnamed: 0'], inplace=True)
# apply literal_eval to all columns to convert them from strings to dicts
df = df.applymap(literal_eval)
# create a dict of dataframes in a dict comprehension
df_dict = {col: pd.json_normalize(df[col]) for col in df.columns}
# add a ticker column
for k, d in df_dict.items():
df_dict[k]['ticker'] = k
# combine all the dicts into a single dataframe
df = pd.concat(df_dict.values()).reset_index(drop=True)
# convert the time column to a datetime format
df.time = pd.to_datetime(df.time, unit='s')
# set the time column as the index
df.set_index('time', inplace=True)
# to get only close values under each ticker with time as the index
dfp = df[['close', 'ticker']].pivot(columns='ticker', values='close')
# set the column and index name as None, if desired
dfp.columns.name = None
dfp.index.name = None
dfp
# display(dfp.iloc[:5, :5])
ADA ALGO ATOM BAT BCH
2017-12-27 0.00 0.0 0.0 0.3200 2710.64
2017-12-28 0.00 0.0 0.0 0.6891 2484.96
2017-12-29 0.00 0.0 0.0 0.4013 2619.32
2017-12-30 0.59 0.0 0.0 0.4001 2209.96
2017-12-31 0.71 0.0 0.0 0.5910 2371.83
Correct answer by Trenton McKinney on November 26, 2020
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