client.futures_klines

[hossain93]

how i can replace get_historical_klines with futures_klines in two codes

get_historical_klines

`from binance.client import Client import pandas as pd import talib as ta import matplotlib.pyplot as plt import numpy as np from datetime import datetime from datetime import timedelta, date import datetime

----------------------------------------------------------------

api_key = "" api_secret = "" client = Client(api_key, api_secret)

----------------------------------------------------------------

----------------------------------------------------------------

def GetHistoricalData(symbol, interval, fromDate, toDate): klines = client.get_historical_klines(symbol, interval, fromDate, toDate) df = pd.DataFrame(klines, columns=['dateTime', 'open', 'high', 'low', 'close', 'volume', 'closeTime', 'quoteAssetVolume', 'numberOfTrades', 'takerBuyBaseVol', 'takerBuyQuoteVol', 'ignore']) df.dateTime = pd.to_datetime(df.dateTime, unit='ms')# datetime avali be datetime jadval nesbat dade df['date'] = df.dateTime.dt.strftime("%d/%m/%Y")# دو ستون اضافه کرده با استفاده از dateTime و به عنوان رشتهه df['time'] = df.dateTime.dt.strftime("%H:%M:%S")

--------------------------------

df = df.drop(['dateTime', 'quoteAssetVolume', 'numberOfTrades', 'takerBuyBaseVol','takerBuyQuoteVol', 'ignore'], axis=1)
column_names = ["date", "time", "open", "high", "low", "close", "volume"]

df = df.reindex(columns=column_names)
return df
#----------------------------------------------------------------#

#----------------------------------------------------------------#

interval = Client.KLINE_INTERVAL_1DAY

fromDate = str(datetime.datetime.strptime('20/06/2020', '%d/%m/%Y'))

toDate = str(datetime.datetime.strptime('02/01/2022', '%d/%m/%Y'))

symbol = "MKRUSDT"

df = GetHistoricalData(symbol, interval, toDate, toDate) df=df.astype({'open': 'float', 'high': 'float', 'low': 'float', 'close': 'float', 'volume': 'float'}) df.round({'open': 3, 'high': 3, 'low': 3, 'close': 3, 'volume': 3}) df['date'] = pd.to_datetime(df['date']) pd.set_option('display.max_rows', df.shape[0]+1)

----------------------------------------------------------------

----------------------------------------------------------------

df.set_index('date',drop=True, inplace=True)

df = df.drop([ 'time'], axis=1)

rng = pd.date_range(start=fromDate, periods=len(df), freq='D') rng= pd.DataFrame({'date':rng}) df.set_index(rng['date'],drop=True, inplace=True)

df['year'] = df.index.year df['month'] = df.index.month df['day'] = df.index.day df['hour'] = df.index.hour df['Day_of_week'] = df.index.dayofweek

test=df df`

futures_klines

`from binance.client import Client

import pandas as pd import datetime as dt from dateutil import parser import math import os.path import time from datetime import datetime

binance_api_key = '' binance_api_secret = ''

binsizes = {"1m": 1, "5m": 5, "1h": 60, "1d": 1440} batch_size = 750 binance = Client(api_key=binance_api_key, api_secret=binance_api_secret,)

def binanceklines(symbol='ETHUSDT',interval='1m',limit=500,since="1 day ago UTC"): klines = binance.futures_klines(symbol='ETHUSDT',interval={'1m':Client.KLINE_INTERVAL_1MINUTE,'5m':Client.KLINE_INTERVAL_5MINUTE}[interval],since=since,limit=limit) data = pd.DataFrame(klines, columns = ['ts', 'o', 'h', 'l', 'c', 'v', 'close_time', 'quote_av', 'trades', 'tb_base_av', 'tb_quote_av', 'ignore' ]) data=data.apply(pd.to_numeric) data['ts'] = pd.to_datetime(data['ts'], unit='ms') data=data.set_index('ts') return data

df=binanceklines(limit=None)`

[varfigstar]

Please, explain your question in more good way.