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sharebook-kr / pybithumb

python wrapper for bithumb API
MIT License
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get_ohlcv() sort error #4

Closed tyolee closed 5 years ago

tyolee commented 5 years ago

previous version data frame was sorted by date,

but latest version data frame is randomly composed.

It is big issue for calculation volatility.

Please fix this but ASAP.

Thanks.

mr-yoo commented 5 years ago

Bithumb API server sends the sorted data by date, and get_ohlcv function stores the data as DataFrame without modification. The results of the latest code execution are as follows:

df = get_ohlcv("BTC")
print(df.head())
                open      high       low     close     volume
2013-12-27  737000.0  755000.0  737000.0  755000.0   3.780000
2013-12-28  750000.0  750000.0  750000.0  750000.0  12.000000
2013-12-29  750000.0  750000.0  728000.0  739000.0  19.058000
2013-12-30  740000.0  772000.0  740000.0  768000.0   9.488973
2013-12-31  768000.0  800000.0  763000.0  768000.0  18.650350
df = get_ohlcv("BTC", interval="minute")
print(df.head())
                open      high       low     close     volume
2013-12-27  737000.0  755000.0  737000.0  755000.0   3.780000
2013-12-28  750000.0  750000.0  750000.0  750000.0  12.000000
2013-12-29  750000.0  750000.0  728000.0  739000.0  19.058000
2013-12-30  740000.0  772000.0  740000.0  768000.0   9.488973
2013-12-31  768000.0  800000.0  763000.0  768000.0  18.650350