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Cryptocmd_OHLC.py
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###INTRODUCTION
#=================================================================================
#cryptocmd library'sini kullanarak coinmarketcap uzerinden historical OHLC
#datasini ceker.
import os
import pandas as pd
from cryptocmd import CmcScraper
import time
SCRAPE_ALL_INSTEAD_OF_UPDATE = True #Tum datayi mi indiricez yoksa sadece update mi
ROWS_TO_SCRAPE = 500
SCRAPE_STARTDATE = '01-06-2010' #lib %d-%m-%Y seklinde date istiyor
SCRAPE_STOPDATE = '20-09-2021' #Guncelleme yapacaksak bu tarihin onemi yok
#Coinmarketcap Market Datasi
#------------------------------------
market_data = pd.read_csv('MARKET_DATA_LOCATION', index_col=0)
###DOWNLOAD THE OHLC DATA
#================================================================================
#Her bir ticker'in belirlenen tarihler arasindaki OHLC datasini ceker
#---------------------------------------
if SCRAPE_ALL_INSTEAD_OF_UPDATE:
scraper = CmcScraper('BTC', SCRAPE_STARTDATE, SCRAPE_STOPDATE)
#BTC OHLC
df_btc = scraper.get_dataframe()
df_btc = df_btc.sort_values('Date')
starttime = time.time()
df_tickers = market_data.iloc[:ROWS_TO_SCRAPE,:]['Symbol']
counter = 1
not_scraped = []
for ticker in df_tickers:
try:
scraper = CmcScraper(ticker, SCRAPE_STARTDATE, SCRAPE_STOPDATE)
# get raw data as list of list
# headers, data = scraper.get_data()
#Pandas dataFrame
df = scraper.get_dataframe()
df = df.sort_values('Date')
#Price in Satoshi
df['Open'] = df['Open'] / df_btc['Open']
df['Close'] = df['Close'] / df_btc['Close']
df['High'] = df['High'] / df_btc['High']
df['Low'] = df['Low'] / df_btc['Low']
df.to_csv(f'SAVE_LOCATION/{ticker}.csv',
index = False)
print(f'{counter})',ticker,df.iloc[0,1],'\n')
counter = counter + 1
time.sleep(0.3)
except:
print('\n',ticker,'data could not be scraped')
not_scraped = not_scraped + [ticker]
print(time.time() - starttime)
print('not scraped coins:',not_scraped)
###UPDATE THE OHLC DATA
#==============================================================================
else:
starttime = time.time()
##Coin listesi
input_dir = './'
coin_list = os.listdir(input_dir)
print('number of coins to update:',len(coin_list))
counter = 1
not_updated = []
for coin in coin_list:
coin = coin.split('.')[0]
df_to_update = pd.read_csv(input_dir + coin + '.csv')
df_to_update['Date'] = pd.to_datetime(df_to_update['Date'])
#En guncel datanin 5 gun oncesinden itibaren gunumuze kadar gunceller
start = pd.to_datetime(df_to_update['Date'].max()) - pd.DateOffset(days=5)
start = start.strftime('%d-%m-%Y')
stop = pd.Timestamp.today()
stop = stop.strftime('%d-%m-%Y')
try:
scraper = CmcScraper(coin, start, stop)
# get raw data as list of list
# headers, data = scraper.get_data()
#Pandas dataFrame
df_temp = scraper.get_dataframe()
#Coin datasina ekle
df_to_update = pd.concat([df_to_update,df_temp],axis = 0)
df_to_update = df_to_update.drop_duplicates('Date', keep = 'last', ignore_index = True)
df_to_update = df_to_update.sort_values('Date')
df_to_update.to_csv(f'./{coin}.csv',
index = False)
print(f'{counter})',coin,df_to_update.iloc[0,1],'\n')
counter = counter + 1
time.sleep(0.3)
except:
print('\n',coin,'data could not be updated')
not_updated = not_updated + [coin]
print(time.time() - starttime)
print('not updated coins:',not_updated)
import winsound
winsound.Beep(frequency = 2500, duration = 1000 )