Add a sane pandas.DataFrame to recarray converter
parent
cdb70d25f3
commit
feccadc331
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@ -63,30 +63,24 @@ def from_df(
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):
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"""Cast OHLC ``pandas.DataFrame`` to ``numpy.structarray``.
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"""
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# shape = (len(df),)
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# array.resize(shape, refcheck=False)
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array = np.array([], dtype=OHLC_dtype)
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df.reset_index(inplace=True)
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df.insert(0, 'id', df.index)
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array['time'] = np.array([d.timestamp().time for d in df.Date])
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df['Date'] = [d.timestamp() for d in df.Date]
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# try to rename from some camel case
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df = df.rename(
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columns={
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# 'Date': 'time',
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'Open': 'open',
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'High': 'high',
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'Low': 'low',
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'Close': 'close',
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'Volume': 'volume',
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}
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)
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for name in array.dtype.names:
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array[name] = df[name]
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array[:] = df[:]
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columns={
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'Date': 'time',
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'Open': 'open',
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'High': 'high',
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'Low': 'low',
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'Close': 'close',
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'Volume': 'volume',
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}
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for name in df.columns:
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if name not in columns:
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del df[name]
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df = df.rename(columns=columns)
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# df.insert(0, 'id', df.index)
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array = df.to_records()
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_nan_to_closest_num(array)
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# self._set_time_frame(default_tf)
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