Add a sane pandas.DataFrame to recarray converter

its_happening
Tyler Goodlet 2020-06-17 19:22:37 -04:00
parent cdb70d25f3
commit feccadc331
1 changed files with 15 additions and 21 deletions

View File

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