{ "cells": [ { "cell_type": "code", "execution_count": 2, "id": "aa2f9c1d", "metadata": {}, "outputs": [], "source": [ "import pandas as pd\n", "import talib as ta" ] }, { "cell_type": "code", "execution_count": 3, "id": "78d064ec", "metadata": {}, "outputs": [], "source": [ "df = pd.read_feather(\"/Users/aszer/Documents/vscode/factorhack/ETH_USDT-1h.feather\")\n", "for col in ['datetime', 'time', 'timestamp', 'date']:\n", " if col in df.columns:\n", " df[col] = pd.to_datetime(df[col])\n", " df = df.set_index(col).sort_index()\n", " break\n", "df = df.resample(\"4h\").agg({\n", " \"open\": \"first\",\n", " \"high\": \"max\",\n", " \"low\": \"min\",\n", " \"close\": \"last\",\n", " \"volume\": \"sum\"\n", " }).dropna()" ] }, { "cell_type": "code", "execution_count": 4, "id": "3980e004", "metadata": {}, "outputs": [ { "data": { "text/html": [ "
| \n", " | open | \n", "high | \n", "low | \n", "close | \n", "volume | \n", "
|---|---|---|---|---|---|
| date | \n", "\n", " | \n", " | \n", " | \n", " | \n", " |
| 2020-08-08 00:00:00+00:00 | \n", "379.25 | \n", "382.67 | \n", "375.86 | \n", "377.93 | \n", "42122.359610 | \n", "
| 2020-08-08 04:00:00+00:00 | \n", "377.95 | \n", "381.50 | \n", "377.11 | \n", "379.91 | \n", "30085.595108 | \n", "
| 2020-08-08 08:00:00+00:00 | \n", "379.96 | \n", "392.23 | \n", "378.00 | \n", "391.61 | \n", "66915.551917 | \n", "
| 2020-08-08 12:00:00+00:00 | \n", "391.62 | \n", "393.30 | \n", "387.63 | \n", "390.40 | \n", "54879.662592 | \n", "
| 2020-08-08 16:00:00+00:00 | \n", "390.50 | \n", "392.52 | \n", "385.91 | \n", "389.31 | \n", "48599.340260 | \n", "
| ... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "
| 2025-10-13 20:00:00+00:00 | \n", "4252.73 | \n", "4292.85 | \n", "4235.49 | \n", "4241.80 | \n", "19326.830948 | \n", "
| 2025-10-14 00:00:00+00:00 | \n", "4241.80 | \n", "4263.83 | \n", "4137.83 | \n", "4153.85 | \n", "34167.864538 | \n", "
| 2025-10-14 04:00:00+00:00 | \n", "4153.85 | \n", "4161.03 | \n", "3964.96 | \n", "3980.84 | \n", "114268.919574 | \n", "
| 2025-10-14 08:00:00+00:00 | \n", "3980.98 | \n", "4015.45 | \n", "3888.41 | \n", "3971.85 | \n", "74320.679479 | \n", "
| 2025-10-14 12:00:00+00:00 | \n", "3972.29 | \n", "3976.45 | \n", "3895.68 | \n", "3956.75 | \n", "38185.964123 | \n", "
11362 rows × 5 columns
\n", "| \n", " | open | \n", "high | \n", "low | \n", "close | \n", "volume | \n", "
|---|---|---|---|---|---|
| date | \n", "\n", " | \n", " | \n", " | \n", " | \n", " |
| 2023-01-01 00:00:00+00:00 | \n", "1196.39 | \n", "1197.41 | \n", "1192.21 | \n", "1194.54 | \n", "6151.149781 | \n", "
| 2023-01-01 04:00:00+00:00 | \n", "1194.55 | \n", "1195.83 | \n", "1191.27 | \n", "1195.30 | \n", "3514.348660 | \n", "
| 2023-01-01 08:00:00+00:00 | \n", "1195.31 | \n", "1197.84 | \n", "1194.04 | \n", "1196.51 | \n", "2920.410331 | \n", "
| 2023-01-01 12:00:00+00:00 | \n", "1196.52 | \n", "1198.70 | \n", "1193.72 | \n", "1196.87 | \n", "3734.193608 | \n", "
| 2023-01-01 16:00:00+00:00 | \n", "1196.86 | \n", "1204.51 | \n", "1195.78 | \n", "1201.74 | \n", "7234.087268 | \n", "
| ... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "
| 2025-10-13 20:00:00+00:00 | \n", "4252.73 | \n", "4292.85 | \n", "4235.49 | \n", "4241.80 | \n", "19326.830948 | \n", "
| 2025-10-14 00:00:00+00:00 | \n", "4241.80 | \n", "4263.83 | \n", "4137.83 | \n", "4153.85 | \n", "34167.864538 | \n", "
| 2025-10-14 04:00:00+00:00 | \n", "4153.85 | \n", "4161.03 | \n", "3964.96 | \n", "3980.84 | \n", "114268.919574 | \n", "
| 2025-10-14 08:00:00+00:00 | \n", "3980.98 | \n", "4015.45 | \n", "3888.41 | \n", "3971.85 | \n", "74320.679479 | \n", "
| 2025-10-14 12:00:00+00:00 | \n", "3972.29 | \n", "3976.45 | \n", "3895.68 | \n", "3956.75 | \n", "38185.964123 | \n", "
6106 rows × 5 columns
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