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36 lines
628 B
Markdown
36 lines
628 B
Markdown
- [Normalize Sparse Candle Timestamps](./examples/py/)
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```python
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# -*- coding: utf-8 -*-
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import os
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import sys
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from pprint import pprint
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import ccxt # noqa: E402
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exchange = ccxt.binance()
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symbol = 'ETH/BTC'
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timeframe = '1h'
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candles = exchange.fetch_ohlcv(symbol, timeframe)
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# timeframe duration in seconds
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duration = exchange.parse_timeframe(timeframe)
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# timeframe duration in milliseconds
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duration *= 1000
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pprint([[
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exchange.iso8601(int(round(candle[0] / duration)) * duration),
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candle[1], # o
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candle[2], # h
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candle[3], # l
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candle[4], # c
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candle[5] # v
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] for candle in candles])
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``` |