我使用 binance-api 每 1 分钟从币安提取 BTCUSDT 的实时数据,我想计算当前蜡烛收盘价与上一个蜡烛之间的百分比变化,我尝试了以下操作:
def get_live_data(symbol):
candles = pd.DataFrame(Client.get_klines(symbol=symbol, interval=Client.KLINE_INTERVAL_1MINUTE,
limit=1,
startTime=None,
endTime=None))
candles.columns = ['Date', 'Open', 'High', 'Low', 'Close', 'Volume', 'Close_Time',
'Quote_Volume', 'Trades_Count', 'BUY_VOL', 'BUY_VOL_VAL', 'x']
candles["Close_Time"] = pd.to_datetime(candles["Close_Time"], unit='ms')
candles["Date"] = pd.to_datetime(candles["Date"], unit="ms")
candles["pct_change1M"] = candles.Close
candles["Open"] = pd.to_numeric(candles["Open"])
candles["High"] = pd.to_numeric(candles["High"])
candles["Low"] = pd.to_numeric(candles["Low"])
candles["Close"] = pd.to_numeric(candles["Close"])
candles["Volume"] = round(pd.to_numeric(candles["Volume"]))
candles["Quote_Volume"] = round(pd.to_numeric(candles["Quote_Volume"]))
candles['pchange1M'] = candles.Close.diff(1).fillna(0)
candles['pchange1Mpct'] = round((candles['pchange1M']/candles["Close"]) * 100, 2)
del(candles["Trades_Count"])
del(candles["BUY_VOL"])
del(candles["BUY_VOL_VAL"])
del(candles["x"])
return candles
symbol = "BTCUSDT"
while True:
candles = get_live_data(symbol="BTCUSDT")
print(candles)
time.sleep(60)
但列pchange1M
和pchange1Mpct
始终为零如下:(我已删除不需要的列)
Date Close pct_change1M pchange1Mpct
2021-08-18 16:45:00 45775.01 0.0 0.0
Date Close pct_change1M pchange1Mpct
2021-08-18 16:46:00 45785.0 0.0 0.0
有人可以告诉我我错过了什么或我做错了什么吗?