saving
This commit is contained in:
618
database.ipynb
618
database.ipynb
@@ -2,7 +2,7 @@
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"cells": [
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{
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"cell_type": "code",
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"execution_count": 2,
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"execution_count": 1,
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"id": "4cae6bf1",
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"metadata": {},
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"outputs": [],
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@@ -14,7 +14,7 @@
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},
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{
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"cell_type": "code",
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"execution_count": 11,
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"execution_count": 2,
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"id": "f5040527",
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"metadata": {},
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"outputs": [
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@@ -75,7 +75,7 @@
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"execution_count": 3,
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"id": "5c23110d",
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"metadata": {},
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"outputs": [],
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@@ -96,28 +96,28 @@
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},
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{
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"cell_type": "code",
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"execution_count": 24,
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"execution_count": 4,
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"id": "a866e9ca",
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"metadata": {},
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"outputs": [],
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"source": [
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"# df_binance = pd.read_sql(q_binance, con=engine)\n",
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"df_coinbase = pd.read_sql(q_coinbase, con=engine)\n",
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"df_rtds = pd.read_sql(q_rtds, con=engine)\n",
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"# df_coinbase = pd.read_sql(q_coinbase, con=engine)\n",
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"# df_rtds = pd.read_sql(q_rtds, con=engine)\n",
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"df_clob = pd.read_sql(q_clob, con=engine)"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"execution_count": 5,
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"id": "954a3c3c",
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"metadata": {},
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"outputs": [],
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"source": [
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"# df_binance['timestamp_arrival'] = pd.to_datetime(df_binance['timestamp_arrival'], unit='ms')\n",
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"df_coinbase['timestamp_arrival'] = pd.to_datetime(df_coinbase['timestamp_arrival'], unit='ms')\n",
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"df_rtds['timestamp_arrival'] = pd.to_datetime(df_rtds['timestamp_arrival'], unit='ms')\n",
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"df_clob['timestamp_arrival'] = pd.to_datetime(df_clob['timestamp_arrival'], unit='ms')"
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"# df_coinbase['timestamp_arrival'] = pd.to_datetime(df_coinbase['timestamp_arrival'], unit='ms')\n",
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"# df_rtds['timestamp_arrival'] = pd.to_datetime(df_rtds['timestamp_arrival'], unit='ms')\n",
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"df_clob['timestamp_arrival_dt'] = pd.to_datetime(df_clob['timestamp_arrival'], unit='ms')"
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]
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},
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{
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@@ -225,19 +225,177 @@
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"id": "cd0b40d2",
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"execution_count": 75,
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"id": "85555ab4",
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"metadata": {},
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"outputs": [],
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"source": [
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"sql = text('''\n",
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"OPTIMIZE TABLE binance_btcusd_trades;\n",
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"''')\n",
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"sql = text('''\n",
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"SELECT \n",
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" table_name, \n",
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" data_length, \n",
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" index_length, \n",
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" data_free \n",
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"FROM information_schema.tables;\n",
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"''')"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 70,
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"id": "a665c36f",
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"metadata": {},
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"outputs": [],
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"source": [
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"with engine.connect() as conn:\n",
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" conn.execute(sql)\n",
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" conn.commit()"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 76,
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"id": "db71f3b0",
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"metadata": {},
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"outputs": [
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{
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"name": "stdout",
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"output_type": "stream",
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"text": [
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"SUCCESS COPIED 326007 to binance_btcusd_trades to INTERSERVER_STORAGE\n"
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]
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"data": {
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"text/html": [
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"<div>\n",
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"<style scoped>\n",
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" .dataframe tbody tr th:only-of-type {\n",
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" vertical-align: middle;\n",
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" }\n",
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"\n",
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" .dataframe tbody tr th {\n",
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" vertical-align: top;\n",
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" }\n",
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"\n",
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" .dataframe thead th {\n",
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" text-align: right;\n",
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" }\n",
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"</style>\n",
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"<table border=\"1\" class=\"dataframe\">\n",
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" <thead>\n",
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" <tr style=\"text-align: right;\">\n",
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" <th></th>\n",
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" <th>TABLE_NAME</th>\n",
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" <th>DATA_LENGTH</th>\n",
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" <th>INDEX_LENGTH</th>\n",
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" <th>DATA_FREE</th>\n",
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" </tr>\n",
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" </thead>\n",
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" <tbody>\n",
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" <tr>\n",
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" <th>0</th>\n",
|
||||
" <td>innodb_table_stats</td>\n",
|
||||
" <td>16384.0</td>\n",
|
||||
" <td>0.0</td>\n",
|
||||
" <td>4194304.0</td>\n",
|
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" </tr>\n",
|
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" <tr>\n",
|
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" <th>1</th>\n",
|
||||
" <td>innodb_index_stats</td>\n",
|
||||
" <td>16384.0</td>\n",
|
||||
" <td>0.0</td>\n",
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||||
" <td>4194304.0</td>\n",
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" </tr>\n",
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" <tr>\n",
|
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" <th>2</th>\n",
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" <td>CHARACTER_SETS</td>\n",
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||||
" <td>0.0</td>\n",
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||||
" <td>0.0</td>\n",
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||||
" <td>0.0</td>\n",
|
||||
" </tr>\n",
|
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" <tr>\n",
|
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" <th>3</th>\n",
|
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" <td>CHECK_CONSTRAINTS</td>\n",
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" <td>0.0</td>\n",
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||||
" <td>0.0</td>\n",
|
||||
" <td>0.0</td>\n",
|
||||
" </tr>\n",
|
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" <tr>\n",
|
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" <th>4</th>\n",
|
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" <td>COLLATIONS</td>\n",
|
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" <td>0.0</td>\n",
|
||||
" <td>0.0</td>\n",
|
||||
" <td>0.0</td>\n",
|
||||
" </tr>\n",
|
||||
" <tr>\n",
|
||||
" <th>...</th>\n",
|
||||
" <td>...</td>\n",
|
||||
" <td>...</td>\n",
|
||||
" <td>...</td>\n",
|
||||
" <td>...</td>\n",
|
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" </tr>\n",
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" <tr>\n",
|
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" <th>342</th>\n",
|
||||
" <td>user_stream_trades</td>\n",
|
||||
" <td>81920.0</td>\n",
|
||||
" <td>0.0</td>\n",
|
||||
" <td>0.0</td>\n",
|
||||
" </tr>\n",
|
||||
" <tr>\n",
|
||||
" <th>343</th>\n",
|
||||
" <td>user_stream_orders</td>\n",
|
||||
" <td>16384.0</td>\n",
|
||||
" <td>0.0</td>\n",
|
||||
" <td>0.0</td>\n",
|
||||
" </tr>\n",
|
||||
" <tr>\n",
|
||||
" <th>344</th>\n",
|
||||
" <td>executions_orders</td>\n",
|
||||
" <td>16384.0</td>\n",
|
||||
" <td>0.0</td>\n",
|
||||
" <td>0.0</td>\n",
|
||||
" </tr>\n",
|
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" <tr>\n",
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" <th>345</th>\n",
|
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" <td>poly_btcusd_trades</td>\n",
|
||||
" <td>37289984.0</td>\n",
|
||||
" <td>0.0</td>\n",
|
||||
" <td>4194304.0</td>\n",
|
||||
" </tr>\n",
|
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" <tr>\n",
|
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" <th>346</th>\n",
|
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" <td>binance_btcusd_trades</td>\n",
|
||||
" <td>58294272.0</td>\n",
|
||||
" <td>0.0</td>\n",
|
||||
" <td>4194304.0</td>\n",
|
||||
" </tr>\n",
|
||||
" </tbody>\n",
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||||
"</table>\n",
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||||
"<p>347 rows × 4 columns</p>\n",
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||||
"</div>"
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||||
],
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"text/plain": [
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||||
" TABLE_NAME DATA_LENGTH INDEX_LENGTH DATA_FREE\n",
|
||||
"0 innodb_table_stats 16384.0 0.0 4194304.0\n",
|
||||
"1 innodb_index_stats 16384.0 0.0 4194304.0\n",
|
||||
"2 CHARACTER_SETS 0.0 0.0 0.0\n",
|
||||
"3 CHECK_CONSTRAINTS 0.0 0.0 0.0\n",
|
||||
"4 COLLATIONS 0.0 0.0 0.0\n",
|
||||
".. ... ... ... ...\n",
|
||||
"342 user_stream_trades 81920.0 0.0 0.0\n",
|
||||
"343 user_stream_orders 16384.0 0.0 0.0\n",
|
||||
"344 executions_orders 16384.0 0.0 0.0\n",
|
||||
"345 poly_btcusd_trades 37289984.0 0.0 4194304.0\n",
|
||||
"346 binance_btcusd_trades 58294272.0 0.0 4194304.0\n",
|
||||
"\n",
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||||
"[347 rows x 4 columns]"
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||||
]
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||||
},
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||||
"execution_count": 76,
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||||
"metadata": {},
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||||
"output_type": "execute_result"
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||||
}
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||||
],
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||||
"source": []
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||||
"source": [
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||||
"pd.read_sql(sql, con=engine)"
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]
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||||
},
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||||
{
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"cell_type": "code",
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@@ -249,15 +407,420 @@
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{
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"cell_type": "code",
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"execution_count": null,
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"id": "b06c6a3e",
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"metadata": {},
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"outputs": [],
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"source": []
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},
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{
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"cell_type": "code",
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||||
"execution_count": 6,
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||||
"metadata": {},
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"outputs": [
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||||
{
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||||
"data": {
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"text/html": [
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"<div>\n",
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||||
"<style scoped>\n",
|
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" .dataframe tbody tr th:only-of-type {\n",
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||||
" vertical-align: middle;\n",
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|
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"\n",
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" .dataframe tbody tr th {\n",
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|
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|
||||
" .dataframe thead th {\n",
|
||||
" text-align: right;\n",
|
||||
" }\n",
|
||||
"</style>\n",
|
||||
"<table border=\"1\" class=\"dataframe\">\n",
|
||||
" <thead>\n",
|
||||
" <tr style=\"text-align: right;\">\n",
|
||||
" <th></th>\n",
|
||||
" <th>timestamp_arrival</th>\n",
|
||||
" <th>timestamp_msg</th>\n",
|
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" <th>timestamp_value</th>\n",
|
||||
" <th>price</th>\n",
|
||||
" <th>qty</th>\n",
|
||||
" <th>side_taker</th>\n",
|
||||
" <th>up_or_down</th>\n",
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" <th>timestamp_arrival_dt</th>\n",
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" </tr>\n",
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" </thead>\n",
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||||
" <tbody>\n",
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||||
" <tr>\n",
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||||
" <th>0</th>\n",
|
||||
" <td>1775064793645</td>\n",
|
||||
" <td>1775064793630</td>\n",
|
||||
" <td>1775064793630</td>\n",
|
||||
" <td>0.59</td>\n",
|
||||
" <td>477.003500</td>\n",
|
||||
" <td>BUY</td>\n",
|
||||
" <td>UP</td>\n",
|
||||
" <td>2026-04-01 17:33:13.645</td>\n",
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||||
" </tr>\n",
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||||
" <tr>\n",
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||||
" <th>1</th>\n",
|
||||
" <td>1775064793763</td>\n",
|
||||
" <td>1775064793753</td>\n",
|
||||
" <td>1775064793753</td>\n",
|
||||
" <td>0.43</td>\n",
|
||||
" <td>23.255812</td>\n",
|
||||
" <td>BUY</td>\n",
|
||||
" <td>DOWN</td>\n",
|
||||
" <td>2026-04-01 17:33:13.763</td>\n",
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||||
" </tr>\n",
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" <tr>\n",
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||||
" <th>2</th>\n",
|
||||
" <td>1775064793843</td>\n",
|
||||
" <td>1775064793830</td>\n",
|
||||
" <td>1775064793830</td>\n",
|
||||
" <td>0.43</td>\n",
|
||||
" <td>2.325580</td>\n",
|
||||
" <td>BUY</td>\n",
|
||||
" <td>DOWN</td>\n",
|
||||
" <td>2026-04-01 17:33:13.843</td>\n",
|
||||
" </tr>\n",
|
||||
" <tr>\n",
|
||||
" <th>3</th>\n",
|
||||
" <td>1775064793915</td>\n",
|
||||
" <td>1775064793905</td>\n",
|
||||
" <td>1775064793905</td>\n",
|
||||
" <td>0.58</td>\n",
|
||||
" <td>10.020000</td>\n",
|
||||
" <td>BUY</td>\n",
|
||||
" <td>UP</td>\n",
|
||||
" <td>2026-04-01 17:33:13.915</td>\n",
|
||||
" </tr>\n",
|
||||
" <tr>\n",
|
||||
" <th>4</th>\n",
|
||||
" <td>1775064794077</td>\n",
|
||||
" <td>1775064794064</td>\n",
|
||||
" <td>1775064794064</td>\n",
|
||||
" <td>0.43</td>\n",
|
||||
" <td>5.000000</td>\n",
|
||||
" <td>BUY</td>\n",
|
||||
" <td>DOWN</td>\n",
|
||||
" <td>2026-04-01 17:33:14.077</td>\n",
|
||||
" </tr>\n",
|
||||
" <tr>\n",
|
||||
" <th>...</th>\n",
|
||||
" <td>...</td>\n",
|
||||
" <td>...</td>\n",
|
||||
" <td>...</td>\n",
|
||||
" <td>...</td>\n",
|
||||
" <td>...</td>\n",
|
||||
" <td>...</td>\n",
|
||||
" <td>...</td>\n",
|
||||
" <td>...</td>\n",
|
||||
" </tr>\n",
|
||||
" <tr>\n",
|
||||
" <th>672629</th>\n",
|
||||
" <td>1775158573032</td>\n",
|
||||
" <td>1775158573022</td>\n",
|
||||
" <td>1775158573022</td>\n",
|
||||
" <td>0.37</td>\n",
|
||||
" <td>3.243242</td>\n",
|
||||
" <td>BUY</td>\n",
|
||||
" <td>DOWN</td>\n",
|
||||
" <td>2026-04-02 19:36:13.032</td>\n",
|
||||
" </tr>\n",
|
||||
" <tr>\n",
|
||||
" <th>672630</th>\n",
|
||||
" <td>1775158573316</td>\n",
|
||||
" <td>1775158573304</td>\n",
|
||||
" <td>1775158573304</td>\n",
|
||||
" <td>0.64</td>\n",
|
||||
" <td>15.625000</td>\n",
|
||||
" <td>BUY</td>\n",
|
||||
" <td>UP</td>\n",
|
||||
" <td>2026-04-02 19:36:13.316</td>\n",
|
||||
" </tr>\n",
|
||||
" <tr>\n",
|
||||
" <th>672631</th>\n",
|
||||
" <td>1775158573365</td>\n",
|
||||
" <td>1775158573352</td>\n",
|
||||
" <td>1775158573352</td>\n",
|
||||
" <td>0.64</td>\n",
|
||||
" <td>8.200000</td>\n",
|
||||
" <td>BUY</td>\n",
|
||||
" <td>UP</td>\n",
|
||||
" <td>2026-04-02 19:36:13.365</td>\n",
|
||||
" </tr>\n",
|
||||
" <tr>\n",
|
||||
" <th>672632</th>\n",
|
||||
" <td>1775158573672</td>\n",
|
||||
" <td>1775158573661</td>\n",
|
||||
" <td>1775158573661</td>\n",
|
||||
" <td>0.37</td>\n",
|
||||
" <td>200.000000</td>\n",
|
||||
" <td>BUY</td>\n",
|
||||
" <td>DOWN</td>\n",
|
||||
" <td>2026-04-02 19:36:13.672</td>\n",
|
||||
" </tr>\n",
|
||||
" <tr>\n",
|
||||
" <th>672633</th>\n",
|
||||
" <td>1775158573933</td>\n",
|
||||
" <td>1775158573921</td>\n",
|
||||
" <td>1775158573921</td>\n",
|
||||
" <td>0.64</td>\n",
|
||||
" <td>7.812500</td>\n",
|
||||
" <td>BUY</td>\n",
|
||||
" <td>UP</td>\n",
|
||||
" <td>2026-04-02 19:36:13.933</td>\n",
|
||||
" </tr>\n",
|
||||
" </tbody>\n",
|
||||
"</table>\n",
|
||||
"<p>672634 rows × 8 columns</p>\n",
|
||||
"</div>"
|
||||
],
|
||||
"text/plain": [
|
||||
" timestamp_arrival timestamp_msg timestamp_value price qty \\\n",
|
||||
"0 1775064793645 1775064793630 1775064793630 0.59 477.003500 \n",
|
||||
"1 1775064793763 1775064793753 1775064793753 0.43 23.255812 \n",
|
||||
"2 1775064793843 1775064793830 1775064793830 0.43 2.325580 \n",
|
||||
"3 1775064793915 1775064793905 1775064793905 0.58 10.020000 \n",
|
||||
"4 1775064794077 1775064794064 1775064794064 0.43 5.000000 \n",
|
||||
"... ... ... ... ... ... \n",
|
||||
"672629 1775158573032 1775158573022 1775158573022 0.37 3.243242 \n",
|
||||
"672630 1775158573316 1775158573304 1775158573304 0.64 15.625000 \n",
|
||||
"672631 1775158573365 1775158573352 1775158573352 0.64 8.200000 \n",
|
||||
"672632 1775158573672 1775158573661 1775158573661 0.37 200.000000 \n",
|
||||
"672633 1775158573933 1775158573921 1775158573921 0.64 7.812500 \n",
|
||||
"\n",
|
||||
" side_taker up_or_down timestamp_arrival_dt \n",
|
||||
"0 BUY UP 2026-04-01 17:33:13.645 \n",
|
||||
"1 BUY DOWN 2026-04-01 17:33:13.763 \n",
|
||||
"2 BUY DOWN 2026-04-01 17:33:13.843 \n",
|
||||
"3 BUY UP 2026-04-01 17:33:13.915 \n",
|
||||
"4 BUY DOWN 2026-04-01 17:33:14.077 \n",
|
||||
"... ... ... ... \n",
|
||||
"672629 BUY DOWN 2026-04-02 19:36:13.032 \n",
|
||||
"672630 BUY UP 2026-04-02 19:36:13.316 \n",
|
||||
"672631 BUY UP 2026-04-02 19:36:13.365 \n",
|
||||
"672632 BUY DOWN 2026-04-02 19:36:13.672 \n",
|
||||
"672633 BUY UP 2026-04-02 19:36:13.933 \n",
|
||||
"\n",
|
||||
"[672634 rows x 8 columns]"
|
||||
]
|
||||
},
|
||||
"execution_count": 6,
|
||||
"metadata": {},
|
||||
"output_type": "execute_result"
|
||||
}
|
||||
],
|
||||
"source": [
|
||||
"df_clob"
|
||||
]
|
||||
},
|
||||
{
|
||||
"cell_type": "code",
|
||||
"execution_count": 7,
|
||||
"id": "48b47799",
|
||||
"metadata": {},
|
||||
"outputs": [],
|
||||
"source": []
|
||||
"outputs": [
|
||||
{
|
||||
"data": {
|
||||
"text/html": [
|
||||
"<div>\n",
|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
" <thead>\n",
|
||||
" <tr style=\"text-align: right;\">\n",
|
||||
" <th></th>\n",
|
||||
" <th>timestamp_arrival</th>\n",
|
||||
" <th>timestamp_msg</th>\n",
|
||||
" <th>timestamp_value</th>\n",
|
||||
" <th>price</th>\n",
|
||||
" <th>qty</th>\n",
|
||||
" <th>side_taker</th>\n",
|
||||
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|
||||
" <th>timestamp_arrival_dt</th>\n",
|
||||
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|
||||
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|
||||
" <tbody>\n",
|
||||
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|
||||
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|
||||
" <td>1775157300177</td>\n",
|
||||
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|
||||
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|
||||
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|
||||
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|
||||
" <td>BUY</td>\n",
|
||||
" <td>UP</td>\n",
|
||||
" <td>2026-04-02 19:15:00.177</td>\n",
|
||||
" </tr>\n",
|
||||
" <tr>\n",
|
||||
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|
||||
" <td>1775157300554</td>\n",
|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
" </tr>\n",
|
||||
" <tr>\n",
|
||||
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|
||||
" <td>1775157300575</td>\n",
|
||||
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|
||||
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|
||||
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|
||||
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|
||||
" <td>BUY</td>\n",
|
||||
" <td>DOWN</td>\n",
|
||||
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|
||||
" </tr>\n",
|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
" <td>0.48</td>\n",
|
||||
" <td>29.570000</td>\n",
|
||||
" <td>BUY</td>\n",
|
||||
" <td>UP</td>\n",
|
||||
" <td>2026-04-02 19:15:00.645</td>\n",
|
||||
" </tr>\n",
|
||||
" <tr>\n",
|
||||
" <th>657122</th>\n",
|
||||
" <td>1775157300689</td>\n",
|
||||
" <td>1775157300677</td>\n",
|
||||
" <td>1775157300677</td>\n",
|
||||
" <td>0.50</td>\n",
|
||||
" <td>20.000000</td>\n",
|
||||
" <td>BUY</td>\n",
|
||||
" <td>UP</td>\n",
|
||||
" <td>2026-04-02 19:15:00.689</td>\n",
|
||||
" </tr>\n",
|
||||
" <tr>\n",
|
||||
" <th>...</th>\n",
|
||||
" <td>...</td>\n",
|
||||
" <td>...</td>\n",
|
||||
" <td>...</td>\n",
|
||||
" <td>...</td>\n",
|
||||
" <td>...</td>\n",
|
||||
" <td>...</td>\n",
|
||||
" <td>...</td>\n",
|
||||
" <td>...</td>\n",
|
||||
" </tr>\n",
|
||||
" <tr>\n",
|
||||
" <th>657193</th>\n",
|
||||
" <td>1775157304972</td>\n",
|
||||
" <td>1775157304940</td>\n",
|
||||
" <td>1775157304940</td>\n",
|
||||
" <td>0.50</td>\n",
|
||||
" <td>40.000000</td>\n",
|
||||
" <td>BUY</td>\n",
|
||||
" <td>DOWN</td>\n",
|
||||
" <td>2026-04-02 19:15:04.972</td>\n",
|
||||
" </tr>\n",
|
||||
" <tr>\n",
|
||||
" <th>657194</th>\n",
|
||||
" <td>1775157304979</td>\n",
|
||||
" <td>1775157304955</td>\n",
|
||||
" <td>1775157304955</td>\n",
|
||||
" <td>0.50</td>\n",
|
||||
" <td>40.000000</td>\n",
|
||||
" <td>BUY</td>\n",
|
||||
" <td>DOWN</td>\n",
|
||||
" <td>2026-04-02 19:15:04.979</td>\n",
|
||||
" </tr>\n",
|
||||
" <tr>\n",
|
||||
" <th>657195</th>\n",
|
||||
" <td>1775157304986</td>\n",
|
||||
" <td>1775157304965</td>\n",
|
||||
" <td>1775157304965</td>\n",
|
||||
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|
||||
" <td>10.200000</td>\n",
|
||||
" <td>BUY</td>\n",
|
||||
" <td>DOWN</td>\n",
|
||||
" <td>2026-04-02 19:15:04.986</td>\n",
|
||||
" </tr>\n",
|
||||
" <tr>\n",
|
||||
" <th>657196</th>\n",
|
||||
" <td>1775157304991</td>\n",
|
||||
" <td>1775157304973</td>\n",
|
||||
" <td>1775157304973</td>\n",
|
||||
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|
||||
" <td>6.000000</td>\n",
|
||||
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|
||||
" <td>DOWN</td>\n",
|
||||
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|
||||
" </tr>\n",
|
||||
" <tr>\n",
|
||||
" <th>657197</th>\n",
|
||||
" <td>1775157304999</td>\n",
|
||||
" <td>1775157304988</td>\n",
|
||||
" <td>1775157304988</td>\n",
|
||||
" <td>0.50</td>\n",
|
||||
" <td>40.000000</td>\n",
|
||||
" <td>BUY</td>\n",
|
||||
" <td>DOWN</td>\n",
|
||||
" <td>2026-04-02 19:15:04.999</td>\n",
|
||||
" </tr>\n",
|
||||
" </tbody>\n",
|
||||
"</table>\n",
|
||||
"<p>80 rows × 8 columns</p>\n",
|
||||
"</div>"
|
||||
],
|
||||
"text/plain": [
|
||||
" timestamp_arrival timestamp_msg timestamp_value price qty \\\n",
|
||||
"657118 1775157300177 1775157300166 1775157300166 0.48 2.083332 \n",
|
||||
"657119 1775157300554 1775157300540 1775157300540 0.47 6.000000 \n",
|
||||
"657120 1775157300575 1775157300561 1775157300561 0.53 3.000000 \n",
|
||||
"657121 1775157300645 1775157300634 1775157300634 0.48 29.570000 \n",
|
||||
"657122 1775157300689 1775157300677 1775157300677 0.50 20.000000 \n",
|
||||
"... ... ... ... ... ... \n",
|
||||
"657193 1775157304972 1775157304940 1775157304940 0.50 40.000000 \n",
|
||||
"657194 1775157304979 1775157304955 1775157304955 0.50 40.000000 \n",
|
||||
"657195 1775157304986 1775157304965 1775157304965 0.50 10.200000 \n",
|
||||
"657196 1775157304991 1775157304973 1775157304973 0.50 6.000000 \n",
|
||||
"657197 1775157304999 1775157304988 1775157304988 0.50 40.000000 \n",
|
||||
"\n",
|
||||
" side_taker up_or_down timestamp_arrival_dt \n",
|
||||
"657118 BUY UP 2026-04-02 19:15:00.177 \n",
|
||||
"657119 SELL UP 2026-04-02 19:15:00.554 \n",
|
||||
"657120 BUY DOWN 2026-04-02 19:15:00.575 \n",
|
||||
"657121 BUY UP 2026-04-02 19:15:00.645 \n",
|
||||
"657122 BUY UP 2026-04-02 19:15:00.689 \n",
|
||||
"... ... ... ... \n",
|
||||
"657193 BUY DOWN 2026-04-02 19:15:04.972 \n",
|
||||
"657194 BUY DOWN 2026-04-02 19:15:04.979 \n",
|
||||
"657195 BUY DOWN 2026-04-02 19:15:04.986 \n",
|
||||
"657196 BUY DOWN 2026-04-02 19:15:04.991 \n",
|
||||
"657197 BUY DOWN 2026-04-02 19:15:04.999 \n",
|
||||
"\n",
|
||||
"[80 rows x 8 columns]"
|
||||
]
|
||||
},
|
||||
"execution_count": 7,
|
||||
"metadata": {},
|
||||
"output_type": "execute_result"
|
||||
}
|
||||
],
|
||||
"source": [
|
||||
"df_clob.loc[(df_clob['timestamp_arrival']>1775157300*1000)&(df_clob['timestamp_arrival']<1775157305*1000)]"
|
||||
]
|
||||
},
|
||||
{
|
||||
"cell_type": "code",
|
||||
"execution_count": null,
|
||||
"id": "ad030f88",
|
||||
"id": "e7aa7cfd",
|
||||
"metadata": {},
|
||||
"outputs": [],
|
||||
"source": []
|
||||
@@ -265,7 +828,7 @@
|
||||
{
|
||||
"cell_type": "code",
|
||||
"execution_count": null,
|
||||
"id": "cafc5060",
|
||||
"id": "9bc2cecb",
|
||||
"metadata": {},
|
||||
"outputs": [],
|
||||
"source": []
|
||||
@@ -273,10 +836,21 @@
|
||||
{
|
||||
"cell_type": "code",
|
||||
"execution_count": null,
|
||||
"id": "734c2302",
|
||||
"metadata": {},
|
||||
"outputs": [],
|
||||
"source": []
|
||||
},
|
||||
{
|
||||
"cell_type": "code",
|
||||
"execution_count": null,
|
||||
"id": "8a293522",
|
||||
"metadata": {},
|
||||
"outputs": [],
|
||||
"source": [
|
||||
"a"
|
||||
]
|
||||
},
|
||||
{
|
||||
"cell_type": "code",
|
||||
"execution_count": null,
|
||||
|
||||
Reference in New Issue
Block a user