[英]Pandas OHLCV to JSON format
我有實時數據,我用熊貓重新采樣以獲得 OHLCV 數據:
ohlcv = df.resample(_period).agg({'bid': 'ohlc', 'volume': 'sum'})
數據框如下所示:
volume bid
volume open high low close
timestamp
2016-09-01 300.0 77.644997 78.320331 77.638 78.320331
使用ohlcv.to_json(orient='index')
的 JSON 輸出是:
{"1472688000000":{"["volume","volume"]":300.0,"["bid","open"]":77.644997,"["bid","high"]":78.320331,"["bid","low"]":77.638,"["bid","close"]":78.320331}}
如何轉換以下 JSON 中的數據幀:
{
"timestamp":1472688000000,
"open":77.644997,
"high":78.320331,
"close":78.320331,
"low":77.638,
"volume":300
}
使用MultiIndex.droplevel
將列中的MultiIndex.droplevel
轉換為展MultiIndex
:
ohlcv = df.resample(_period).agg({'bid': 'ohlc', 'volume': 'sum'})
ohlcv.columns = ohlcv.columns.droplevel(0)
ohlcv.to_json(orient='index')
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