diff --git a/quants_lab/utils/data_management.py b/quants_lab/utils/data_management.py new file mode 100644 index 0000000..4160b9e --- /dev/null +++ b/quants_lab/utils/data_management.py @@ -0,0 +1,22 @@ +import os + +import pandas as pd + + +def get_dataframe(exchange: str, trading_pair: str, interval: str) -> pd.DataFrame: + """ + Get a dataframe of market data from the database. + :param exchange: Exchange name + :param trading_pair: Trading pair + :param interval: Interval of the data + :return: Dataframe of market data + """ + script_dir = os.path.dirname(os.path.abspath(__file__)) + data_dir = os.path.join(script_dir, "../../data/candles") + filename = f"candles_{exchange}_{trading_pair.upper()}_{interval}.csv" + file_path = os.path.join(data_dir, filename) + if not os.path.exists(file_path): + raise FileNotFoundError(f"File '{file_path}' does not exist.") + df = pd.read_csv(file_path) + df["timestamp"] = pd.to_datetime(df["timestamp"], unit="ms") + return df