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23 lines
806 B
Python
23 lines
806 B
Python
import os
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import pandas as pd
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def get_dataframe(exchange: str, trading_pair: str, interval: str) -> pd.DataFrame:
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"""
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Get a dataframe of market data from the database.
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:param exchange: Exchange name
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:param trading_pair: Trading pair
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:param interval: Interval of the data
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:return: Dataframe of market data
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"""
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script_dir = os.path.dirname(os.path.abspath(__file__))
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data_dir = os.path.join(script_dir, "../../data/candles")
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filename = f"candles_{exchange}_{trading_pair.upper()}_{interval}.csv"
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file_path = os.path.join(data_dir, filename)
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if not os.path.exists(file_path):
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raise FileNotFoundError(f"File '{file_path}' does not exist.")
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df = pd.read_csv(file_path)
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df["timestamp"] = pd.to_datetime(df["timestamp"], unit="ms")
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return df
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