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get_ohlcv 및 get_ohlcv_from 에서 timezone 수정으로 메소드 스펙 바뀌던 문제 원복 #93

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get_ohlcv 및 get_ohlcv_from 에서 timezone 수정으로 메소드 스펙 바뀌던 문제 원복 #93

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19 changes: 10 additions & 9 deletions pyupbit/quotation_api.py
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Original file line number Diff line number Diff line change
Expand Up @@ -91,7 +91,7 @@ def get_ohlcv(ticker="KRW-BTC", interval="day", count=200, to=None,
elif isinstance(to, pd._libs.tslibs.timestamps.Timestamp):
to = to.to_pydatetime()

#to = to.astimezone(datetime.timezone.utc)
to = to.astimezone(datetime.timezone.utc)

dfs = []
count = max(count, 1)
Expand All @@ -107,7 +107,6 @@ def get_ohlcv(ticker="KRW-BTC", interval="day", count=200, to=None,
for x in contents:
dt = datetime.datetime.strptime(
x['candle_date_time_kst'], "%Y-%m-%dT%H:%M:%S")
#dt_list.append(dt.astimezone())
dt_list.append(dt)

df = pd.DataFrame(contents,
Expand Down Expand Up @@ -154,15 +153,15 @@ def get_ohlcv_from(ticker="KRW-BTC", interval="day", fromDatetime=None,
fromDatetime = pd.to_datetime(fromDatetime).to_pydatetime()
elif isinstance(fromDatetime, pd._libs.tslibs.timestamps.Timestamp):
fromDatetime = fromDatetime.to_pydatetime()
#fromDatetime = fromDatetime.astimezone(datetime.timezone.utc)
fromDatetime = fromDatetime.astimezone(datetime.timezone.utc)

if to is None:
to = datetime.datetime.now()
elif isinstance(to, str):
to = pd.to_datetime(to).to_pydatetime()
elif isinstance(to, pd._libs.tslibs.timestamps.Timestamp):
to = to.to_pydatetime()
#to = to.astimezone(datetime.timezone.utc)
to = to.astimezone(datetime.timezone.utc)

dfs = []
while to > fromDatetime:
Expand All @@ -177,10 +176,9 @@ def get_ohlcv_from(ticker="KRW-BTC", interval="day", fromDatetime=None,
for x in contents:
dt = datetime.datetime.strptime(
x['candle_date_time_kst'], "%Y-%m-%dT%H:%M:%S")
#dt_list.append(dt.astimezone())
dt_list.append(dt)
# set timezone for time comparison
# timezone will be removed before DataFrame returned
dt_list.append(dt.astimezone())
# set timezone for time comparison
# timezone will be removed before DataFrame returned

df = pd.DataFrame(contents,
columns=[
Expand All @@ -198,15 +196,18 @@ def get_ohlcv_from(ticker="KRW-BTC", interval="day", fromDatetime=None,

to = datetime.datetime.strptime(
contents[-1]['candle_date_time_utc'], "%Y-%m-%dT%H:%M:%S")
#to = to.replace(tzinfo=datetime.timezone.utc)
to = to.replace(tzinfo=datetime.timezone.utc)
# to compare fromTs and to, set tzinfo
# timezone will be removed before DataFrame returned

if to > fromDatetime:
time.sleep(period)

df = pd.concat(dfs).sort_index()
df = df[df.index >= fromDatetime]
df.index = df.index.tz_localize(None)
# remove timezone, return DataFrame whose index has no timezone
# like get_ohlcv method
df = df.rename(columns={"opening_price": "open",
"high_price": "high",
"low_price": "low",
Expand Down