extraction_finaldata.py

import datetime
import pandas as pd

def final_data(self, data):
        candleinfo = data['data']['candles']

        df = pd.DataFrame(candleinfo, columns = ['time','open','high','low','close','volume','openinterest'])
        df['time'] = pd.to_datetime(df.time, format = '%Y-%m-%dT%H:%M:%S')

        date = datetime.datetime.now()        
        if len(str(date.day))==1:
            d = '0'+str(date.day)
        if len(str(date.day))==2:
            d = str(date.day)

        df = df[df.time.astype('str').str.slice(8,10).str.contains(d)]
        df.reset_index(inplace=True, drop=True)
        
        return df