Created
April 25, 2021 14:59
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Load OHLCV data from csv file to a dataframe with given datetime range
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import pandas as pd | |
import datetime as dt | |
startDateTime="2019-01-01" | |
endDateTime="2021-04-13" | |
# Get Data | |
df=pd.read_csv('myfile.csv') | |
# "Date" loaded as str, converted to datetime | |
df["Date"]=df["Date"].apply(lambda s: dt.datetime.strptime(s,"%Y-%m-%d")) | |
# "Date" loaded as column, changed to index | |
df.set_index("Date", inplace=True) | |
# Retain data only within range | |
df=df[ (df.index.date>=dt.datetime.strptime(startDateTime,'%Y-%m-%d').date()) \ | |
& (df.index.date <= dt.datetime.strptime(endDateTime,'%Y-%m-%d').date()) ] | |
print(df.head(10)) | |
print(df.tail(10)) |
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