finished converter

market_trade/dataloader.py

@@ -0,0 +1,28 @@
+import pandas as pd
+
+
+class DukaMTInterface:
+    """
+    Interface between my askbid candlesticks and sasha's price candlesticks
+
+    has two attributes -- bids and asks
+    """
+
+    def __init__(self, duka_candlesticks_filepath):
+        # reading index from column 0 and header takes two rows, because of multirow indexers
+        self.duka_dataset = pd.read_csv(duka_candlesticks_filepath, index_col=0, header=[0, 1], parse_dates=True)
+
+        # renaming timestamp to date
+        self.duka_dataset['date'] = self.duka_dataset.index
+
+        # droppnig old timestamp index
+        self.duka_dataset.reset_index(inplace=True, drop=True)
+
+
+        # adding bids
+        self.bid_candlesticks = self.duka_dataset['bid'].copy()
+        self.bid_candlesticks['date'] = self.duka_dataset['date']
+
+        # adding asks
+        self.ask_candlesticks = self.duka_dataset['ask'].copy()
+        self.ask_candlesticks['date'] = self.duka_dataset['date']