ohlc-toolkit

Examples

This examples directory contains scripts that demonstrate how to use the toolkit for processing OHLC data.

Prerequisites

First, clone the ohlc-toolkit repository:

git clone https://github.com/ff137/ohlc-toolkit.git

Set up a virtual environment and install the dependencies:

python -m venv .venv
source .venv/bin/activate

pip install poetry
poetry install

Getting a Sample Dataset

New: We now have a helper method in the example script which will automatically download a sample dataset for you. See below for details. Skip to Running the Example if you just want to get started.

Before running the examples, you need a sample dataset to work with.

On a separate repo, we host up-to-date BTC/USD 1-minute data from Bitstamp, which can be found at the following link:

https://github.com/ff137/bitstamp-btcusd-minute-data/blob/main/data/updates/btcusd_bitstamp_1min_latest.csv

Inspect the above link to verify that you’re happy downloading the data.

We recommend the above dataset because it is real, recent, and has passed data integrity checks. You’re of course welcome to use your own dataset instead.

Automated Download

We have included a helper class, BitstampDatasetDownloader, in the toolkit to help automate the download process.

Here is how you can use it (this is included in the example script and doesn’t need to be done manually):

from ohlc_toolkit.bitstamp_dataset_downloader import BitstampDatasetDownloader

# Initialize the downloader
downloader = BitstampDatasetDownloader(data_dir="data")  # Configure your desired output directory

# Download the latest dataset
df = downloader.download_bitstamp_btcusd_minute_data(recent=True, bulk=False)  # Set bulk to True to also download the full historical dataset (~90MB)

Manual Download

You can also download the data manually using curl:

cd ohlc-toolkit  # Move to the project
mkdir -p data  # Create a data directory

curl -L -o data/btcusd_bitstamp_1min_latest.csv https://github.com/ff137/bitstamp-btcusd-minute-data/raw/main/data/updates/btcusd_bitstamp_1min_latest.csv

Running the Example

Once you have downloaded the data, you can run the basic_usage.py script to see how the ohlc-toolkit processes the data.

Instructions

Run the following command in your terminal:

python examples/basic_usage.py

What the Script Does

The basic_usage.py script performs the following actions:

That’s it for now! More features will be added soon.