Python 将JSON从RESTAPI转换为Azure Synapse Analytics

我需要将时间序列数据从API消化到Synapse Analytics数据库。API返回JSON，我想将其转换为包含日期、值和时间序列名称的表。我能够用Python返回以下JSON：

import requests
from pandas.io.json import json_normalize

url = 'https://api.citivelocity.com/markets/analytics/chartingbe/rest/external/authed/data?client_id='+CitiClientId
payload = {'startDate': 20200705, 'endDate': 20200712, 'tags': ['FX.SPOT.EUR.CHF.CITI'],'frequency':'DAILY'}
headers = {'authorization': 'Bearer'+access_token}
response = requests.post(url, json=payload, headers=headers)

print(response.text)

->

{“频率”：“每日”，“正文”：{“外汇现货.欧元.瑞士法郎.花旗”：{“x”：[202007062000707202007082020070920200710]，“c”：[1.06365,1.06255,1.06265,1.06155,1.06325]，“类型”：“系列”}，“状态”：“正常”}

不幸的是，对于邮递员或Azure数据工厂，我没有得到任何返回的数据。使用ADF和Postman调用API是成功的，但我猜请求中有些地方不正确

ADF将是我的首选，但如果可以将数据直接写入Synapse，则使用databricks是可以的

->如何在python中将JSON转换为数据帧（日期、值和时间序列的名称）？从dataframe，我想我会设法写入Synapse。我可以限制数据量，所以使用json_normalize应该可以吗

一个诱人的选择是先将json保存到数据库，然后用sql进行转换，但我认为用python进行转换将是一个更优雅、更健壮的解决方案

    CREATE TABLE #SERIES WITH (DISTRIBUTION=ROUND_ROBIN) AS SELECT 'FX.SPOT.EUR.CHF.CITI' AS SERIES_NAME,  '20200706, 20200707, 20200708, 20200709, 20200710' as dt, '1.06365, 1.06255, 1.06265, 1.06155, 1.06325' as cl

DECLARE @DT NVARCHAR(400)
DECLARE @CL NVARCHAR(400)

SELECT @DT=DT FROM #SERIES
SELECT @CL=CL FROM #SERIES

SELECT
DT.SERIES_NAME, DT.VALUE AS DT, CL.VALUE AS CL
FROM
(
SELECT row_number() OVER (ORDER BY (SELECT NULL)) AS RN, SERIES_NAME, LTRIM(dt.value) AS VALUE
FROM  #SERIES
CROSS APPLY STRING_SPLIT(@DT, ',') dt
) DT
JOIN
(SELECT row_number() OVER (ORDER BY (SELECT NULL)) AS RN, SERIES_NAME, LTRIM(CL.value) AS VALUE
FROM  #SERIES
CROSS APPLY STRING_SPLIT(@CL, ',') CL
) CL ON DT.SERIES_NAME = CL.SERIES_NAME AND DT.RN = CL.RN

->

谢谢

    SERIES_NAME DT  CL
FX.SPOT.EUR.CHF.CITI    20200706    1.06365
FX.SPOT.EUR.CHF.CITI    20200707    1.06255
FX.SPOT.EUR.CHF.CITI    20200708    1.06265
FX.SPOT.EUR.CHF.CITI    20200709    1.06155
FX.SPOT.EUR.CHF.CITI    20200710    1.06325