Python 将Websocket数据保存到Pandas
我正在尝试使用websocket数据并将其保存到pandas数据框中,以供其他函数使用。但是,我对它们非常不熟悉,最初出现错误是因为我试图直接将df参数传递给on_message()。link建议使用Python 将Websocket数据保存到Pandas,python,pandas,websocket,Python,Pandas,Websocket,我正在尝试使用websocket数据并将其保存到pandas数据框中,以供其他函数使用。但是,我对它们非常不熟悉,最初出现错误是因为我试图直接将df参数传递给on_message()。link建议使用partial添加参数,但我仍然从回调中得到一个错误:赋值前引用了局部变量“df”错误 我意识到有更好的方法来处理数据,而不是数据帧,但我只想先让它工作起来。谢谢 import websocket import pandas as pd import json from functools impo
partial
添加参数,但我仍然从回调中得到一个错误:赋值前引用了局部变量“df”
错误
我意识到有更好的方法来处理数据,而不是数据帧,但我只想先让它工作起来。谢谢
import websocket
import pandas as pd
import json
from functools import partial
# create empty df
df = pd.DataFrame(columns=['foreignNotional','grossValue','homeNotional','price','side','size','symbol','tickDirection',
'timestamp','trdMatchID'])
def on_message(ws, message):
msg = json.loads(message)
print(msg)
df = df
df = df.append(msg)
def on_error(ws, error):
print(error)
def on_close(ws):
print("### closed ###")
def on_open(ws):
return
func = partial(on_message, df)
ws.on_message = func
if __name__ == "__main__":
#websocket.enableTrace(True)
ws = websocket.WebSocketApp("wss://www.bitmex.com/realtime?subscribe=trade:XBTUSD",
on_message=on_message,
on_error=on_error,
on_close=on_close)
ws.on_open = on_open
ws.run_forever()
由于您必须修改外部对象,并且
pandas.DataFrame.append
不允许就地修改,因此您必须使所有函数和df
作为某个类的成员可用,以便能够编写self.df=self.df.append(msg)
,或使用global
:
import json
import pandas as pd
import websocket
df = pd.DataFrame(columns=['foreignNotional', 'grossValue', 'homeNotional', 'price', 'side',
'size', 'symbol', 'tickDirection', 'timestamp', 'trdMatchID'])
def on_message(ws, message):
msg = json.loads(message)
print(msg)
global df
# `ignore_index=True` has to be provided, otherwise you'll get
# "Can only append a Series if ignore_index=True or if the Series has a name" errors
df = df.append(msg, ignore_index=True)
def on_error(ws, error):
print(error)
def on_close(ws):
print("### closed ###")
def on_open(ws):
return
if __name__ == "__main__":
ws = websocket.WebSocketApp("wss://www.bitmex.com/realtime?subscribe=trade:XBTUSD",
on_open=on_open, on_message=on_message, on_error=on_error, on_close=on_close)
ws.run_forever()