get_data.py

import pandas as pd
from  binance.client import Client
import api

client = Client(api_key=api.Pkey, api_secret=api.Skey)
columns = ['Date','Open','High','Low','Close' ,'Volume','IGNORE','Quote_Volume','Trades_Count','BUY_VOL','BUY_VOL_VAL','x']


def get_klines(pair, interval, depth):
	data = client.get_historical_klines(pair, interval, depth)
	df = pd.DataFrame(data)
	if not df.empty:
		df.columns = columns
		df['Date'] =  pd.to_datetime(df['Date'],unit='ms')
		df = df.set_index('Date')
		del df['IGNORE']
		del df['Trades_Count']
		del df['x']
		df["Close"] = pd.to_numeric(df["Close"])
		df["Open"] = pd.to_numeric(df["Open"])
		df["High"] = pd.to_numeric(df["High"])
		df["Low"] = pd.to_numeric(df["Low"])
		df['Volume'] = pd.to_numeric(df['Volume'])
		df["Quote_Volume"] = pd.to_numeric(df["Quote_Volume"])
		df["BUY_VOL"] = pd.to_numeric(df["BUY_VOL"])
		df["BUY_VOL_VAL"] = pd.to_numeric(df["BUY_VOL_VAL"])
		return df