将Websocket数据保存到Pandas
将Websocket数据保存到Pandas
提问于 2018-03-24 02:38:05
我正在尝试使用websocket数据并将其保存到熊猫DataFrame中，以供其他函数使用。但是，我对它们非常陌生，最初会出错，因为我试图将df参数直接传递给on_message()。This链接建议使用partial添加参数，但我仍然得到一个error from callback <function on_message at 0x000002A098207510>: local variable 'df' referenced before assignment错误。
我意识到有更好的方法来处理数据而不是数据，但我只想先开始工作。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()Stack Overflow用户
回答已采纳
发布于 2018-03-24 03:32:43
由于必须修改外部对象，而且pandas.DataFrame.append不允许就地修改，所以必须将所有函数和df作为某个类的成员使用，这样就可以编写self.df = self.df.append(msg)，或者使用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()页面原文内容由Stack Overflow提供。腾讯云小微IT领域专用引擎提供翻译支持
原文链接：
https://stackoverflow.com/questions/49460665
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