将 Websocket 数据保存到 Pandas

Posted 2023-02-16

【中文标题】将 Websocket 数据保存到 Pandas

【英文标题】：Save Websocket Data to Pandas

【发布时间】：2018-03-24 02:38:05

【问题描述】：

我正在尝试使用 websocket 数据并将其保存到 pandas DataFrame 以供其他功能使用。但是我对它们非常不熟悉，最初出错是因为我试图直接将 df 参数传递给 on_message()。 This 链接建议使用 partial 添加参数，但我仍然收到 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框，但我只想先让它发挥作用。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()

【参考方案1】：

由于您必须修改外部对象，而pandas.DataFrame.append 不允许就地修改，您必须使所有函数和df 作为某个类的成员可用，这样您就可以编写@ 987654323@，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()