Cryptocurrency

Quantnet provides up-to-date data - transaction price and volume - for the following cryptocurrencies: „BCH“, „BTC“, „EOS“, „ETH“, „LTC“, „USDT“, „XRP“.

Let“s download the available cryptocurrency data for the last 5 years:

import qnt.data    as qndata
import datetime    as dt

crypto_data = qndata.load_cryptocurrency_data(tail = dt.timedelta(days = 5*365),
                        forward_order = True)

Available cryptocurrencies:

crypto_data.asset

For each of them hourly data is provided. It contains 5 parameters:

crypto_data.field

Data	Description
open	Open is the price at which the cryptocurrency is traded for the first time during the corresponding hour.
close	End of the hour price.
high	Highest hourly price.
low	Lowest hourly price.
vol	Hourly trading volume. Expressed in the number of cryptocurrencies.

Let“s say we are interested in the highest hourly price for BTC:

BTC_high = crypto_data.sel(field = 'high').sel(asset = 'BTC')

One can visualize data:

import plotly.graph_objs as go         # lib for charts

trend_fig = [
    go.Scatter(
        x = BTC_high.to_pandas().index,
        y = BTC_high,
        line = dict(width=1,color='black'))]
# draw chart
fig = go.Figure(data = trend_fig)
fig.update_yaxes(fixedrange=False) # unlock vertical scrolling
fig.show()

This template implements the triangle method for cryptocurrency in detail. You can also use an empty template for working with cryptocurrency.