ValueError: Length of passed values is 7, index implies 0

Question

我正在尝试使用 ccxt 从 bitmex 获取 1 分钟的开盘价、最高价、最低价、收盘价和交易量值。一切似乎都很好，但我不确定如何解决此错误。我知道索引是 7，因为我进入数据框的 OHLC 列中有 7 个值。我不确定为什么它暗示有 0。非常感谢，这让我一整天都很头疼:(

# noinspection PyUnresolvedReferences
from datetime import datetime
# noinspection PyUnresolvedReferences
import time
# noinspection PyUnresolvedReferences
import ccxt
# noinspection PyUnresolvedReferences
import numpy as np
import pandas as pd
# noinspection PyUnresolvedReferences
from IPython.display import display, clear_output


OHLCVcolumns = ['date', 'timestamp', 'open', 'high', 'low', 'close', 'volume']

dfOHLCV = pd.DataFrame(index=[], columns=OHLCVcolumns)

bitmex = ccxt.bitmex()


def fetch_current(x):
    while True:
        if datetime.now().second == x:
            break
        time.sleep(0.5)


def fetch_mex():
    listOHLCV = bitmex.fetch_ohlcv('BTC/USD',
                                   timeframe='1m',
                                   limit=5,
                                   params={'reverse': True})

    lst = list(listOHLCV[1])

    lst.insert(0, datetime.fromtimestamp((lst[0]) / (1000 + 60 * 60 * 9 - 60)).strftime("%Y/%d/%m, %H: %M:"))

    series = pd.Series(lst, index=dfOHLCV)

    return listOHLCV, series


while True:
    fetch_current(1)

    listOHLCV, series = fetch_mex()

    dfOHLCV = dfOHLCV.append(series, ignore_index=True)


clear_output(wait=True)
display(listOHLCV)
display(dfOHLCV)

fetch_current(55)

Answer 1

不确定错误在哪里，是这里吗？

series = pd.Series(lst, index=dfOHLCV)

如果是这样，您可以试试：

series = pd.Series(lst, index=OHLCVcolumns)

因为当你是运行这个时，索引引用空数据帧 dfOHLCV。

ValueError: Length of passed values is 7, index implies 0

ValueError: Length of passed values is 7, index implies 0

python

algorithmic-trading

python-3.x

ccxt