added examples/py/normalize-sparse-candle-timestamp.py fix #3034

examples/py/normalize-sparse-candle-timestamps.py

@@ -0,0 +1,33 @@
+# -*- coding: utf-8 -*-
+
+import os
+import sys
+import datetime
+from pprint import pprint
+
+root = os.path.dirname(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
+sys.path.append(root + '/python')
+
+import ccxt  # noqa: E402
+
+exchange = ccxt.cryptopia({ 'enableRateLimit': True })
+
+symbol = 'ETH/BTC'
+timeframe = '1h'
+
+candles = exchange.fetch_ohlcv(symbol, timeframe)
+
+# timeframe duration in seconds
+duration = exchange.parse_timeframe (timeframe)
+
+# timeframe duration in milliseconds
+duration *= 1000
+
+pprint([[
+    exchange.iso8601 (int(round(candle[0] / duration)) * duration),
+    candle[1],
+    candle[2],
+    candle[3],
+    candle[4],
+    candle[5]
+] for candle in candles])