Myujth

def smaShort(self):
 while True:
 ohlcv_candles = bitmex2.bitmex.fetch_ohlcv(self, symbol= 'XBTUSD', timeframe= '5m')
 mas = 
 mas = ohlcv_candles.rolling(window=5).mean()
 return mas#[-1]

when trying to call smaShort function

logger.info("sma short value:" (self.smaShort()))

I get the error smaShort is not callable, anybody know what I am doing wrong?

import pandas as pd
import ccxt

exchange = ccxt.bitmex(
 'enableRateLimit': True, # required by the Manual
)

ohlcv = exchange.fetch_ohlcv('BTC/USD', '1m')

df = pd.DataFrame (ohlcv)
df[4].rolling(window=5).mean() # OHLCV, C (closing price) has index 4

1. Bitmex does not have a XBTUSD symbol, it's a market id not a symbol, as explained in the Manual: https://github.com/ccxt/ccxt/wiki/Manual#symbols-and-market-ids. The correct symbol is BTC/USD.


2. Also, according to CCXT Manual, the call to bitmex.fetch_ohlcv will return the following structure: https://github.com/ccxt/ccxt/wiki/Manual#ohlcv-structure.


3. The ohlcv structure is a plain array/list of arrays with OHLCV candle values, not a Pandas DataFrame, so you can't call .rolling(window=5).mean() on a list, you have to convert it to a DataFrame first, like shown above (or in any other way supported by Pandas).