Issue with getting history ohlcv from example

• OS: Win10 64x
• Programming Language version: python 3.8.2
• CCXT version: 1.26.54

Hi. I’m stuck here almost for 2 days and couldn’t find a solution. It is possible example is too outdated

My goal is to fetch data to csv. But when i try to just bluntly use an example to give it a test, it gets me wrong data.

you see, in the example @kroitor wants to get ohlcv from 016-01-01T00:00:00Z with limit = 100 days But instead data passed to csv from 2017-12-22T00:00:00.000Z to 2020-04-20T00:00:00.000Z

I posted the last line. Whole code is available here: ccxt/examples/py/binance-fetch-ohlcv-to-csv.py

scrape_candles_to_csv('binance.csv', 'binance', 3, 'NEBL/ETH', '1d', '2016-01-01T00:00:00Z', 100)

"C:\Program Files\Python38\python.exe" C:/Users/Leo/PycharmProjects/NewProject/get_currs_history_fuck.py
100 candles in total from 2020-01-12T00:00:00.000Z to 2020-04-20T00:00:00.000Z
200 candles in total from 2019-10-04T00:00:00.000Z to 2020-04-20T00:00:00.000Z
...
800 candles in total from 2018-02-11T00:00:00.000Z to 2020-04-20T00:00:00.000Z
900 candles in total from 2017-12-22T00:00:00.000Z to 2020-04-20T00:00:00.000Z
Saved 900 candles from 2017-12-22T00:00:00.000Z to 2020-04-20T00:00:00.000Z to binance.csv

Process finished with exit code 0

[kroitor]

@SpinningSlash let me know if the above does not resolve the issue.

[kroitor]

@SpinningSlash by default, that example will fetch OHLCV in batches by 100 candles (100 days) backwards in time, starting from today – into the past. That is why it returned slightly more candles, starting earlier than your since date. If you want the starting date to be exactly at your since value – just filter your candles accordingly.

Change line 47 here:

    return all_ohlcv

↓

    return exchange.filter_by_since_limit(all_ohlcv, since, None, key=0)

In short, those snippets are examples showing the concepts of how to use the CCXT code, but they’re not supposed to be used as is for your production needs. In other words, you’re expected to read the example code and understand what it does to be able to change it and manage it how you want, depending on your needs.

I’ve uploaded the edited example:

• https://github.com/ccxt/ccxt/blob/master/examples/py/binance-fetch-ohlcv-to-csv.py#L47