bug fixes

tradingfeatures/apis/bitmex/base.py

@@ -34,7 +34,7 @@ def get(self,
 
         start, end, out_of_range = self.calc_start(limit, start, end, interval)
         if out_of_range:
-            return self.get_hist(start=start, end=end)
+            return self.get_hist(start=start, end=end, columns=columns)
 
         address = address or self.address
         address = self.base_address + address

tradingfeatures/apis/bitmex/funding.py

@@ -67,10 +67,11 @@ def get_recent(self, df):   # Recent Funding
         df_final = df_final[['fundingRate']]
         return df_final
 
-    def get_hist(self, convert_funds=False, *args, **kwargs):  
+    def get_hist(self, columns=None, convert_funds=False, *args, **kwargs):  
+        columns = ['fundingRate', 'fundingRateDaily'] if columns is None else columns
         return apiBase.get_hist(
             self,
-            columns=['fundingRate', 'fundingRateDaily'],
+            columns=columns,
             interval='8h',
             *args, **kwargs
         )

tradingfeatures/apis/bitmex/quote.py

@@ -16,13 +16,6 @@ def __init__(self):
         self.start = 1423227200        
 
     def get(self, symbol=None, query=None, start=None, end=None, *args, **kwargs):
-        # start = self.start if start is None else start
-        # end = time.time() if end is None else end
-        # start, end = self.to_date(start), self.to_date(end)
-        # symbol = symbol or 'XBT'
-
-        # if query is None:
-        #     query = {'symbol': symbol, 'binSize': interval, 'count': self.limit, 'reverse': 'false', 'startTime': start}
 
         return super(bitmexQuote, self).get(
             query=query,
@@ -31,10 +24,12 @@ def get(self, symbol=None, query=None, start=None, end=None, *args, **kwargs):
             *args, **kwargs
         )
 
-    def get_hist(self, convert_funds=False, *args, **kwargs):
+    def get_hist(self, columns=None, convert_funds=False, *args, **kwargs):
+        columns = ['bidSize', 'bidPrice', 'askPrice', 'askSize'] if columns is None else columns
+
         df = apiBase.get_hist(
             self,
-            columns=['bidSize', 'bidPrice', 'askPrice', 'askSize'],
+            columns=columns,
             # interval='8h',
             *args, **kwargs
         )

tradingfeatures/uber.py

@@ -49,7 +49,7 @@ def eval_get(self, limit=1000, **kwargs):
 
         # Fix for 0 and nan - check here again later
         merged = merged.replace(0, np.nan)
-        if df.isnull().values.any():    # Check here later
+        if merged.isnull().values.any():    # Check here later
             merged = merged.interpolate()
 
         return merged
@@ -96,14 +96,7 @@ def get(self, path='', datasets=None, merge=True, trends=False, date=True,
                 df_final[item] = df_main.loc[:, df_main.columns.str.contains(item)].mean(axis=1)
 
         if date:
-            df_final['date'] = pd.to_datetime(df_final.index, unit='s', utc=True)
-
-        # Extras
-        # if experiment_binance:
-        #     binance_api = self.apis_dict['binance']
-        #     columns = ['quote_asset_volume', 'number_of_trades', 'taker_base_asset_volume', 'taker_quote_asset_volume']
-        #     features = binance_api.get()[columns]
-        #     df_final = df_final.join(features)
+            df_final['date'] = pd.to_datetime(df_final.index, unit='s', utc=True)            
 
         if trends:
             df_trends = self.google_trends.update('uber_data')