Reputation: 2996
I am trying to store technical indicator values into the same collection that I have price records. For instance, if the dataframe that is currently stored in a collection in MongoDB looks like this:
Unix Timestamp Date Symbol ... Low Close Volume
1 1562540400000 2019-07-07 23:00:00 BTCUSD ... 11423.00 11475.07 32.996559
2 1562536800000 2019-07-07 22:00:00 BTCUSD ... 11333.59 11423.00 48.937730
3 1562533200000 2019-07-07 21:00:00 BTCUSD ... 11478.20 11526.25 25.323908
4 1562529600000 2019-07-07 20:00:00 BTCUSD ... 11423.94 11515.80 63.211972
and a search for what is stored yeilds:
{'_id': ObjectId('5d30bc55ed1bb60762ac4d8d'), 'Unix Timestamp': 1562544000000, 'Date': '2019-07-08 00:00:00', 'Symbol': 'BTCUSD', 'Open': 11475.07, 'High': 11540.33, 'Low': 11469.53, 'Close': 11506.43, 'Volume': 10.77073088}
{'_id': ObjectId('5d30bc55ed1bb60762ac4d8e'), 'Unix Timestamp': 1562540400000, 'Date': '2019-07-07 23:00:00', 'Symbol': 'BTCUSD', 'Open': 11423.0, 'High': 11482.72, 'Low': 11423.0, 'Close': 11475.07, 'Volume': 32.99655899}
{'_id': ObjectId('5d30bc55ed1bb60762ac4d8f'), 'Unix Timestamp': 1562536800000, 'Date': '2019-07-07 22:00:00', 'Symbol': 'BTCUSD', 'Open': 11526.25, 'High': 11572.74, 'Low': 11333.59, 'Close': 11423.0, 'Volume': 48.9377301868}
{'_id': ObjectId('5d30bc55ed1bb60762ac4d90'), 'Unix Timestamp': 1562533200000, 'Date': '2019-07-07 21:00:00', 'Symbol': 'BTCUSD', 'Open': 11515.8, 'High': 11562.65, 'Low': 11478.2, 'Close': 11526.25, 'Volume': 25.3239076786}
{'_id': ObjectId('5d30bc55ed1bb60762ac4d91'), 'Unix Timestamp': 1562529600000, 'Date': '2019-07-07 20:00:00', 'Symbol': 'BTCUSD', 'Open': 11547.98, 'High': 11624.88, 'Low': 11423.94, 'Close': 11515.8, 'Volume': 63.211972440299995}
Is there a way to update multiple documents with their associated technical indicators? For instance, that dataframe/series could look like:
EMA26 ATR
0 11506.430000 70.80
1 11490.454151 83.43
2 11467.115719 239.15
3 11482.746419 139.65
4 11489.865287 200.94
The only thing I can think of is just iterating over each row in the technical indicators dataframe and update based on the unix timestamp or something.
Upvotes: 0
Views: 669
Reputation: 1428
I think you will have to iterate each document.
I looked for info, but the Collection class in PyMongo Documenttion shows no clue to create a bulk. Instead, it only lets you update a bunch of documents that match a single condition (update_many).
Assuming that your timestamps are unique, there should not be additional issues using update_one.
Upvotes: 1