batchJGTADSLocal.py

import jgtpy.JGTPDS as pds
import jgtpy.JGTIDS as ids
import jgtpy.JGTCDS as cds
import jgtpy.JGTADS as ads

import os

# List of columns to remove
columns_to_remove = ['aofvalue', 'aofhighao', 'aoflowao', 'aofhigh', 'aoflow', 'aocolor', 'accolor','fdbbhigh','fdbblow','fdbshigh','fdbslow']

# Define the file path based on the environment variable or local path
data_path = os.environ.get('JGTPY_DATA', './data')
data_path=os.path.join(data_path,'cds')


instrument="EUR/USD"
timeframe = "D1"

instruments = ["USD/CAD", "EUR/USD", "GBP/USD", "AUD/USD"]
timeframes = ["W1","D1", "H4", "H1", "m15","m5"]


for timeframe in timeframes:
  
  for instrument in instruments:
    print("Doing CDS for : " + instrument + "_" + timeframe)
    c=cds.createFromPDSFile(instrument,timeframe)
    #print(c)
    # Remove the specified columns
    c = c.drop(columns=columns_to_remove, errors='ignore')
    
    fpath=pds.mk_fullpath(instrument,timeframe,'csv',data_path)
    c.to_csv(fpath)