使用python中的Pandas重新采样实时Websocket滴答作响的蜡烛

Question

我试图用pandas从KiteTicker websocket重新采样成OHLC蜡烛，这是我编写的代码，它可以很好地与单一仪器（第9行评论trd峎u组合），但不适用于多个仪器（第8行），因为它混合了不同仪器的数据。在

有什么方法可以和蜡烛有关吗？或者让它在多种仪器下工作？在

我想运行我的算法在多个仪器一次，请建议如果有更好的方法绕过它。在

from kiteconnect import KiteTicker;
from kiteconnect import KiteConnect;
import logging
import time,os,datetime,math;
import winsound
import pandas as pd

trd_portfolio = {954883:"USDINR19MARFUT",4632577:"JUBLFOOD"} 
# trd_portfolio = {954883:"USDINR19MARFUT"}

trd_tkn1 = [];

for x in trd_portfolio:
    trd_tkn1.append(x)


c_id = '****************'
ak = '************'
asecret = '*************************'

kite = KiteConnect(api_key=ak)
print('[*] Generate access Token : ',kite.login_url())
request_tkn = input('[*] Enter Your Request Token Here : ')[-32:];
data = kite.generate_session(request_tkn, api_secret=asecret)
kite.set_access_token(data['access_token'])
kws = KiteTicker(ak, data['access_token'])

#columns in data frame
df_cols = ["Timestamp", "Token", "LTP"]

data_frame = pd.DataFrame(data=[],columns=df_cols, index=[])

def on_ticks(ws, ticks):

    global data_frame, df_cols

    data = dict() 

    for company_data in ticks:
        token = company_data["instrument_token"]
        ltp = company_data["last_price"]
        timestamp = company_data['timestamp']

        data[timestamp] = [timestamp, token, ltp]

    tick_df = pd.DataFrame(data.values(), columns=df_cols, index=data.keys()) #
    data_frame = data_frame.append(tick_df)

    ggframe=data_frame.set_index(['Timestamp'],['Token'])
    print ggframe
    gticks=ggframe.ix[:,['LTP']]
    candles=gticks['LTP'].resample('1min').ohlc().dropna()
    print candles

def on_connect(kws , response):
    print('Connected')
    kws.subscribe(trd_tkn1)
    kws.set_mode(kws.MODE_FULL, trd_tkn1)

def on_close(ws, code, reason):
    print('Connection Error')


kws.on_ticks = on_ticks
kws.on_connect = on_connect
kws.on_close = on_close

kws.connect()