Function common_process

parser/test_data/inputs/functions.py:19–30

(df: pd.DataFrame, date: str)

    return data

def common_process(df: pd.DataFrame, date: str):
    if len(df) == 0:
        return pd.DataFrame(columns=list(api_to_orderbook_mapping.keys()))
    df.rename(columns=reversed_keys, inplace=True)
    df = df.loc[:, list(api_to_orderbook_mapping.keys())]
    df["datetime"] = pd.to_datetime(
        date + " " + df["datetime"].astype(str), format="%Y%m%d %H%M%S"
    )
    df = df.sort_values(["datetime", "depth"], ascending=[True, True])
    df.set_index("datetime", inplace=True)
    df.drop(columns=["refID"], inplace=True)
    return df