from binance.spot import Spot
import pandas as pd
from pandas import DataFrame
import numpy as np

if __name__ == '__main__':
    cl = Spot()
    r = cl.klines("BTCUSDT", "5m", limit = "100")
    df = DataFrame(r).iloc[:, :6]
    df.columns = list("tohlcv")

    # number of rows to calculate fractal
    n = 10

    df = df.astype({'t': int})
    df = df.astype({'o': float})
    df = df.astype({'h': float})
    df = df.astype({'l': float})
    df = df.astype({'c': float})

     
    # the first way
    df['uf'] = (df['h'] == df['h'].rolling(n+n+1, center=True).max())
    df['df'] = (df['l'] == df['l'].rolling(n+n+1, center=True).min())

    # the second way
    df['upfractal'] = np.where(df['h'] == df['h'].rolling(n+n+1, center=True).max(), True, False)
    df['downfractal'] = np.where(df['l'] == df['l'].rolling(n+n+1, center=True).min(), True, False)
  
    print(df)
   
    df.to_csv('BTC_USD.csv')