Decorate OHLC data

[s2t2]

Implements an output_format parmater for the Client.get_historical_klines function:

• By default, returns a list of lists (current behavior).
• With output_format="df", returns a pandas.DataFrame
• With output_format="decorated", returns a list of decorated value objects.

[s2t2]

Not sure if CI runs on forks, but here are the results of local tests:

[sammchardy]

Hi @s2t2 I do like this option to update the output, dataframes would be useful for some use cases.

I don't want to have pandas as a default requirement and increase the library size.

Could we make pandas an optional import or move the convertors to utility functions that can convert the output of any kline function. Then if someone wants to use it they can install pandas separately, or with a pip install python-binance[pandas] option. Open to suggestions.

[s2t2]

Hi @sammchardy thanks for your review!

The optional dependency pip install python-binance[pandas] sounds like a good solution, to provide users with maximum flexibility. I haven't done one before but it seems straightforward.

Then we'll need to leave the underlying functions untouched and add separate decorator functions. Or maybe a higher-level service-style class.

I'd be happy to work on incorporating these changes.

[s2t2]

@sammchardy FYI I have implemented these changes in #1147

closing this PR in favor of that one.