Question

我正试图从yahoo finance api获得RSI指标。

到目前为止，我可以获得CSV格式的引用，但似乎没有针对特定指标的API，例如RSI。

任何人都知道怎么做？

感谢

Answer 1

您拥有计算RSI所需的所有数据。 http://www.investopedia.com/terms/r/rsi.asp

import numpy as np
from urllib.request import urlopen

# The stock to fetch
stock = 'AMD'

# Yahoos API
urlToVisit = 'http://chartapi.finance.yahoo.com/instrument/1.0/'+stock+'/chartdata;type=quote;range=1y/csv'
stockFile = []

# Fetch the stock info from Yahoo API
try:
    sourceCode = urlopen(urlToVisit).read().decode('utf-8')
    splitSource = sourceCode.split('\n')
    for eachLine in splitSource:
        splitLine = eachLine.split(',')
        if len(splitLine)==6:
            if 'values' not in eachLine:
                stockFile.append(eachLine)
except Exception as e:
    print(str(e), 'failed to organize pulled data')

except Exception as e:
    print(str(e), 'failed to pull price data')

date, closep, highp, lowp, openp, volume = np.loadtxt(stockFile, delimiter=',',unpack=True,)


def rsiFunc(prices, n=14):
    # Returns an RSI array
    deltas = np.diff(prices)
    seed = deltas[:n+1]
    up = seed[seed>=0].sum()/n
    down = -seed[seed<0].sum()/n
    rs = up/down
    rsi = np.zeros_like(prices)
    rsi[:n] = 100. - 100./(1.+rs)

    for i in range(n, len(prices)):
        delta = deltas[i-1]
        if delta > 0:
            upval = delta
            downval = 0.
        else:
            upval = 0.
            downval = -delta
        up = (up*(n-1)+upval)/n
        down = (down*(n-1)+downval)/n
        rs = up/down
        rsi[i] = 100. - 100./(1.+rs)
    return rsi


# Lets see what we got here
rsi = rsiFunc(closep)
n = 0
for i in date:
    print('Date stamp:', i, 'RSI', rsi[n])
    n+=1

Answer 2

雅虎财务没有这样的API。我找到了一个有趣的API，似乎可以满足您的需求（https://www.stockvider.com/）。它是全新的，API不提供很多功能，但它旨在涵盖最常见的技术指标。到目前为止，您只能以xml格式获取数据。

例如，您可以获得Apple股票的RSI值：https://api.stockvider.com/data/NASDAQ/AAPL/RSI?start_date=2015-05-20&end_date=2015-07-20

Answer 3

您可以获取报价并使用包计算所需的指标。请参阅quantmod和TTR的示例。

例如：

library(quantmod)
getSymbols('F',src='yahoo',return.class='ts') 
fpr <- Cl(F)
rsi <- RSI(fpr)

tail(cbind(Cl(F),rsi),10)

从yahoo api获取技术指标

3 个答案: