从Yahoo Finance获取股票行情记录数据

时间:2019-02-03 06:23:46

标签: python pandas finance yahoo

我正在尝试使用pdr.get_data_yahoo(ticker,start,end)从雅虎财务“调整关闭”数据

我能够将数据提取到数据框中,但无法按代码符号进行排序

我创建了一个来自csv文件的股票代码列表。 并使用get_data_yahoo方法获取每个符号的数据。

但是我无法将数据放入按代码分类的列中,而是将数据连接到1列中,或者我只能从列表中提取1个符号。

import fix_yahoo_finance as fyf
from pandas_datareader import data as pdr
import csv
import datetime
import pandas as pd
import numpy as np
import pandas_datareader as dr

#Stock tickers from csv
#Csv file data looks like this.........................
  Symbol
0  MOQ.AX
1  ONT.AX
2  14D.AX
3  1ST.AX
4  T3D.AX

#----------------------------
Asx_Stocks = pd.read_csv('ASXListedCompaniesAX1.csv',usecols = ['Symbol'], 
squeeze=True)
df_symbol = pd.DataFrame(Asx_Stocks)
print(df_symbol.head())


#df looks like this--------
 Symbol
0  MOQ.AX
1  ONT.AX
2  14D.AX
3  1ST.AX
4  T3D.AX
#-----------------------------
#set symbols to list
symbols = df_symbol['Symbol'].tolist()
symbol is a list of the tickers formatted for australian stock exchange 
(ASX)
e.g....

['MOQ.AX', 'ONT.AX', '14D.AX', '1ST.AX', 'T3D.AX', 'TGP.AX'........]

#set start and end parameters
start = datetime.datetime(2018, 1, 1)
end = datetime.datetime(2019, 1, 1);
#loop through symbols from list and fetch adj close data
for symbol in symbols:
    f = pdr.get_data_yahoo(symbol, start, end)['Adj Close']

    print(f)

我希望每行有一个数据框,作为按收盘价排序的收市价,例如以日期作为索引列

 AAA   DJRE    GOLD     IJR    NDQ  PMGOLD   QCB    VAP    VAS    VCF  \
0  50.15  20.63  170.50  105.25  16.34   18.13  8.27  79.74  72.13  47.25   
1  50.14  20.62  170.86  104.57  16.07   18.27  8.27  81.00  72.03  47.25   
2  50.15  20.53  169.29  104.66  16.11   18.22  8.08  80.39  71.19  47.21   

我得到的是............

[*********************100%***********************]  1 of 1 downloaded
Date
2018-01-01    0.230
2018-01-02    0.230
2018-01-03    0.230
2018-01-04    0.230
2018-01-07    0.230
2018-01-08    0.230
2018-01-09    0.220
2018-01-10    0.220
2018-01-11    0.230
[*********************100%***********************]  1 of 1 downloaded
etc.... continues on many times so data is downloading

我想我得到了一系列单独的数据框,其中包含每个股票的价格数据

但是我需要将它串联到一个数据帧中。

我相信……........

# concatenate all dataframes into one final dataframe  
dfs = [out put from looping through each ticker] 
#perform the joins on DATE column as key and drop null values
df = reduce(lambda left,right: pd.merge(left,right,on='DATE', 
how='outer'), dfs).dropna() df.head(5)

我不确定如何正确实施

1 个答案:

答案 0 :(得分:0)

使用fix-yahoo-finance取得了很多成功。这是github page

before(:each) do
    http_login

    @job = Job.create(:client_id => 1, :title => "Title", :date => Time.now, :number_of_workers => 10, :venue => "Somewhere")
  end