Question

我正在使用下面的代码下载股票报价，并且已经意识到DataReader返回的报价与我可以通过他们的网页从Yahoo下载的报价不同。但我无法弄清楚问题是雅虎Feed还是DataReader。有没有人有这种问题的经验？

def downloadQuotes(start_date, end_date, symbols, provider=PROVIDER):
    import pandas.io.data as web

    quotes = web.DataReader(symbols, provider, start_date, end_date)

    if len(quotes.major_axis) == 0:
       # show error message
       raise SystemExit    

    # change symbols to panel items
    quotes = quotes.transpose(2, 1, 0)

    print quotes['VWESX']['Adj Close'][0:23]
    ...

这些来自网页（只有最后一个字段很重要）：

1989-12-29,8.24,8.24,8.24,8.24,000,1.56
1989-12-28,8.25,8.25,8.25,8.25,000,1.55
1989-12-27,8.24,8.24,8.24,8.24,000,1.55
1989-12-26,8.25,8.25,8.25,8.25,000,1.55
1989-12-22,8.29,8.29,8.29,8.29,000,1.56
1989-12-21,8.31,8.31,8.31,8.31,000,1.56
1989-12-20,8.31,8.31,8.31,8.31,000,1.56
1989-12-19,8.31,8.31,8.31,8.31,000,1.56
1989-12-18,8.31,8.31,8.31,8.31,000,1.56
1989-12-15,8.30,8.30,8.30,8.30,000,1.56
1989-12-14,8.30,8.30,8.30,8.30,000,1.56
1989-12-13,8.30,8.30,8.30,8.30,000,1.56
1989-12-12,8.30,8.30,8.30,8.30,000,1.56
1989-12-11,8.30,8.30,8.30,8.30,000,1.56
1989-12-08,8.29,8.29,8.29,8.29,000,1.56
1989-12-07,8.29,8.29,8.29,8.29,000,1.56
1989-12-06,8.30,8.30,8.30,8.30,000,1.56
1989-12-05,8.31,8.31,8.31,8.31,000,1.56
1989-12-04,8.31,8.31,8.31,8.31,000,1.56
1989-12-01,8.30,8.30,8.30,8.30,000,1.56

以及以上代码中的这些：

1989-12-01    1.55
1989-12-04    1.56
1989-12-05    1.56
1989-12-06    1.55
1989-12-07    1.55
1989-12-08    1.55
1989-12-11    1.55
1989-12-12    1.55
1989-12-13    1.55
1989-12-14    1.55
1989-12-15    1.55
1989-12-18    1.56
1989-12-19    1.56
1989-12-20    1.56
1989-12-21    1.56
1989-12-22    1.55
1989-12-26    1.55
1989-12-27    1.54
1989-12-28    1.55
1989-12-29    1.55

谢谢，

JM

Yahoo服务或Pandas DataReader中的错误

0 个答案: