使用python

时间:2017-01-31 02:02:45

标签: python yahoo finance stock

我想为美国证券交易所,纽约证券交易所,纳斯达克证券交易所上市的美国股票编制一个筛选器。但是我很难处理月度股票价格信息。 我已经在下面制作了一些代码来获取雅虎财务的月度股票价格。

问题1:如何在AMEX,NYSE,纳斯达克上市所有股票?

问题2:我想做最近三个月的close_price> open_price等条件判断,以及当月的close_price>上个月的close_price,上个月的close_price>每个的前一个月的收盘价自动收报机(判断一些股票的起义趋势)

问题3:我的输出可能有问题? 你可以帮助我摆脱这种情况吗?谢谢。

import pandas_datareader.data as web
import pandas as pd
all_data = {}
for ticker in ['MTW', 'CYH', 'PAH', 'FCX']:
#try:
    all_data[ticker] = web.get_data_yahoo(ticker,'01/01/2016',interval='m')
    print(all_data[ticker])
    #print(all_data)
    open_price = pd.DataFrame({tic: data['Open']
                        for tic, data in all_data.items()})
    close_price = pd.DataFrame({tic: data['Close']
                            for tic, data in all_data.items()})
    volume = pd.DataFrame({tic: data['Volume']
                        for tic, data in all_data.items()})
    #date = pd.DataFrame({tic: data['Date']
                        #for tic, data in all_data.items()})
    print(open_price,close_price,volume)
#except:
    #print("Cant find",ticker)

输出如下:

                Open   High    Low      Close    Volume  Adj Close
Date                                                               
2016-01-04  15.610001  16.07  11.73  15.740001  21098600   3.564441
2016-02-01  15.560000  16.07  13.17  15.850001  16000500   3.589351
2016-03-01  15.990001  17.40   4.00   4.330000   5162800   4.330000
2016-04-01   4.330000   5.87   4.21   5.700000   3370100   5.700000
2016-05-02   5.730000   6.15   5.38   5.700000   3662100   5.700000
2016-06-01   5.630000   5.89   5.03   5.450000   3600500   5.450000
2016-07-01   5.460000   5.79   4.97   5.570000   2903900   5.570000
2016-08-01   5.570000   5.84   4.62   4.900000   2983800   4.900000
2016-09-01   4.920000   4.96   4.27   4.790000   1460400   4.790000
2016-10-03   4.790000   4.86   3.98   4.040000   1311500   4.040000
2016-11-01   4.030000   6.04   3.65   5.960000   2759000   5.960000
2016-12-01   6.010000   6.30   5.70   5.980000   1880800   5.980000
2017-01-03   6.030000   7.57   5.65   7.110000   1886100   7.110000
                  MTW
Date                 
2016-01-04  15.610001
2016-02-01  15.560000
2016-03-01  15.990001
2016-04-01   4.330000
2016-05-02   5.730000
2016-06-01   5.630000
2016-07-01   5.460000
2016-08-01   5.570000
2016-09-01   4.920000
2016-10-03   4.790000
2016-11-01   4.030000
2016-12-01   6.010000
2017-01-03   6.030000                   MTW
Date                 
2016-01-04  15.740001
2016-02-01  15.850001
2016-03-01   4.330000
2016-04-01   5.700000
2016-05-02   5.700000
2016-06-01   5.450000
2016-07-01   5.570000
2016-08-01   4.900000
2016-09-01   4.790000
2016-10-03   4.040000
2016-11-01   5.960000
2016-12-01   5.980000
2017-01-03   7.110000                  MTW
Date                
2016-01-04  21098600
2016-02-01  16000500
2016-03-01   5162800
2016-04-01   3370100
2016-05-02   3662100
2016-06-01   3600500
2016-07-01   2903900
2016-08-01   2983800
2016-09-01   1460400
2016-10-03   1311500
2016-11-01   2759000
2016-12-01   1880800
2017-01-03   1886100
                 Open       High        Low      Close   Volume  Adj Close
Date                                                                      
2016-01-04  25.610001  27.300001  17.650000  21.480000  5194900  17.752066
2016-02-01  21.300001  21.780001  12.860001  15.120001  6480900  12.495868
2016-03-01  15.180001  18.980000  14.910001  18.510000  4489500  15.297522
2016-04-01  18.440001  21.379999  18.000000  19.080000  3343100  19.080000
2016-05-02  16.150000  16.340000  11.810000  13.440000  4500200  13.440000
2016-06-01  13.330000  15.520000  11.700000  12.050000  4401000  12.050000
2016-07-01  12.080000  13.590000  11.430000  12.770000  3953800  12.770000
2016-08-01  12.900000  12.920000   9.660000  10.680000  5137800  10.680000
2016-09-01  10.700000  13.280000   9.810000  11.540000  5801900  11.540000
2016-10-03  11.610000  11.740000   4.880000   5.280000  8011100   5.280000
2016-11-01   5.290000   6.180000   4.150000   5.440000  6704700   5.440000
2016-12-01   5.420000   5.890000   5.240000   5.590000  3224200   5.590000
2017-01-03   5.690000   7.390000   5.410000   6.200000  3640200   6.200000
                  CYH        MTW
Date                            
2016-01-04  25.610001  15.610001
2016-02-01  21.300001  15.560000
2016-03-01  15.180001  15.990001
2016-04-01  18.440001   4.330000
2016-05-02  16.150000   5.730000
2016-06-01  13.330000   5.630000
2016-07-01  12.080000   5.460000
2016-08-01  12.900000   5.570000
2016-09-01  10.700000   4.920000
2016-10-03  11.610000   4.790000
2016-11-01   5.290000   4.030000
2016-12-01   5.420000   6.010000
2017-01-03   5.690000   6.030000                   CYH        MTW
Date                            
2016-01-04  21.480000  15.740001
2016-02-01  15.120001  15.850001
2016-03-01  18.510000   4.330000
2016-04-01  19.080000   5.700000
2016-05-02  13.440000   5.700000
2016-06-01  12.050000   5.450000
2016-07-01  12.770000   5.570000
2016-08-01  10.680000   4.900000
2016-09-01  11.540000   4.790000
2016-10-03   5.280000   4.040000
2016-11-01   5.440000   5.960000
2016-12-01   5.590000   5.980000
2017-01-03   6.200000   7.110000                 CYH       MTW
Date                         
2016-01-04  5194900  21098600
2016-02-01  6480900  16000500
2016-03-01  4489500   5162800
2016-04-01  3343100   3370100
2016-05-02  4500200   3662100
2016-06-01  4401000   3600500
2016-07-01  3953800   2903900
2016-08-01  5137800   2983800
2016-09-01  5801900   1460400
2016-10-03  8011100   1311500
2016-11-01  6704700   2759000
2016-12-01  3224200   1880800
2017-01-03  3640200   1886100
             Open   High   Low  Close   Volume  Adj Close
Date                                                     
2016-01-04  12.35  12.36  6.48   7.63  4767700       7.63
2016-02-01   7.50   8.18  5.25   7.09  5294200       7.09
2016-03-01   7.01   9.48  6.21   8.60  3426300       8.60
2016-04-01   8.38  10.91  8.04  10.30  2084900      10.30
2016-05-02  10.24  10.55  8.39   9.49  2357400       9.49
2016-06-01   9.38  11.06  7.99   8.88  2065000       8.88
2016-07-01   8.79   9.39  7.77   9.20  1490500       9.20
2016-08-01   9.19  10.19  8.68   9.05  1692000       9.05
2016-09-01   9.07   9.75  7.82   8.11  3738300       8.11
2016-10-03   8.13   8.22  6.85   7.29  3499600       7.29
2016-11-01   7.38   9.47  7.16   9.35  2931900       9.35
2016-12-01   9.45  10.59  9.26   9.81  1761000       9.81
2017-01-03   9.90  12.11  9.64  12.00  2278800      12.00
                  CYH        MTW    PAH
Date                                   
2016-01-04  25.610001  15.610001  12.35
2016-02-01  21.300001  15.560000   7.50
2016-03-01  15.180001  15.990001   7.01
2016-04-01  18.440001   4.330000   8.38
2016-05-02  16.150000   5.730000  10.24
2016-06-01  13.330000   5.630000   9.38
2016-07-01  12.080000   5.460000   8.79
2016-08-01  12.900000   5.570000   9.19
2016-09-01  10.700000   4.920000   9.07
2016-10-03  11.610000   4.790000   8.13
2016-11-01   5.290000   4.030000   7.38
2016-12-01   5.420000   6.010000   9.45
2017-01-03   5.690000   6.030000   9.90                   CYH        MTW    PAH
Date                                   
2016-01-04  21.480000  15.740001   7.63
2016-02-01  15.120001  15.850001   7.09
2016-03-01  18.510000   4.330000   8.60
2016-04-01  19.080000   5.700000  10.30
2016-05-02  13.440000   5.700000   9.49
2016-06-01  12.050000   5.450000   8.88
2016-07-01  12.770000   5.570000   9.20
2016-08-01  10.680000   4.900000   9.05
2016-09-01  11.540000   4.790000   8.11
2016-10-03   5.280000   4.040000   7.29
2016-11-01   5.440000   5.960000   9.35
2016-12-01   5.590000   5.980000   9.81
2017-01-03   6.200000   7.110000  12.00                 CYH       MTW      PAH
Date                                  
2016-01-04  5194900  21098600  4767700
2016-02-01  6480900  16000500  5294200
2016-03-01  4489500   5162800  3426300
2016-04-01  3343100   3370100  2084900
2016-05-02  4500200   3662100  2357400
2016-06-01  4401000   3600500  2065000
2016-07-01  3953800   2903900  1490500
2016-08-01  5137800   2983800  1692000
2016-09-01  5801900   1460400  3738300
2016-10-03  8011100   1311500  3499600
2016-11-01  6704700   2759000  2931900
2016-12-01  3224200   1880800  1761000
2017-01-03  3640200   1886100  2278800
             Open       High    Low  Close    Volume  Adj Close
Date                                                           
2016-01-04   6.60   6.760000   3.52   4.60  74784300       4.60
2016-02-01   4.50   7.970000   4.26   7.63  59604100       7.63
2016-03-01   7.84  11.450000   7.26  10.34  54212800      10.34
2016-04-01   9.92  14.060000   8.76  14.00  52896300      14.00
2016-05-02  14.03  14.040000  10.22  11.08  46463800      11.08
2016-06-01  11.08  11.930000   9.82  11.14  39599200      11.14
2016-07-01  11.04  13.590000  10.27  12.96  37208000      12.96
2016-08-01  13.01  13.040000  10.18  10.29  26767400      10.29
2016-09-01  10.32  11.140000   9.43  10.86  32267800      10.86
2016-10-03  10.98  11.200000   9.24  11.18  29236000      11.18
2016-11-01  11.31  16.420000  10.50  15.35  43726700      15.35
2016-12-01  15.50  16.080000  13.13  13.19  27355600      13.19
2017-01-03  13.49  17.059999  13.41  16.25  32808900      16.25
                  CYH    FCX        MTW    PAH
Date                                          
2016-01-04  25.610001   6.60  15.610001  12.35
2016-02-01  21.300001   4.50  15.560000   7.50
2016-03-01  15.180001   7.84  15.990001   7.01
2016-04-01  18.440001   9.92   4.330000   8.38
2016-05-02  16.150000  14.03   5.730000  10.24
2016-06-01  13.330000  11.08   5.630000   9.38
2016-07-01  12.080000  11.04   5.460000   8.79
2016-08-01  12.900000  13.01   5.570000   9.19
2016-09-01  10.700000  10.32   4.920000   9.07
2016-10-03  11.610000  10.98   4.790000   8.13
2016-11-01   5.290000  11.31   4.030000   7.38
2016-12-01   5.420000  15.50   6.010000   9.45
2017-01-03   5.690000  13.49   6.030000   9.90                   CYH    FCX        MTW    PAH
Date                                          
2016-01-04  21.480000   4.60  15.740001   7.63
2016-02-01  15.120001   7.63  15.850001   7.09
2016-03-01  18.510000  10.34   4.330000   8.60
2016-04-01  19.080000  14.00   5.700000  10.30
2016-05-02  13.440000  11.08   5.700000   9.49
2016-06-01  12.050000  11.14   5.450000   8.88
2016-07-01  12.770000  12.96   5.570000   9.20
2016-08-01  10.680000  10.29   4.900000   9.05
2016-09-01  11.540000  10.86   4.790000   8.11
2016-10-03   5.280000  11.18   4.040000   7.29
2016-11-01   5.440000  15.35   5.960000   9.35
2016-12-01   5.590000  13.19   5.980000   9.81
2017-01-03   6.200000  16.25   7.110000  12.00                 CYH       FCX       MTW      PAH
Date                                            
2016-01-04  5194900  74784300  21098600  4767700
2016-02-01  6480900  59604100  16000500  5294200
2016-03-01  4489500  54212800   5162800  3426300
2016-04-01  3343100  52896300   3370100  2084900
2016-05-02  4500200  46463800   3662100  2357400
2016-06-01  4401000  39599200   3600500  2065000
2016-07-01  3953800  37208000   2903900  1490500
2016-08-01  5137800  26767400   2983800  1692000
2016-09-01  5801900  32267800   1460400  3738300
2016-10-03  8011100  29236000   1311500  3499600
2016-11-01  6704700  43726700   2759000  2931900
2016-12-01  3224200  27355600   1880800  1761000
2017-01-03  3640200  32808900   1886100  2278800

0 个答案:

没有答案