Question

我无法通过yahoo finance中的pandas下载多种证券的数据。

import pandas as pd
import numpy as np
import pandas_datareader.data as web
df=pd.DataFrame()
symbols = pd.read_excel('C:\Users\alpha\Desktop/sym.xlsx')#eader=None,skiprows=1)
symbols = symbols['values_index'].values.tolist()
for sym in range(2,4):
    df[sym]=web.DataReader(symbols[sym],data_source='yahoo',start='2017-2-21',end='2017-2-24')

我收到以下错误

RemoteDataError: Unable to read URL: http://ichart.finance.yahoo.com/table.csv

尽管所有证券在sym.xlsx中都有效

In [] Symbols
Out [] [u"'NESN.VX'", u"'NOVN.VX'", u"'ROG.VX'", u"'HSBA.L'", u"'FP.PA'", u"'BATS.L'"]

Answer 1

symbols中有额外的单引号。

演示：

In [12]: web.DataReader("'NESN.VX'", 'yahoo', '2017-02-21', '2017-02-24')
...
skipped
...
RemoteDataError: Unable to read URL: http://ichart.finance.yahoo.com/table.csv

In [13]: web.DataReader("NESN.VX", 'yahoo', '2017-02-21', '2017-02-24')
Out[13]:
              Open    High    Low  Close   Volume  Adj Close
Date
2017-02-21  73.075  73.750  73.00  73.45   756500      73.45
2017-02-22  73.250  74.550  73.20  74.40  1371200      74.40
2017-02-23  74.200  74.900  73.90  74.70   727000      74.70
2017-02-24  74.575  74.775  74.05  74.45   965300      74.45

这是一个有点改进的解决方案：

摆脱额外的单引号

In [71]: s = [x.replace("'",'') for x in symbols]

In [72]: s
Out[72]: ['NESN.VX', 'NOVN.VX', 'ROG.VX', 'HSBA.L', 'FP.PA', 'BATS.L']

一步将所有代码读入Pandas.Panel

In [73]: p = web.DataReader(s, 'yahoo', '2017-02-21', '2017-02-24')

In [74]: p
Out[74]:
<class 'pandas.core.panel.Panel'>
Dimensions: 6 (items) x 4 (major_axis) x 6 (minor_axis)
Items axis: Open to Adj Close
Major_axis axis: 2017-02-21 00:00:00 to 2017-02-24 00:00:00
Minor_axis axis: BATS.L to ROG.VX

从Panel

创建DataFrames字典

In [75]: df_dict = {sym:p.loc[:,:,sym] for sym in p.minor_axis}

检查

In [76]: df_dict['FP.PA']
Out[76]:
              Open    High     Low   Close     Volume  Adj Close
Date
2017-02-21  47.750  48.815  47.605  48.400  5859500.0   47.78588
2017-02-22  48.920  48.985  47.990  48.305  5448400.0   47.69208
2017-02-23  48.215  48.585  48.100  48.290  3904200.0   47.67727
2017-02-24  48.110  48.350  47.120  47.735  4937300.0   47.12931

In [77]: df_dict['NESN.VX']
Out[77]:
              Open    High    Low  Close     Volume  Adj Close
Date
2017-02-21  73.075  73.750  73.00  73.45   756500.0      73.45
2017-02-22  73.250  74.550  73.20  74.40  1371200.0      74.40
2017-02-23  74.200  74.900  73.90  74.70   727000.0      74.70
2017-02-24  74.575  74.775  74.05  74.45   965300.0      74.45

In [78]: df_dict.keys()
Out[78]: dict_keys(['BATS.L', 'FP.PA', 'HSBA.L', 'NESN.VX', 'NOVN.VX', 'ROG.VX'])

多个rics雅虎财务数据下载问题

1 个答案: