如何从不同的交易所获取数量数据?

时间:2018-12-13 14:39:58

标签: quandl

我成功地从Quantl的WIKI交易所的股票代号MSCI的数据中获取数据,但是我无法从任何其他交易所市场(如LVMH,其股票代号为EURONEXT上的MC,根据this Quandl page)获得数据。确实,当我尝试使用以下命令实例化需要它的Stocker时:

class Stocker():

    # Initialization requires a ticker symbol
    def __init__(self, ticker, exchange='WIKI'):
        print("test")

        # Enforce capitalization
        ticker = ticker.upper()

        # Symbol is used for labeling plots
        self.symbol = ticker

        stock = quandl.get('%s/%s' % (exchange, ticker))

msci = Stocker('MC',exchange='EURONEXT')

我收到一个KeyError:

KeyError                                  Traceback (most recent call last)
C:\ProgramData\Anaconda3\lib\site-packages\pandas\core\indexes\base.py in get_loc(self, key, method, tolerance)
   3077             try:
-> 3078                 return self._engine.get_loc(key)
   3079             except KeyError:

pandas\_libs\index.pyx in pandas._libs.index.IndexEngine.get_loc()

pandas\_libs\index.pyx in pandas._libs.index.IndexEngine.get_loc()

pandas\_libs\hashtable_class_helper.pxi in pandas._libs.hashtable.PyObjectHashTable.get_item()

pandas\_libs\hashtable_class_helper.pxi in pandas._libs.hashtable.PyObjectHashTable.get_item()

KeyError: 'Close'

During handling of the above exception, another exception occurred:

KeyError                                  Traceback (most recent call last)
<ipython-input-44-38b3f851b147> in <module>
----> 1 msci = Stocker('MC',exchange='EURONEXT')
      2 # MSCI AC World for Bloomsberg : M1WD ? Doesn't work
      3 # FMWO1
      4 # CHRIS/EUREX_FMWO1

~\Documents\Programming\Luxurynsight\Finance\stocker.py in __init__(self, ticker, exchange)
     45         # Columns required for prophet
     46         stock['ds'] = stock['Date']
---> 47 
     48         if ('Adj. Close' not in stock.columns):
     49             stock['Adj. Close'] = stock['Close']

C:\ProgramData\Anaconda3\lib\site-packages\pandas\core\frame.py in __getitem__(self, key)
   2686             return self._getitem_multilevel(key)
   2687         else:
-> 2688             return self._getitem_column(key)
   2689 
   2690     def _getitem_column(self, key):

C:\ProgramData\Anaconda3\lib\site-packages\pandas\core\frame.py in _getitem_column(self, key)
   2693         # get column
   2694         if self.columns.is_unique:
-> 2695             return self._get_item_cache(key)
   2696 
   2697         # duplicate columns & possible reduce dimensionality

C:\ProgramData\Anaconda3\lib\site-packages\pandas\core\generic.py in _get_item_cache(self, item)
   2487         res = cache.get(item)
   2488         if res is None:
-> 2489             values = self._data.get(item)
   2490             res = self._box_item_values(item, values)
   2491             cache[item] = res

C:\ProgramData\Anaconda3\lib\site-packages\pandas\core\internals.py in get(self, item, fastpath)
   4113 
   4114             if not isna(item):
-> 4115                 loc = self.items.get_loc(item)
   4116             else:
   4117                 indexer = np.arange(len(self.items))[isna(self.items)]

C:\ProgramData\Anaconda3\lib\site-packages\pandas\core\indexes\base.py in get_loc(self, key, method, tolerance)
   3078                 return self._engine.get_loc(key)
   3079             except KeyError:
-> 3080                 return self._engine.get_loc(self._maybe_cast_indexer(key))
   3081 
   3082         indexer = self.get_indexer([key], method=method, tolerance=tolerance)

pandas\_libs\index.pyx in pandas._libs.index.IndexEngine.get_loc()

pandas\_libs\index.pyx in pandas._libs.index.IndexEngine.get_loc()

pandas\_libs\hashtable_class_helper.pxi in pandas._libs.hashtable.PyObjectHashTable.get_item()

pandas\_libs\hashtable_class_helper.pxi in pandas._libs.hashtable.PyObjectHashTable.get_item()

0 个答案:

没有答案