Question

当我尝试从整个S＆P 500中制作CSV文件时，我收到此错误消息：

Exception has occurred: pandas_datareader._utils.RemoteDataError

没有使用YahooDailyReader提取3M公司的数据

我认为这有问题：

for row in table.findAll('tr') [1:]:
    ticker = row.findAll('td')[0:].text

有人可以帮我吗？提前致谢。

完整代码-

import bs4 as bs
import datetime as dt
import os
import pandas_datareader.data as web
import pickle
import requests

def save_sp500_tickers():
    resp = requests.get('http://en.wikipedia.org/wiki/List_of_S%26P_500_companies')
    soup = bs.BeautifulSoup(resp.text, 'lxml')
    table = soup.find('table', {'class': 'wikitable sortable'})
    tickers = []

    for row in table.findAll('tr') [1:]:
        ticker = row.findAll('td')[0:].text
        tickers.append(ticker)
    with open("sp500tickers.pickle", "wb") as f:
        pickle.dump(tickers, f)
    return tickers

# save_sp500_tickers()
def get_data_from_yahoo(reload_sp500=False):
    if reload_sp500:
        tickers = save_sp500_tickers()
    else:
        with open("sp500tickers.pickle", "rb") as f:
            tickers = pickle.load(f)
    if not os.path.exists('stock_dfs'):
        os.makedirs('stock_dfs')

    start = dt.datetime(2010, 1, 1)
    end = dt.datetime.now()
    for ticker in tickers:
    # just in case your connection breaks, we'd like to save our progress!
        if not os.path.exists('stock_dfs/{}.csv'.format(ticker)):
            df = web.DataReader(ticker, 'yahoo', start, end)
            df.reset_index(inplace=True)
            df.set_index("Date", inplace=True)
            df = df.drop("Symbol", axis=1)
            df.to_csv('stock_dfs/{}.csv'.format(ticker))
        else:
            print('Already have {}'.format(ticker))


 get_data_from_yahoo()

Answer 1

您将需要考虑不再存在的公司，与您的开始和结束参数不兼容的时间轴，或者被yahoo模块识别的时间轴。这对我来说很好

failed = []
passed = []
data = pd.DataFrame()
for x in s&p_symbols:
    try:
    data[x] = web.DataReader(x, data_source= "yahoo", start = "2019-1-1")["Adj Close"]
    passed.append(x)
except (IOError, KeyError):
    msg = 'Failed to read symbol: {0!r}, replacing with NaN.'
    failed.append(x)

Answer 2

代码中有许多过期的部分。我发现的解决方案要求使用以下命令安装fix_yahoo_finance和yfinance：

pip install yfinance
pip install fix_yahoo_finance

这似乎对我有用，下面是完整代码。

import bs4 as bs
import datetime as dt
import os
from pandas_datareader import data as pdr
import pickle
import requests
import fix_yahoo_finance as yf

yf.pdr_override

def save_sp500_tickers():
    resp = requests.get('http://en.wikipedia.org/wiki/List_of_S%26P_500_companies')
    soup = bs.BeautifulSoup(resp.text, 'lxml')
    table = soup.find('table', {'class': 'wikitable sortable'})
    tickers = []
    for row in table.findAll('tr')[1:]:
        ticker = row.findAll('td')[0].text.replace('.', '-')
        ticker = ticker[:-1]
        tickers.append(ticker)
    with open("sp500tickers.pickle", "wb") as f:
        pickle.dump(tickers, f)
    return tickers


# save_sp500_tickers()
def get_data_from_yahoo(reload_sp500=False):
    if reload_sp500:
        tickers = save_sp500_tickers()
    else:
        with open("sp500tickers.pickle", "rb") as f:
            tickers = pickle.load(f)
    if not os.path.exists('stock_dfs'):
        os.makedirs('stock_dfs')
    start = dt.datetime(2019, 6, 8)
    end = dt.datetime.now()
    for ticker in tickers:
        print(ticker)
        if not os.path.exists('stock_dfs/{}.csv'.format(ticker)):
            df = pdr.get_data_yahoo(ticker, start, end)
            df.reset_index(inplace=True)
            df.set_index("Date", inplace=True)
            df.to_csv('stock_dfs/{}.csv'.format(ticker))
        else:
            print('Already have {}'.format(ticker))


save_sp500_tickers()
get_data_from_yahoo()

Answer 3

从Wikipedia进行抓取将“ MMM / n”返回到泡菜文件中。

添加

ticker = ticker[:-1]

到

for row in table.findAll('tr')[1:]: 
    ticker = row.findAll('td')[0].text
    ticker = ticker[:-1]
    tickers.append(ticker)

并重新生成您的泡菜文件。

应将代码置为'MMM'而不是'MMM / n'

Answer 4

即使根据Luc McCutcheon的响应在编辑代码后仍发生相同的错误，您只需要在一段时间后运行相同的功能get_data_from_yahoo()。我相信这是因为Yahoo Finance限制了您可以发出的请求数量。

Answer 5

我使用以下代码来解决它：

failed=[]
passed=[]

def collect_data(data):
  mydata = pd.DataFrame()
  for t in data:
    try:
      mydata[t] = wb.DataReader(t,data_source='yahoo',start='01-10-2019')['Adj Close']
      passed.append(t)
    except (IOError, KeyError):
      msg= 'NaN'
      failed.append(t)

  print(mydata)
  return mydata

未获取任何数据Web.DataReader Panda

5 个答案: