用pandas从Yahoo!财经加载数据

Question

我正在阅读Wes McKinney的《Python数据分析》这本书，在第139页关于相关性和协方差的部分，当我尝试运行他的代码从Yahoo! Finance获取数据时，出现了一个错误。

这是我运行的代码：

#CORRELATION AND COVARIANCE
import pandas.io.data as web

all_data = {}
for ticker in ['AAPL', 'IBM', 'MSFT', 'GOOG']:
    all_data[ticker] = web.get_data_yahoo(ticker, '1/1/2003', '1/1/2013')

price = DataFrame({tic: data['Adj Close']
                   for tic, data in all_data.iteritems()})
volume = DataFrame({tic: data['Volume']
                    for tic, data in all_data.iteritems()})

这是我遇到的错误：

Traceback (most recent call last):
  File "<stdin>", line 2, in <module>
  File "C:\Users\eMachine\WinPython-64bit-2.7.5.3\python-2.7.5.amd64\lib\site-packages\pandas\io\data.py", line 390, in get_data_yahoo
    adjust_price, ret_index, chunksize, 'yahoo', name)
  File "C:\Users\eMachine\WinPython-64bit-2.7.5.3\python-2.7.5.amd64\lib\site-packages\pandas\io\data.py", line 336, in _get_data_from
    hist_data = src_fn(symbols, start, end, retry_count, pause)
  File "C:\Users\eMachine\WinPython-64bit-2.7.5.3\python-2.7.5.amd64\lib\site-packages\pandas\io\data.py", line 190, in _get_hist_yahoo
    return _retry_read_url(url, retry_count, pause, 'Yahoo!')
  File "C:\Users\eMachine\WinPython-64bit-2.7.5.3\python-2.7.5.amd64\lib\site-packages\pandas\io\data.py", line 169, in _retry_read_url
    "return a 200 for url %r" % (retry_count, name, url))
IOError: after 3 tries, Yahoo! did not return a 200 for url 'http://ichart.yahoo.com/table.csv?s=GOOG&a=0&b=1&c=2000&d=0&e=1&f=2010&g=d&ignore=.csv'
>>> ... >>> >>> ... >>> 

你知道问题出在哪里吗？

Answer 1

我正在使用下面的代码片段来加载雅虎财经的数据。

import pandas_datareader as pdr
from datetime import datetime
from pandas import DataFrame as df

def get_data(selection, sdate, edate):
    data = pdr.get_data_yahoo(symbols=selection, start=sdate, end=edate)
    data =  df(data['Adj Close'])
    return data

start_date = datetime(2017, 1, 1)
end_date = datetime(2019,4,28)

selected = [ 'TD.TO', 'AC.TO', 'BNS.TO', 'ENB.TO', 'MFC.TO','RY.TO','BCE.TO']

print(get_data(selected, start_date, end_date).head(1))

https://repl.it/repls/DevotedBetterAlgorithms

Answer 2

截至2017年6月1日，我从这个页面和其他几个页面整理出了以下内容：

from pandas_datareader import data as web
# import pandas.io.data as web
import fix_yahoo_finance
import datetime

start = datetime.datetime(2010, 1, 1)
end = datetime.datetime(2017, 6, 1)

all_data={}
for ticker in ['AAPL', 'IBM', 'MSFT', 'GOOGL']:
    all_data[ticker] = web.get_data_yahoo(ticker, start, end)

price = DataFrame({tic: data['Adj Close'] 
                   for tic, data in all_data.iteritems()})
volume = DataFrame({tic: data['Volume']
                     for tic, data in all_data.iteritems()})

Answer 3

我也遇到过同样的问题，把'GOOG'改成'GOOGL'似乎就能解决这个问题，前提是你先按照这些说明，把pandas.io.data换成pandas_datareader.data。

http://pandas-datareader.readthedocs.org/en/latest/remote_data.html#yahoo-finance

Answer 4

正如卡尔所说，股票代码的意思变了，雅虎返回了“页面未找到”。

在从网上获取数据时，最好把这个操作放在一个“尝试-异常”的结构里，这样可以处理可能出现的错误。

all_data = {}
for ticker in ['AAPL', 'IBM', 'MSFT', 'GOOG']:
    try:
        all_data[ticker] = web.get_data_yahoo(ticker, '1/1/2003', '1/1/2013')
        price = DataFrame({tic: data['Adj Close']
                    for tic, data in all_data.iteritems()})
        volume = DataFrame({tic: data['Volume']
                    for tic, data in all_data.iteritems()})
    except:
        print "Cant find ", ticker