1

以下のプログラムを実行して、株式情報を抽出しています。

import datetime
import pandas as pd
from pandas import DataFrame
from pandas.io.data import DataReader
symbols_list = ['AAPL', 'TSLA', 'YHOO','GOOG', 'MSFT','ALTR','WDC','KLAC']

symbols=[]
for ticker in symbols_list: 
    r = DataReader(ticker, "yahoo", 
                   start=datetime.datetime(2015, 4, 17))
    # add a symbol column
    r['Symbol'] = ticker 
    symbols.append(r)
# concatenate all the dfs
df = pd.concat(symbols)
#define cell with the columns that i need
cell= df[['Symbol','Open','High','Low','Adj Close','Volume']]
#changing sort of Symbol (ascending) and Date(descending) setting Symbol as first column and changing date format
cell.reset_index().sort(['Symbol', 'Date'], ascending=[1,0]).set_index('Symbol').to_csv('stock.csv', date_format='%d/%m/%Y')

これは完璧に動作します。しかし、開始日を今日 (2015 年 4 月 20 日) に変更すると、プログラムでエラーが発生します。終了日も指定しようとしましたが、役に立ちません。以下は私が得るエラーです:

UnboundLocalError                         Traceback (most recent call last)
<ipython-input-38-a05c721d551a> in <module>()
      8 for ticker in symbols_list:
      9     r = DataReader(ticker, "yahoo", 
---> 10                    start=datetime.datetime(2015, 4, 20))
     11     # add a symbol column
     12     r['Symbol'] = ticker

/usr/local/lib/python2.7/site-packages/pandas/io/data.pyc in DataReader(name, data_source, start, end, retry_count, pause)
     75         return get_data_yahoo(symbols=name, start=start, end=end,
     76                               adjust_price=False, chunksize=25,
---> 77                               retry_count=retry_count, pause=pause)
     78     elif data_source == "google":
     79         return get_data_google(symbols=name, start=start, end=end,

/usr/local/lib/python2.7/site-packages/pandas/io/data.pyc in get_data_yahoo(symbols, start, end, retry_count, pause, adjust_price, ret_index, chunksize, interval)
    418         raise ValueError("Invalid interval: valid values are 'd', 'w', 'm' and 'v'")
    419     return _get_data_from(symbols, start, end, interval, retry_count, pause,
--> 420                           adjust_price, ret_index, chunksize, 'yahoo')
    421 
    422 

/usr/local/lib/python2.7/site-packages/pandas/io/data.pyc in _get_data_from(symbols, start, end, interval, retry_count, pause, adjust_price, ret_index, chunksize, source)
    359     # If a single symbol, (e.g., 'GOOG')
    360     if isinstance(symbols, (compat.string_types, int)):
--> 361         hist_data = src_fn(symbols, start, end, interval, retry_count, pause)
    362     # Or multiple symbols, (e.g., ['GOOG', 'AAPL', 'MSFT'])
    363     elif isinstance(symbols, DataFrame):

/usr/local/lib/python2.7/site-packages/pandas/io/data.pyc in _get_hist_yahoo(sym, start, end, interval, retry_count, pause)
    206            '&g=%s' % interval +
    207            '&ignore=.csv')
--> 208     return _retry_read_url(url, retry_count, pause, 'Yahoo!')
    209 
    210 

/usr/local/lib/python2.7/site-packages/pandas/io/data.pyc in _retry_read_url(url, retry_count, pause, name)
    175     #Get rid of unicode characters in index name.
    176     try:
--> 177         rs.index.name = rs.index.name.decode('unicode_escape').encode('ascii', 'ignore')
    178     except AttributeError:
    179         #Python 3 string has no decode method.

UnboundLocalError: local variable 'rs' referenced before assignment
4

1 に答える 1

0

@JohnE による提案をまとめると、以下のコードが機能するようです。

import pandas as pd

symbols_list = ['AAPL', 'TSLA', 'YHOO','GOOG', 'MSFT','ALTR','WDC','KLAC']

result = []
for ticker in symbols_list:
    url = 'http://chartapi.finance.yahoo.com/instrument/1.0/%s/chartdata;type=quote;range=1d/csv' % ticker.lower()
    data = pd.read_csv(url, skiprows=17)
    data.columns = ['timestamp', 'close', 'high', 'low', 'open', 'close']
    data['ticker'] = ticker
    result.append(data)

pd.concat(result)

結果は次のようになります。

      timestamp     close      high       low      open   close ticker
0    1429536719  125.5500  125.5700  125.4170  125.5100  183600   AAPL
1    1429536772  125.5900  125.6399  125.4600  125.5200  215000   AAPL
2    1429536835  125.7500  125.8000  125.5600  125.5901  348500   AAPL
...
367  1429559941   58.5700   58.5800   58.5400   58.5800  119100   KLAC
368  1429559946   58.5700   58.5700   58.5700   58.5700       0   KLAC
369  1429560000   58.5600   58.5600   58.5600   58.5600       0   KLAC
于 2015-04-21T03:36:28.167 に答える