从 Yahoo! 下载数据金融

Question

您好，我最近参与了一个关于比特币分析的项目，需要从 Yahoo! 下载财务数据。通过 Python 融资。我尝试了 fix_yahoo_finance 和 pandas datareader，但下载文件时网站上似乎存在错误。它总是错过一些日子。所以我决定用美汤，代码如下：

import requests
import time
import pandas as pd
from bs4 import BeautifulSoup

def time_convert(dt):
    time.strptime(dt,'%Y-%m-%d %H:%M:%S')
    s = time.mktime(time.strptime(dt,'%Y-%m-%d %H:%M:%S'))
    return str(int(s))

s = requests.Session()
start = time_convert("2016-02-15 00:00:00")
end   = time_convert("2018-02-15 00:00:00")

r = s.get("https://uk.finance.yahoo.com/quote/BTC-USD/history?period1="+start+"&period2="+end+"&interval=1d&filter=history&frequency=1d"

soup = BeautifulSoup(r.text, 'lxml')
tables = soup.select('table')

df_list = []
for table in tables:
    df_list.append(pd.concat(pd.read_html(table.prettify())))
    df = pd.concat(df_list)
    df.to_excel("E:\PythonData\price_"+'.xlsx')

它有效，但数据不完整，因为网站会在您的鼠标向下滚动到页面末尾时加载数据，但代码不会这样做。我该如何解决这个问题？

Answer 1

Yahoo 曾经有一个财务 api，他们已经终止了它，不过有一个解决方法。

我以前用过this成功过，你不妨看看。

Answer 2

您尝试过使用 Yahoo Financials 吗？它构建得非常好，不会废弃网页。它从 ["context"]["dispatcher"]["stores"] 对象中散列出你想要的数据。它速度非常快，而且制作精良。

$ pip 安装 yahoofinancials

使用示例：

from yahoofinancials import YahooFinancials

tech_stocks = ['AAPL', 'MSFT', 'INTC']
bank_stocks = ['WFC', 'BAC', 'C']

yahoo_financials_tech = YahooFinancials(tech_stocks)
yahoo_financials_banks = YahooFinancials(bank_stocks)

tech_cash_flow_data_an = yahoo_financials_tech.get_financial_stmts('annual', 'cash')
bank_cash_flow_data_an = yahoo_financials_banks.get_financial_stmts('annual', 'cash')

banks_net_ebit = yahoo_financials_banks.get_ebit()
tech_stock_price_data = tech_cash_flow_data.get_stock_price_data()
daily_bank_stock_prices = yahoo_financials_banks.get_historical_stock_data('2008-09-15', '2017-09-15', 'daily')

输出示例：

yahoo_financials = YahooFinancials('WFC')
print(yahoo_financials.get_historical_stock_data("2017-09-10", "2017-10-10", "monthly"))

returns

{
    "WFC": {
        "prices": [
            {
                "volume": 260271600,
                "formatted_date": "2017-09-30",
                "high": 55.77000045776367,
                "adjclose": 54.91999816894531,
                "low": 52.84000015258789,
                "date": 1506830400,
                "close": 54.91999816894531,
                "open": 55.15999984741211
            }
        ],
        "eventsData": [],
        "firstTradeDate": {
            "date": 76233600,
            "formatted_date": "1972-06-01"
        },
        "isPending": false,
        "timeZone": {
            "gmtOffset": -14400
        },
        "id": "1mo15050196001507611600"
    }
}

从 Yahoo! 下载数据金融

Download data from Yahoo! Finance

python

beautifulsoup

yahoo-finance

pandas