python 股价实时数据馈送（脚本调试）

Question

我刚刚开始学习编码，如果这个问题很琐碎，我想提前道歉。

我一直在努力寻找一种方法将股市数据实时输入 python 并偶然发现了这个博客 http://www.quantatrisk.com/2015/05/07/hacking-google-finance-in-pre-market-trading-python/

下面是我复制粘贴的脚本。

import urllib2  # works fine with Python 2.7.9 (not 3.4.+)
import json
import time

def fetchPreMarket(symbol, exchange):
    link = "http://finance.google.com/finance/info?client=ig&q="
    url = link+"%s:%s" % (exchange, symbol)
    u = urllib2.urlopen(url)
    content = u.read()
    data = json.loads(content[3:])
    info = data[0]
    t = str(info["elt"])    # time stamp
    l = float(info["l"])    # close price (previous trading day)
    p = float(info["el"])   # stock price in pre-market (after-hours)
    return (t,l,p)


p0 = 0
while True:
    t, l, p = fetchPreMarket("AAPL","NASDAQ")
    if(p!=p0):
        p0 = p
        print("%s\t%.2f\t%.2f\t%+.2f\t%+.2f%%" % (t, l, p, p-l,
                                                 (p/l-1)*100.))
    time.sleep(60)

这似乎是一个很棒的代码，但当我运行它时，我收到以下错误消息

---------------------------------------------------------------------------
KeyError                                  Traceback (most recent call last)
<ipython-input-11-012ec6dc7b0c> in <module>()
     18 p0 = 0
     19 while True:
---> 20     t, l, p = fetchPreMarket("AAPL","NASDAQ")
     21     if(p!=p0):
     22         p0 = p

<ipython-input-11-012ec6dc7b0c> in fetchPreMarket(symbol, exchange)
     10     data = json.loads(content[3:])
     11     info = data[0]
---> 12     t = str(info["elt"])    # time stamp
     13     l = float(info["l"])    # close price (previous trading day)
     14     p = float(info["el"])   # stock price in pre-market (after-hours)

KeyError: 'elt'

我尝试修改 fetchPreMarket，使其仅输出 info = data[0]，但是当我尝试 'print info' 时，没有任何结果。

提前致谢

Answer 1

所以... Google 财务 API has been discontinued。我很惊讶 link 有效，但数据中没有 "etl"（或 "el"）键。

因此，您将在 info["elt"]

获得 KeyError: 'elt'

供参考，

{
"id": "22144"
,"t" : "AAPL"
,"e" : "NASDAQ"
,"l" : "95.52"
,"l_fix" : "95.52"
,"l_cur" : "95.52"
,"s": "0"
,"ltt":"2:34PM EST"
,"lt" : "Feb 24, 2:34PM EST"
,"lt_dts" : "2016-02-24T14:34:54Z"
,"c" : "+0.83"
,"c_fix" : "0.83"
,"cp" : "0.88"
,"cp_fix" : "0.88"
,"ccol" : "chg"
,"pcls_fix" : "94.69"
}

使用 googlefinance or yahoo-finance python 模块可能比直接调用 API 地址更好。

值得注意的是 Yahoo API 不是 "realtime"。这是大约 15 分钟的延迟报价。

python 股价实时数据馈送（脚本调试）

python stock price real time data feed (script debug)

python

real-time

google-finance