使用 pandas datareader 提取数据时出现内置键错误

Question

我正在使用 pandas datareader 循环提取数据，前两个循环工作正常。但是从第三个循环开始，代码开始 return 一个意外的内置键盘错误。我想知道既然前两个循环工作正常，为什么从第三个循环开始就出现 return 错误？以及如何修复它？


import pandas as pd
import datetime as dt
import pandas_datareader as web
#====================================================
pd.set_option('display.max_columns', None)
pd.set_option('display.width', None)
pd.set_option('display.max_colwidth', -1)
#############
prev=15
endDate=dt.datetime.today().date()
sDate=endDate-pd.to_timedelta(prev,unit='d')
#############

def get_price(tickers): #input is a list or Series
    result=pd.DataFrame()
    for i in tickers:
        df=pd.DataFrame()
        
        df['Adj Close']=web.DataReader(i,'yahoo',sDate,endDate)['Adj Close']
        df['MA']=df['Adj Close'].rolling(5).mean()
        df.sort_values(ascending=False,inplace=True,by="Date")
        df['Higher?']=df['Adj Close']>df['MA']
        df['Higher?']=df['Higher?'].astype(int)
        
    
        result['{}'.format(i)]=df['Higher?']
        
    return result



#=============================================================================

base_url = "http://www.sectorspdr.com/sectorspdr/IDCO.Client.Spdrs.Holdings/Export/ExportExcel?symbol="

data = {                    
    'Ticker' :      [ 'XLC','XLY','XLP','XLE','XLF','XLV','XLI','XLB','XLRE','XLK','XLU' ]          
,   'Name' :    [ 'Communication Services','Consumer Discretionary','Consumer Staples','Energy','Financials','Health Care','Industrials','Materials','Real Estate','Technology','Utilities' ]           
}                   

spdr_df = pd.DataFrame(data)     

print(spdr_df)




for i, row in spdr_df.iterrows():
    url =  base_url + row['Ticker']
    df_url = pd.read_excel(url)
    header = df_url.iloc[0]
    holdings_df = df_url[1:]
    holdings_df.set_axis(header, axis='columns', inplace=True)
    holdings_df=holdings_df['Symbol'].replace('.','-')
    
    
    a=get_price(holdings_df)
    print(a)

下面列出了错误：

    a=get_price(holdings_df)
  File "C:/Users/austi/Desktop/stock&trading/get etf holdings Main Version.py", line 25, in <module>
    df['Adj Close']=web.DataReader(i,'yahoo',sDate,endDate)['Adj Close']
  File "C:\Users\austi\Downloads\Python 3.6.3\Lib\site-packages\pandas\util\_decorators.py", line 214, in wrapper
    return func(*args, **kwargs)
  File "C:\Users\austi\Downloads\Python 3.6.3\Lib\site-packages\pandas_datareader\data.py", line 387, in DataReader
    session=session,
  File "C:\Users\austi\Downloads\Python 3.6.3\Lib\site-packages\pandas_datareader\base.py", line 251, in read
    df = self._read_one_data(self.url, params=self._get_params(self.symbols))
  File "C:\Users\austi\Downloads\Python 3.6.3\Lib\site-packages\pandas_datareader\yahoo\daily.py", line 165, in _read_one_data
    prices["Date"] = to_datetime(to_datetime(prices["Date"], unit="s").dt.date)
  File "C:\Users\austi\Downloads\Python 3.6.3\Lib\site-packages\pandas\core\frame.py", line 2800, in __getitem__
    indexer = self.columns.get_loc(key)
  File "C:\Users\austi\Downloads\Python 3.6.3\Lib\site-packages\pandas\core\indexes\base.py", line 2648, in get_loc
    return self._engine.get_loc(self._maybe_cast_indexer(key))
  File "C:\Users\austi\Downloads\Python 3.6.3\Lib\site-packages\pandas\_libs\index.cp36-win32.pyd", line 111, in pandas._libs.index.IndexEngine.get_loc
  File "C:\Users\austi\Downloads\Python 3.6.3\Lib\site-packages\pandas\_libs\index.cp36-win32.pyd", line 138, in pandas._libs.index.IndexEngine.get_loc
  File "C:\Users\austi\Downloads\Python 3.6.3\Lib\site-packages\pandas\_libs\hashtable.cp36-win32.pyd", line 1619, in pandas._libs.hashtable.PyObjectHashTable.get_item
    Array of values of which unique will be calculated
  File "C:\Users\austi\Downloads\Python 3.6.3\Lib\site-packages\pandas\_libs\hashtable.cp36-win32.pyd", line 1627, in pandas._libs.hashtable.PyObjectHashTable.get_item
builtins.KeyError: 'Date'```

Answer 1

对于相同的代码，没有日期栏。

要捕获错误并继续，请尝试以下代码：

def get_price(tickers): #input is a list or Series
    result=pd.DataFrame()
    for i in tickers:
        try:
            df=pd.DataFrame()                
            df['Adj Close']=web.DataReader(i,'yahoo',sDate,endDate)['Adj Close']
            df['MA']=df['Adj Close'].rolling(5).mean()
            df.sort_values(ascending=False,inplace=True,by="Date")  # sometimes error
            df['Higher?']=df['Adj Close']>df['MA']
            df['Higher?']=df['Higher?'].astype(int)
            result['{}'.format(i)]=df['Higher?']
        except Exception as ex:  # no date column
            print('Ticker', i, 'ERROR', ex)
            print(df)
        
    return result

使用 pandas datareader 提取数据时出现内置键错误

builtin keyerror while using pandas datareader to extract data

python

pandas

yahoo-finance

datareader

pandas-datareader