如何使用 python alpha_vantage API 至 return 延长的盘中数据？

Question

我已经使用 alpha vantage python API 一段时间了，但我只需要提取每日和日内时间序列数据。我正在尝试提取扩展的日内数据，但没有任何运气让它发挥作用。正在尝试运行以下代码：

from alpha_vantage.timeseries import TimeSeries

apiKey = 'MY API KEY'

ts = TimeSeries(key = apiKey, output_format = 'pandas')

totalData, _ = ts.get_intraday_extended(symbol = 'NIO', interval = '15min', slice = 'year1month1')

print(totalData)

给我以下错误：

Traceback (most recent call last):
  File "/home/pi/Desktop/test.py", line 9, in <module>
    totalData, _ = ts.get_intraday_extended(symbol = 'NIO', interval = '15min', slice = 'year1month1')
  File "/home/pi/.local/lib/python3.7/site-packages/alpha_vantage/alphavantage.py", line 219, in _format_wrapper
    self, *args, **kwargs)
  File "/home/pi/.local/lib/python3.7/site-packages/alpha_vantage/alphavantage.py", line 160, in _call_wrapper
    return self._handle_api_call(url), data_key, meta_data_key
  File "/home/pi/.local/lib/python3.7/site-packages/alpha_vantage/alphavantage.py", line 354, in _handle_api_call
    json_response = response.json()
  File "/usr/lib/python3/dist-packages/requests/models.py", line 889, in json
    self.content.decode(encoding), **kwargs
  File "/usr/lib/python3/dist-packages/simplejson/__init__.py", line 518, in loads
    return _default_decoder.decode(s)
  File "/usr/lib/python3/dist-packages/simplejson/decoder.py", line 370, in decode
    obj, end = self.raw_decode(s)
  File "/usr/lib/python3/dist-packages/simplejson/decoder.py", line 400, in raw_decode
    return self.scan_once(s, idx=_w(s, idx).end())
simplejson.errors.JSONDecodeError: Expecting value: line 1 column 1 (char 0)

有趣的是，如果您查看 TimeSeries class，它指出扩展盘中被 returned 作为“一个 csv_reader 对象中的时间序列”，而其他所有内容，对我有用，被 return 编辑为“两个 json 对象”。我 99% 确定这与问题有关，但我不完全确定，因为我认为调用盘中扩展函数至少 return 一些东西（尽管它采用不同的格式），但是而只是给我一个错误。

另一个有趣的小注意事项是该函数拒绝将“adjusted = True”（或 False）作为输入，尽管它在文档中......可能无关，但也许它可能有助于诊断。

Answer 1

似乎 TIME_SERIES_INTRADAY_EXTENDED 只能 return CSV 格式，但 alpha_vantage 包装器应用 JSON 方法，这会导致错误。

我的解决方法：

from alpha_vantage.timeseries import TimeSeries
import pandas as pd

apiKey = 'MY API KEY'

ts = TimeSeries(key = apiKey, output_format = 'csv')

#download the csv
totalData = ts.get_intraday_extended(symbol = 'NIO', interval = '15min', slice = 'year1month1')

#csv --> dataframe
df = pd.DataFrame(list(totalData[0]))

#setup of column and index
header_row=0
df.columns = df.iloc[header_row]
df = df.drop(header_row)
df.set_index('time', inplace=True)

#show output
print(df)

Answer 2

这是一种简单的方法。

ticker = 'IBM'
date= 'year1month2'
apiKey = 'MY API KEY'

df = pd.read_csv('https://www.alphavantage.co/query?function=TIME_SERIES_INTRADAY_EXTENDED&symbol='+ticker+'&interval=15min&slice='+date+'&apikey='+apiKey+'&datatype=csv&outputsize=full') 

#Show output
print(df)

Answer 3

import pandas as pd

symbol = 'AAPL'
interval = '15min'
slice = 'year1month1'
api_key = ''
adjusted = '&adjusted=true&'

csv_url = 'https://www.alphavantage.co/query?function=TIME_SERIES_INTRADAY_EXTENDED&symbol='+symbol+'&interval='+interval+'&slice='+slice+adjusted+'&apikey='+api_key

data = pd.read_csv(csv_url)
print(data.head)

如何使用 python alpha_vantage API 至 return 延长的盘中数据？

How do you use the python alpha_vantage API to return extended intraday data?

python

json

alpha-vantage

csvreader