TypeError: cannot concatenate object of type '<class 'yfinance.ticker.Options'>'; only Series and DataFrame objs are valid

Question

下面是我的代码，用于从股票代码列表中提取股票期权数据，然后将所有股票期权的数据帧连接成一个。但是，我收到以下错误消息：“TypeError：无法连接类型为‘”的对象；只有 Series 和 DataFrame 对象有效

opt_appended = []

for symbol in tickers:
    try:
        ticker = yf.Ticker(symbol)
        opt = ticker.option_chain('2021-07-30')
        opt_appended.append(opt)
    except ValueError:
        continue
opt_appended = pd.concat(opt_appended)

Answer 1

为了绑定到列表，我们不能使用pd.concat()，所以如果我们将初始值设为数据框，问题就解决了。

import yfinance as yf
import pandas as pd

tickers = ['AAPL','AA','AAL']

opt_appended = pd.DataFrame()

for symbol in tickers:
    try:
        ticker = yf.Ticker(symbol)
        opt = ticker.option_chain('2021-07-30')
        opt_appended = opt_appended.append(opt)
    except ValueError:
        continue

	contractSymbol	lastTradeDate	strike	lastPrice	bid	ask	change	percentChange	volume	openInterest	impliedVolatility	inTheMoney	contractSize	currency
0	AAPL210730C00065000	2021-07-28 19:37:45	65	80.32	78.75	81.3	-1.18	-1.44785	5	81	4.1875	True	REGULAR	USD
1	AAPL210730C00070000	2021-07-22 18:17:27	70	74.95	74.3	75.8	-2.26	-2.92708	2	153	4.01563	True	REGULAR	USD
2	AAPL210730C00075000	2021-07-28 17:19:38	75	70.05	69.25	70.85	-3.39999	-4.62899	20	197	3.67188	True	REGULAR	USD
3	AAPL210730C00080000	2021-07-22 14:59:05	80	67.8	63.9	66.25	0	0	67	133	3.46094	True	REGULAR	USD
4	AAPL210730C00085000	2021-07-27 16:09:57	85	60.95	59.6	61.15	0	0	12	186	3.89063	True	REGULAR	USD

Answer 2

顺序追加到 DataFrame 的成本非常高，因为它需要在每次迭代时构建一个新的 DataFrame。因此，通常避免使用它们。由于 option_chain returns 是一个可迭代的，我们应该 extend 列表而不是附加到列表。然后在最后执行单个concat。

import pandas as pd
import yfinance as yf

tickers = ['AAPL', 'AA', 'AAL']

opts_list = []

for symbol in tickers:
    try:
        ticker = yf.Ticker(symbol)
        opt = ticker.option_chain('2021-07-30')
        opts_list.extend(opt)
    except ValueError:
        continue

new_df = pd.concat(opts_list)

new_df:

         contractSymbol       lastTradeDate  ...  contractSize  currency
0   AAPL210730C00065000 2021-07-28 19:37:45  ...       REGULAR       USD
1   AAPL210730C00070000 2021-07-22 18:17:27  ...       REGULAR       USD
2   AAPL210730C00075000 2021-07-28 17:19:38  ...       REGULAR       USD
3   AAPL210730C00080000 2021-07-22 14:59:05  ...       REGULAR       USD
4   AAPL210730C00085000 2021-07-27 16:09:57  ...       REGULAR       USD
..                  ...                 ...  ...           ...       ...
28   AAL210730P00029000 2021-07-26 13:31:18  ...       REGULAR       USD
29   AAL210730P00029500 2021-07-26 13:32:22  ...       REGULAR       USD
30   AAL210730P00030000 2021-07-22 16:52:08  ...       REGULAR       USD
31   AAL210730P00031000 2021-07-22 15:53:55  ...       REGULAR       USD
32   AAL210730P00032000 2021-07-26 13:30:11  ...       REGULAR       USD

[253 rows x 14 columns]

TypeError: cannot concatenate object of type '<class 'yfinance.ticker.Options'>'; only Series and DataFrame objs are valid

TypeError: cannot concatenate object of type '<class 'yfinance.ticker.Options'>'; only Series and DataFrame objs are valid

python

pandas

dataframe

concatenation

yfinance