Excel VBA：在 Mac 上获取 Yahoo Finance 数据

Question

我正在尝试从 Mac 上的 Excel 上的 Yahoo Finance 获取数据。

据我所知，在 Mac 上获取网络数据的常用方法是 WebQuery。但是，有时它可以正常工作，有时会针对之前正常工作的同一组代码抛出错误 1004。错误文本： "Microsoft Excel cannot access the file %link%. There are several possible reasons:"

我不知道为什么会这样。唯一的建议是因为 URL 不包含 Yahoo 需要的 cookie/crumb。

出于测试目的，我在 Windows 上使用了 WinHttpRequest。它有效 - Excel 成功获取数据。 Mac 上有一个替代方案 - Tim Hall 的 WebHelpers。使用这套出色的工具，我能够在 Mac 上获得饼干和面包屑。但是当我尝试从 Yahoo 下载 CSV 时，response.Content 有这个字符串：{"finance":{"result":null,"error":{"code":"Not Acceptable","description":"HTTP 406 Not Acceptable"}}}.

一般来说，我有几个问题：

有没有办法将cookie添加到WebQuery方法中？不过，我不确定这是否有效并有助于避免错误。
为什么Response return 406错误？特别是这个代码片段：

     client.BaseUrl = tickerURL
     request.Method = HttpGet
     request.Format = PlainText
     request.AddCookie "Cookie", cookie
     request.AddHeader "User-Agent", "Mozilla/5.0 (Windows NT 10.0; WOW64; rv:46.0) Gecko/20100101 Firefox/46.0"

     Set response = client.Execute(request)
     resultFromYahoo = response.Content

这是使用 Windows 上的 WinHttpRequest 或 Mac 上 Tim Hall 的包接收 Yahoo Finance 数据的代码：

Sub getYahooFinanceData(stockTicker As String, StartDate As String, EndDate As String, frequency As String, cookie As String, crumb As String)
' forked from:
' http://investexcel.net/multiple-stock-quote-downloader-for-excel/
    

    Dim resultFromYahoo As String
    Dim objRequest
    Dim csv_rows() As String
    Dim tickerURL As String


    'Make URL
    tickerURL = "https://query1.finance.yahoo.com/v7/finance/download/" & stockTicker & _
        "?period1=" & StartDate & _
        "&period2=" & EndDate & _
        "&interval=" & frequency & "&events=history" & "&crumb=" & crumb
    '***************************************************
               
         
               
    'Get data from Yahoo
    #If Mac Then

        Dim client As New WebClient
        Dim response As WebResponse
        Dim request As New WebRequest
        
        client.BaseUrl = tickerURL
        request.Method = HttpGet
        request.Format = PlainText
        request.AddCookie "Cookie", cookie
        request.AddHeader "User-Agent", "Mozilla/5.0 (Windows NT 10.0; WOW64; rv:46.0) Gecko/20100101 Firefox/46.0"

        Set response = client.Execute(request)
        DoEvents
'' ERROR 406 on MAC ''
        If response.StatusCode = Ok Then
            resultFromYahoo = response.Content
        Else
            MsgBox "An error occured while getting data for " & stockTicker & "'", vbInformation
            Exit Sub
        End If
        
        
    #Else
        Set objRequest = CreateObject("WinHttp.WinHttpRequest.5.1")
        With objRequest
            .Open "GET", tickerURL, False
            .SetRequestHeader "Cookie", cookie
            .Send
            .WaitForResponse
            resultFromYahoo = .ResponseText
        End With
    #End If
    

    '***************************************************
    csv_rows() = Split(resultFromYahoo, Chr(10))
  
End Sub

Answer 1

终于找到解决办法了！在与 Python 相关的类似主题中找到了答案：

总之，我们需要修改user-agent等请求参数来模拟真实的浏览器。而不是这一行：

    request.AddHeader "User-Agent", "Mozilla/5.0 (Windows NT 10.0; WOW64; rv:46.0) Gecko/20100101 Firefox/46.0"

我们需要添加 5 行：

    request.UserAgent = "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/71.0.3578.98 Safari/537.36"
    request.Accept = "text/html,application/xhtml+xml,application/xml;q=0.9,*/*;q=0.8"
    request.AddHeader "Accept-Language", "en-US,en;q=0.5"
    request.AddHeader "DNT", "1"
    request.AddHeader "Connection", "close"

最后的子：

Sub getYahooFinanceData(stockTicker As String, StartDate As String, EndDate As String, frequency As String, cookie As String, crumb As String)
' forked from:
' http://investexcel.net/multiple-stock-quote-downloader-for-excel/

Dim resultFromYahoo As String
Dim objRequest
Dim csv_rows() As String
Dim tickerURL As String

'Make URL
tickerURL = "https://query1.finance.yahoo.com/v7/finance/download/" & stockTicker & _
    "?period1=" & StartDate & _
    "&period2=" & EndDate & _
    "&interval=" & frequency & "&events=history" & "&crumb=" & crumb
'***************************************************
             
'Get data from Yahoo
#If Mac Then

    Dim client As New WebClient
    Dim response As WebResponse
    Dim request As New WebRequest
    
    client.BaseUrl = tickerURL
    request.Method = HttpGet
    request.Format = PlainText
    request.AddCookie "Cookie", cookie
    request.UserAgent = "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/71.0.3578.98 Safari/537.36"
    request.Accept = "text/html,application/xhtml+xml,application/xml;q=0.9,*/*;q=0.8"
    request.AddHeader "Accept-Language", "en-US,en;q=0.5"
    request.AddHeader "DNT", "1"
    request.AddHeader "Connection", "close"

    Set response = client.Execute(request)
    DoEvents

    If response.StatusCode = Ok Then
        resultFromYahoo = response.Content
    Else
        MsgBox "An error occured while getting data for '" & stockTicker & "'", vbInformation
        Exit Sub
    End If
    
    
#Else
    Set objRequest = CreateObject("WinHttp.WinHttpRequest.5.1")
    With objRequest
        .Open "GET", tickerURL, False
        .SetRequestHeader "Cookie", cookie
        .Send
        .WaitForResponse
        resultFromYahoo = .ResponseText
    End With
#End If


'***************************************************
csv_rows() = Split(resultFromYahoo, Chr(10))

End Sub

Excel VBA：在 Mac 上获取 Yahoo Finance 数据

Excel VBA: get Yahoo Finance data on Mac

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xmlhttprequest

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