Td Ameritrade 下载历史数据 endDate startDate
Td Ameritrade download historical data with endDate startDate
我不知道如何获取特定日期的数据。在我的代码中使用年线,我知道给定日期的毫秒值。
1612159200000.00 AAPL 2/1/2021 6:00
1612418400000.00 AAPL 2/4/2021 6:00
但是将这些值放入代码中是行不通的
data=get_price_history(symbol=i, endDate=1612418400000 , startDate=1612159200000, frequency=1, frequencyType='daily')
import requests
import pandas as pd
import time
import datetime
# tickers_list= ['AAPL', 'AMGN', 'AXP']
# print(len(tickers_list))
key = '****'
def get_price_history(**kwargs):
url = 'https://api.tdameritrade.com/v1/marketdata/{}/pricehistory'.format(kwargs.get('symbol'))
params = {}
params.update({'apikey': key})
for arg in kwargs:
parameter = {arg: kwargs.get(arg)}
params.update(parameter)
return requests.get(url, params=params).json()
tickers_list= ['AAPL', 'AMGN','WMT']
for i in tickers_list:
# get data 1 year 1 day frequency -- good
# data=get_price_history(symbol=i, period=1, periodType='year', frequency=1, frequencyType='daily')
data=get_price_history(symbol=i, endDate=1612418400000 , startDate=1612159200000, frequency=1, frequencyType='daily')
historical['date'] = pd.to_datetime(historical['datetime'], unit='ms')
info=pd.DataFrame(data['candles'])
historical=pd.concat([historical,info])
historical
来自the Ameritrade Price History API documentation:
6 Months / 1 Day, including today's data:
https://api.tdameritrade.com/v1/marketdata/XYZ/pricehistory?periodType=month&frequencyType=daily&endDate=1464825600000
Note that periodType=month is specified because the default periodType is day which is not compatible with the frequencyType daily
所以您的代码中的这一行似乎是:
data=get_price_history(symbol=i, endDate=1612418400000 , startDate=1612159200000, frequency=1, frequencyType='daily')
缺少有效的 periodType
参数。尝试:
data=get_price_history(symbol=i, endDate=1612418400000 , startDate=1612159200000, frequency=1, periodType='month', frequencyType='daily')
我不知道如何获取特定日期的数据。在我的代码中使用年线,我知道给定日期的毫秒值。
1612159200000.00 AAPL 2/1/2021 6:00
1612418400000.00 AAPL 2/4/2021 6:00
但是将这些值放入代码中是行不通的
data=get_price_history(symbol=i, endDate=1612418400000 , startDate=1612159200000, frequency=1, frequencyType='daily')
import requests
import pandas as pd
import time
import datetime
# tickers_list= ['AAPL', 'AMGN', 'AXP']
# print(len(tickers_list))
key = '****'
def get_price_history(**kwargs):
url = 'https://api.tdameritrade.com/v1/marketdata/{}/pricehistory'.format(kwargs.get('symbol'))
params = {}
params.update({'apikey': key})
for arg in kwargs:
parameter = {arg: kwargs.get(arg)}
params.update(parameter)
return requests.get(url, params=params).json()
tickers_list= ['AAPL', 'AMGN','WMT']
for i in tickers_list:
# get data 1 year 1 day frequency -- good
# data=get_price_history(symbol=i, period=1, periodType='year', frequency=1, frequencyType='daily')
data=get_price_history(symbol=i, endDate=1612418400000 , startDate=1612159200000, frequency=1, frequencyType='daily')
historical['date'] = pd.to_datetime(historical['datetime'], unit='ms')
info=pd.DataFrame(data['candles'])
historical=pd.concat([historical,info])
historical
来自the Ameritrade Price History API documentation:
6 Months / 1 Day, including today's data:
https://api.tdameritrade.com/v1/marketdata/XYZ/pricehistory?periodType=month&frequencyType=daily&endDate=1464825600000
Note that periodType=month is specified because the default periodType is day which is not compatible with the frequencyType daily
所以您的代码中的这一行似乎是:
data=get_price_history(symbol=i, endDate=1612418400000 , startDate=1612159200000, frequency=1, frequencyType='daily')
缺少有效的 periodType
参数。尝试:
data=get_price_history(symbol=i, endDate=1612418400000 , startDate=1612159200000, frequency=1, periodType='month', frequencyType='daily')