Created
May 19, 2020 04:21
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This func draws data directly from yahoo finance. This requires pandas_datareader, only for simple resampling uses. Otherwise pls obtain proper data set.
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| import pandas as pd | |
| import datetime as dt | |
| import pandas_datareader.data as pdr | |
| p = print | |
| # ============================================================================= | |
| # return dataframe | |
| # ============================================================================= | |
| def YF_data(period, tickers): | |
| df = pd.DataFrame() # dataframe to store close price of each ticker | |
| # ============================================================================= | |
| # Sample Period yearly basis | |
| # ============================================================================= | |
| period = period | |
| sampleperiod = 365 * period | |
| startdate = dt.date.today() - dt.timedelta(days = sampleperiod) | |
| # ============================================================================= | |
| # Ticker symbol inputs | |
| # ============================================================================= | |
| tickers = tickers | |
| # ============================================================================= | |
| # return dataframe | |
| # ============================================================================= | |
| #df = pd.DataFrame() # dataframe to store close price of each ticker | |
| attempt = 0 # initializing passthrough variable | |
| drop = [] # initializing list to store tickers whose close price was successfully extracted | |
| while len(tickers) != 0 and attempt <= 5: | |
| tickers = [j for j in tickers if j not in drop] # removing stocks whose data has been extracted from the ticker list | |
| for i in range(len(tickers)): | |
| try: | |
| temp = pdr.get_data_yahoo(tickers[i], startdate, dt.date.today()) | |
| temp.dropna(inplace = True) | |
| df[tickers[i]] = temp["Adj Close"] | |
| drop.append(tickers[i]) | |
| except: | |
| p(tickers[i]," :failed to fetch data...retrying") | |
| continue | |
| attempt+=1 | |
| return df |
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