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neurojojo/gist:badfb3a77df0c56038a6252e03393410

Created February 16, 2022 18:42
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gistfile1.txt
import pickle
stock_tseries_df = pd.DataFrame()
for x in ssr_database.iterrows():
try:
thisstock = yf.download( x[1].Ticker, start=x[1].Datetime.date(), end=x[1].NextDay.date(), interval = '30m' )
tmp = pd.DataFrame( [ x[1].Ticker, x[1].Datetime, x[1].NextDay, thisstock['Close'].values[0:13],thisstock['Close'].values[14:],thisstock['Volume'].values[0:13],thisstock['Volume'].values[14:]] ).transpose()
stock_tseries_df = pd.concat( [stock_tseries_df,tmp] )
with open("ssr_database_df.pickle","wb") as f:
pickle.dump(stock_tseries_df,f)
except:
break
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