自從Yahoo! finance(雅虎財(cái)經(jīng))部門停止更新了他們的歷史數(shù)據(jù)API初橘，許多依賴它的程序停止工作劣摇。yfinance旨在通過提供一種可靠的缩挑、線程化的坐搔、Python化的方式從下載歷史股票交易市場(chǎng)數(shù)據(jù)來解決這個(gè)問題巧勤。
這個(gè)庫(kù)最初被命名為
fix-yahoo-finance腊凶，但后來作者將其重命名為yfinance涨共，因?yàn)樽髡卟辉僬J(rèn)為它只是一個(gè)“修復(fù)fix”工具庐椒。出于競(jìng)爭(zhēng)力落后的原因测暗，fix-yahoo-finance現(xiàn)在導(dǎo)入并使用yfinance央串，但您應(yīng)該直接安裝并使用yfinance。
Ticker模塊
Ticker 模塊可以讓使用者用一種更Pythonic的方式獲取股市交易數(shù)據(jù)：
#導(dǎo)入`yfinance`庫(kù)
import yfinance as yf
#定義msft導(dǎo)入微軟的股票信息
msft = yf.Ticker("MSFT")
# 獲取股票信息
msft.info
# 獲取歷史交易信息
hist = msft.history(period="max")
# 顯示操作(分紅碗啄、拆分)(dividends, splits)
msft.actions
# show dividends
msft.dividends
# show splits
msft.splits
# show financials
msft.financials
msft.quarterly_financials
# show major holders展示主要持有人
stock.major_holders
# show institutional holders展示機(jī)構(gòu)持有人
stock.institutional_holders
# show balance heet顯示資產(chǎn)負(fù)債表
msft.balance_sheet
msft.quarterly_balance_sheet
# show cashflow 現(xiàn)金流量表
msft.cashflow
msft.quarterly_cashflow
# show earnings收益
msft.earnings
msft.quarterly_earnings
# show sustainability 可持續(xù)性
msft.sustainability
# show analysts recommendations 向分析師展示建議
msft.recommendations
# show next event (earnings, etc)
msft.calendar
# show ISIN code - *experimental*
# ISIN = International Securities Identification Number
msft.isin
# show options expirations 顯示期權(quán)到期
msft.options
# get option chain for specific expiration 獲取特定到期的期權(quán)鏈
opt = msft.option_chain('YYYY-MM-DD')
# data available via: opt.calls, opt.puts數(shù)據(jù)可通過以下方式獲得：opt.calls质和，opt.puts
如果要使用代理服務(wù)器下載數(shù)據(jù)，請(qǐng)使用：
import yfinance as yf
msft = yf.Ticker("MSFT")
msft.history(..., proxy="PROXY_SERVER")
msft.get_actions(proxy="PROXY_SERVER")
msft.get_dividends(proxy="PROXY_SERVER")
msft.get_splits(proxy="PROXY_SERVER")
msft.get_balance_sheet(proxy="PROXY_SERVER")
msft.get_cashflow(proxy="PROXY_SERVER")
msgt.option_chain(..., proxy="PROXY_SERVER")
...
要初始化多個(gè)股票代碼對(duì)象稚字，請(qǐng)使用:
import yfinance as yf
tickers = yf.Tickers('msft aapl goog')
# ^ returns a named tuple of Ticker objects
# access each ticker using (example)
tickers.msft.info
tickers.aapl.history(period="1mo")
tickers.goog.actions
獲取多個(gè)股票的數(shù)據(jù):
import yfinance as yf
data = yf.download("SPY AAPL", start="2017-01-01", end="2017-04-30")
作者還添加了一些便捷參數(shù)來使工作更輕松 :)
data = yf.download( # or pdr.get_data_yahoo(...
# tickers list or string as well
tickers = "SPY AAPL MSFT",
# use "period" instead of start/end
# valid periods: 1d,5d,1mo,3mo,6mo,1y,2y,5y,10y,ytd,max
# (optional, default is '1mo')
period = "ytd",
# fetch data by interval (including intraday if period < 60 days)
# valid intervals: 1m,2m,5m,15m,30m,60m,90m,1h,1d,5d,1wk,1mo,3mo
# (optional, default is '1d')
interval = "1m",
# group by ticker (to access via data['SPY'])
# (optional, default is 'column')
group_by = 'ticker',
# adjust all OHLC automatically
# (optional, default is False)
auto_adjust = True,
# download pre/post regular market hours data
# (optional, default is False)
prepost = True,
# use threads for mass downloading? (True/False/Integer)
# (optional, default is True)
threads = True,
# proxy URL scheme use use when downloading?
# (optional, default is None)
proxy = None
)
pandas_datareader覆蓋
如果您的代碼使用pandas_datareader饲宿，并且您想更快地下載數(shù)據(jù)，則可以“劫持” pandas_datareader.data.get_data_yahoo()方法以使用yfinance胆描，同時(shí)確保返回的數(shù)據(jù)與pandas_datareader的get_data_yahoo()格式相同瘫想。
from pandas_datareader import data as pdr
import yfinance as yf
yf.pdr_override() # <== that's all it takes :-)
# download dataframe
data = pdr.get_data_yahoo("SPY", start="2017-01-01", end="2017-04-30")
安裝
Install yfinance using pip:
$ pip install yfinance --upgrade --no-cache-dir
Install yfinance using conda:
$ conda install -c ranaroussi yfinance
依賴環(huán)境
可先依賴項(xiàng) (if you want to use pandas_datareader)
- pandas_datareader >= 0.4.0
法律資料
yfinance is distributed under the Apache Software License. See the LICENSE.txt file in the release for details.
今天練習(xí)通過ipython實(shí)現(xiàn)，記錄如下：
先激活python的小環(huán)境：
501 cd /Users/chelsea/pandas-tutorial-master
502 conda deactivate
503 history
504 source venv/bin/activate
505 ls
506 cd pythonsp500-plotly-dash-master/
507 ls
508 pip install -r requirements.txt
509 ipython
打開ipython筆記本：記錄里面有些報(bào)錯(cuò)解決了昌讲，有些沒能解決国夜，因?yàn)檫@個(gè)筆記本和jupternotebook不同，不能保存為一個(gè)文件短绸，所以就通過筆記記錄车吹，后面再遇到了問題可以回溯。
(venv) Cheng-MacBook-Pro:pythonsp500-plotly-dash-master chelsea$ ipython
/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/site-packages/IPython/core/interactiveshell.py:935: UserWarning: Attempting to work in a virtualenv. If you encounter problems, please install IPython inside the virtualenv.
warn("Attempting to work in a virtualenv. If you encounter problems, please "
Python 3.8.1 (v3.8.1:1b293b6006, Dec 18 2019, 14:08:53)
Type 'copyright', 'credits' or 'license' for more information
IPython 7.13.0 -- An enhanced Interactive Python. Type '?' for help.
In [1]: import yfinance as yf
In [2]: msft = yf.Ticker("MSFT")
In [3]: msft.info
---------------------------------------------------------------------------
SSLCertVerificationError Traceback (most recent call last)
/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/urllib/request.py in do_open(self, http_class, req, **http_conn_args)
1318 try:
-> 1319 h.request(req.get_method(), req.selector, req.data, headers,
1320 encode_chunked=req.has_header('Transfer-encoding'))
/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/http/client.py in request(self, method, url, body, headers, encode_chunked)
1229 """Send a complete request to the server."""
-> 1230 self._send_request(method, url, body, headers, encode_chunked)
1231
/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/http/client.py in _send_request(self, method, url, body, headers, encode_chunked)
1275 body = _encode(body, 'body')
-> 1276 self.endheaders(body, encode_chunked=encode_chunked)
1277
/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/http/client.py in endheaders(self, message_body, encode_chunked)
1224 raise CannotSendHeader()
-> 1225 self._send_output(message_body, encode_chunked=encode_chunked)
1226
/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/http/client.py in _send_output(self, message_body, encode_chunked)
1003 del self._buffer[:]
-> 1004 self.send(msg)
1005
/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/http/client.py in send(self, data)
943 if self.auto_open:
--> 944 self.connect()
945 else:
/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/http/client.py in connect(self)
1398
-> 1399 self.sock = self._context.wrap_socket(self.sock,
1400 server_hostname=server_hostname)
/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/ssl.py in wrap_socket(self, sock, server_side, do_handshake_on_connect, suppress_ragged_eofs, server_hostname, session)
499 # ctx._wrap_socket()
--> 500 return self.sslsocket_class._create(
501 sock=sock,
/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/ssl.py in _create(cls, sock, server_side, do_handshake_on_connect, suppress_ragged_eofs, server_hostname, context, session)
1039 raise ValueError("do_handshake_on_connect should not be specified for non-blocking sockets")
-> 1040 self.do_handshake()
1041 except (OSError, ValueError):
/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/ssl.py in do_handshake(self, block)
1308 self.settimeout(None)
-> 1309 self._sslobj.do_handshake()
1310 finally:
SSLCertVerificationError: [SSL: CERTIFICATE_VERIFY_FAILED] certificate verify failed: unable to get local issuer certificate (_ssl.c:1108)
During handling of the above exception, another exception occurred:
URLError Traceback (most recent call last)
<ipython-input-3-c52d32a3ec1f> in <module>
----> 1 msft.info
/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/site-packages/yfinance/ticker.py in info(self)
136 @property
137 def info(self):
--> 138 return self.get_info()
139
140 @property
/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/site-packages/yfinance/base.py in get_info(self, proxy, as_dict, *args, **kwargs)
413
414 def get_info(self, proxy=None, as_dict=False, *args, **kwargs):
--> 415 self._get_fundamentals(proxy)
416 data = self._info
417 if as_dict:
/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/site-packages/yfinance/base.py in _get_fundamentals(self, kind, proxy)
282 # holders
283 url = "{}/{}/holders".format(self._scrape_url, self.ticker)
--> 284 holders = _pd.read_html(url)
285 self._major_holders = holders[0]
286 self._institutional_holders = holders[1]
~/pandas-tutorial-master/venv/lib/python3.8/site-packages/pandas/io/html.py in read_html(io, match, flavor, header, index_col, skiprows, attrs, parse_dates, thousands, encoding, decimal, converters, na_values, keep_default_na, displayed_only)
1083 )
1084 validate_header_arg(header)
-> 1085 return _parse(
1086 flavor=flavor,
1087 io=io,
~/pandas-tutorial-master/venv/lib/python3.8/site-packages/pandas/io/html.py in _parse(flavor, io, match, attrs, encoding, displayed_only, **kwargs)
893
894 try:
--> 895 tables = p.parse_tables()
896 except ValueError as caught:
897 # if `io` is an io-like object, check if it's seekable
~/pandas-tutorial-master/venv/lib/python3.8/site-packages/pandas/io/html.py in parse_tables(self)
211 list of parsed (header, body, footer) tuples from tables.
212 """
--> 213 tables = self._parse_tables(self._build_doc(), self.match, self.attrs)
214 return (self._parse_thead_tbody_tfoot(table) for table in tables)
215
~/pandas-tutorial-master/venv/lib/python3.8/site-packages/pandas/io/html.py in _build_doc(self)
731 pass
732 else:
--> 733 raise e
734 else:
735 if not hasattr(r, "text_content"):
~/pandas-tutorial-master/venv/lib/python3.8/site-packages/pandas/io/html.py in _build_doc(self)
712 try:
713 if is_url(self.io):
--> 714 with urlopen(self.io) as f:
715 r = parse(f, parser=parser)
716 else:
~/pandas-tutorial-master/venv/lib/python3.8/site-packages/pandas/io/common.py in urlopen(*args, **kwargs)
139 import urllib.request
140
--> 141 return urllib.request.urlopen(*args, **kwargs)
142
143
/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/urllib/request.py in urlopen(url, data, timeout, cafile, capath, cadefault, context)
220 else:
221 opener = _opener
--> 222 return opener.open(url, data, timeout)
223
224 def install_opener(opener):
/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/urllib/request.py in open(self, fullurl, data, timeout)
523
524 sys.audit('urllib.Request', req.full_url, req.data, req.headers, req.get_method())
--> 525 response = self._open(req, data)
526
527 # post-process response
/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/urllib/request.py in _open(self, req, data)
540
541 protocol = req.type
--> 542 result = self._call_chain(self.handle_open, protocol, protocol +
543 '_open', req)
544 if result:
/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/urllib/request.py in _call_chain(self, chain, kind, meth_name, *args)
500 for handler in handlers:
501 func = getattr(handler, meth_name)
--> 502 result = func(*args)
503 if result is not None:
504 return result
/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/urllib/request.py in https_open(self, req)
1360
1361 def https_open(self, req):
-> 1362 return self.do_open(http.client.HTTPSConnection, req,
1363 context=self._context, check_hostname=self._check_hostname)
1364
/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/urllib/request.py in do_open(self, http_class, req, **http_conn_args)
1320 encode_chunked=req.has_header('Transfer-encoding'))
1321 except OSError as err: # timeout error
-> 1322 raise URLError(err)
1323 r = h.getresponse()
1324 except:
URLError: <urlopen error [SSL: CERTIFICATE_VERIFY_FAILED] certificate verify failed: unable to get local issuer certificate (_ssl.c:1108)>
In [4]: import ssl
In [5]: ssl._create_default_https_context = ssl._create_unverified_context
In [6]: msft = yf.Ticker("MSFT")
In [7]: msft.info
Out[7]:
{'zip': '98052',
'sector': 'Technology',
'fullTimeEmployees': 144000,
'longBusinessSummary': 'Microsoft Corporation develops, licenses, and supports software, services, devices, and solutions worldwide. Its Productivity and Business Processes segment offers Office, Exchange, SharePoint, Microsoft Teams, Office 365 Security and Compliance, and Skype for Business, as well as related Client Access Licenses (CAL); and Skype, Outlook.com, and OneDrive. It also provides LinkedIn that includes Talent and marketing solutions, and subscriptions; and Dynamics 365, a set of cloud-based and on-premises business solutions for small and medium businesses, large organizations, and divisions of enterprises. Its Intelligent Cloud segment licenses SQL and Windows Servers, Visual Studio, System Center, and related CALs; GitHub that provides a collaboration platform and code hosting service for developers; and Azure, a cloud platform. It also provides support services and Microsoft consulting services to assist customers in developing, deploying, and managing Microsoft server and desktop solutions; and training and certification to developers and IT professionals on various Microsoft products. Its More Personal Computing segment offers Windows OEM licensing and other non-volume licensing of the Windows operating system; Windows Commercial, such as volume licensing of the Windows operating system, Windows cloud services, and other Windows commercial offerings; patent licensing; Windows Internet of Things; and MSN advertising. It also provides Microsoft Surface, PC accessories, and other intelligent devices; Gaming, including Xbox hardware, and Xbox software and services; video games and third-party video game royalties; and Search, including Bing and Microsoft advertising. It sells its products through distributors and resellers; and directly through digital marketplaces, online stores, and retail stores. It has strategic partnerships with Humana Inc., Nokia, Telkomsel, Swiss Re, and Kubota Corporation. The company was founded in 1975 and is headquartered in Redmond, Washington.',
'city': 'Redmond',
'phone': '425-882-8080',
'state': 'WA',
'country': 'United States',
'companyOfficers': [],
'website': 'http://www.microsoft.com',
'maxAge': 1,
'address1': 'One Microsoft Way',
'fax': '425-706-7329',
'industry': 'Software—Infrastructure',
'previousClose': 174.57,
'regularMarketOpen': 174.49,
'twoHundredDayAverage': 159.58736,
'trailingAnnualDividendYield': 0.011399439,
'payoutRatio': 0.3233,
'volume24Hr': None,
'regularMarketDayHigh': 178.98,
'navPrice': None,
'averageDailyVolume10Day': 40409383,
'totalAssets': None,
'regularMarketPreviousClose': 174.57,
'fiftyDayAverage': 161.73372,
'trailingAnnualDividendRate': 1.99,
'open': 174.49,
'toCurrency': None,
'averageVolume10days': 40409383,
'expireDate': None,
'yield': None,
'algorithm': None,
'dividendRate': 2.04,
'exDividendDate': 1589932800,
'beta': 0.952031,
'circulatingSupply': None,
'startDate': None,
'regularMarketDayLow': 173.8,
'priceHint': 2,
'currency': 'USD',
'trailingPE': 29.796734,
'regularMarketVolume': 30372862,
'lastMarket': None,
'maxSupply': None,
'openInterest': None,
'marketCap': 1356222300160,
'volumeAllCurrencies': None,
'strikePrice': None,
'averageVolume': 56262191,
'priceToSalesTrailing12Months': 9.77817,
'dayLow': 173.8,
'ask': 180.2,
'ytdReturn': None,
'askSize': 3000,
'volume': 30372862,
'fiftyTwoWeekHigh': 190.7,
'forwardPE': 28.798712,
'fromCurrency': None,
'fiveYearAvgDividendYield': 1.95,
'fiftyTwoWeekLow': 119.01,
'bid': 180.48,
'tradeable': False,
'dividendYield': 0.0117,
'bidSize': 2200,
'dayHigh': 178.98,
'exchange': 'NMS',
'shortName': 'Microsoft Corporation',
'longName': 'Microsoft Corporation',
'exchangeTimezoneName': 'America/New_York',
'exchangeTimezoneShortName': 'EDT',
'isEsgPopulated': False,
'gmtOffSetMilliseconds': '-14400000',
'quoteType': 'EQUITY',
'symbol': 'MSFT',
'messageBoardId': 'finmb_21835',
'market': 'us_market',
'annualHoldingsTurnover': None,
'enterpriseToRevenue': 9.392,
'beta3Year': None,
'profitMargins': 0.33356997,
'enterpriseToEbitda': 20.324,
'52WeekChange': 0.4247929,
'morningStarRiskRating': None,
'forwardEps': 6.21,
'revenueQuarterlyGrowth': None,
'sharesOutstanding': 7583439872,
'fundInceptionDate': None,
'annualReportExpenseRatio': None,
'bookValue': 15.086,
'sharesShort': 53310482,
'sharesPercentSharesOut': 0.0069999998,
'fundFamily': None,
'lastFiscalYearEnd': 1561852800,
'heldPercentInstitutions': 0.74192,
'netIncomeToCommon': 46265999360,
'trailingEps': 6.002,
'lastDividendValue': None,
'SandP52WeekChange': -0.014323652,
'priceToBook': 11.854699,
'heldPercentInsiders': 0.014249999,
'nextFiscalYearEnd': 1625011200,
'mostRecentQuarter': 1585612800,
'shortRatio': 0.82,
'sharesShortPreviousMonthDate': 1584057600,
'floatShares': 7472418682,
'enterpriseValue': 1302605463552,
'threeYearAverageReturn': None,
'lastSplitDate': 1045526400,
'lastSplitFactor': '2:1',
'legalType': None,
'morningStarOverallRating': None,
'earningsQuarterlyGrowth': 0.221,
'dateShortInterest': 1586908800,
'pegRatio': 2.02,
'lastCapGain': None,
'shortPercentOfFloat': 0.0070999996,
'sharesShortPriorMonth': 55155176,
'category': None,
'fiveYearAverageReturn': None,
'regularMarketPrice': 174.49,
'logo_url': 'https://logo.clearbit.com/microsoft.com'}
In [8]: msft.history(period="1y")
Out[8]:
Open High Low Close Volume Dividends Stock Splits
Date
2019-05-06 124.74 126.88 124.46 126.48 24239800 0.0 0
2019-05-07 124.81 125.52 122.60 123.88 36017700 0.0 0
2019-05-08 123.80 124.72 123.12 123.87 28419000 0.0 0
2019-05-09 122.67 124.15 121.96 123.86 27235800 0.0 0
2019-05-10 123.28 126.26 122.20 125.47 30915100 0.0 0
... ... ... ... ... ... ... ...
2020-04-28 175.59 175.67 169.39 169.81 34392700 0.0 0
2020-04-29 173.22 177.68 171.88 177.43 51286600 0.0 0
2020-04-30 180.00 180.40 176.23 179.21 53875900 0.0 0
2020-05-01 175.80 178.64 174.01 174.57 39370500 0.0 0
2020-05-04 174.49 179.00 173.80 178.84 30336200 0.0 0
[252 rows x 7 columns]
In [9]: msft.actions
Out[9]:
Dividends Stock Splits
Date
2019-05-15 0.46 0.0
2019-08-14 0.46 0.0
2019-11-20 0.51 0.0
2020-02-19 0.51 0.0
In [10]: msft.financials
Out[10]:
Empty DataFrame
Columns: [Open, High, Low, Close, Adj Close, Volume]
Index: []
In [11]: msft.quarterly_financials
Out[11]:
Empty DataFrame
Columns: [Open, High, Low, Close, Adj Close, Volume]
Index: []
In [12]: stock.major_holders
---------------------------------------------------------------------------
NameError Traceback (most recent call last)
<ipython-input-12-4b45999f2678> in <module>
----> 1 stock.major_holders
NameError: name 'stock' is not defined
In [13]: msft.major_holders
Out[13]:
0 1
0 1.42% % of Shares Held by All Insider
1 74.19% % of Shares Held by Institutions
2 75.27% % of Float Held by Institutions
3 4611 Number of Institutions Holding Shares
In [14]: msft.institutional_holders
Out[14]:
Holder Shares ... % Out Value
0 Vanguard Group, Inc. (The) 623667281 ... 0.0820 98352330213
1 Blackrock Inc. 515197221 ... 0.0677 81246601751
2 State Street Corporation 315672520 ... 0.0415 49781556404
3 FMR, LLC 239124143 ... 0.0314 37709877351
4 Capital World Investors 180557630 ... 0.0237 28473938251
5 Price (T.Rowe) Associates Inc 175036277 ... 0.0230 27603220882
6 Geode Capital Management, LLC 113401519 ... 0.0149 17883419546
7 Capital International Investors 99996798 ... 0.0131 15769495044
8 Northern Trust Corporation 93192050 ... 0.0123 14696386285
9 Capital Research Global Investors 92776236 ... 0.0122 14630812417
[10 rows x 5 columns]
In [15]: msft.balance_sheet
Out[15]:
Empty DataFrame
Columns: [Open, High, Low, Close, Adj Close, Volume]
Index: []
In [16]: msft.balancesheet
Out[16]:
Empty DataFrame
Columns: [Open, High, Low, Close, Adj Close, Volume]
Index: []
In [17]: msft.quarterly_balance_sheet
Out[17]:
Empty DataFrame
Columns: [Open, High, Low, Close, Adj Close, Volume]
Index: []
In [18]: msft.sustainability
Out[18]:
Value
2020-3
palmOil False
controversialWeapons False
gambling False
socialScore 9.87
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile 0
peerCount 100
governanceScore 5.24
environmentPercentile 0
animalTesting False
tobacco False
totalEsg 15.55
highestControversy 3
esgPerformance UNDER_PERF
coal False
pesticides False
adult False
percentile 7.96
peerGroup Software & Services
smallArms False
environmentScore 0.44
governancePercentile 0
militaryContract False
In [19]: msft.recommendations
Out[19]:
Firm To Grade From Grade Action
Date
2012-03-16 Argus Research Buy up
2012-03-19 Hilliard Lyons Long-Term Buy main
2012-03-22 Morgan Stanley Overweight main
2012-04-03 UBS Buy main
2012-04-20 Goldman Sachs Neutral main
... ... ... ... ...
2020-04-30 Morgan Stanley Overweight main
2020-04-30 Citigroup Neutral main
2020-04-30 BMO Capital Outperform main
2020-04-30 Credit Suisse Outperform main
2020-04-30 Mizuho Buy main
[281 rows x 4 columns]
In [20]: msft.calendar
Out[20]:
0 1
Earnings Date 2020-07-16 00:00:00 2020-07-20 00:00:00
Earnings Average 1.39 1.39
Earnings Low 1.35 1.35
Earnings High 1.51 1.51
Revenue Average 36509700000 36509700000
Revenue Low 36053000000 36053000000
Revenue High 37210000000 37210000000
In [21]: msft.isin
---------------------------------------------------------------------------
TimeoutError Traceback (most recent call last)
/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/site-packages/urllib3/connection.py in _new_conn(self)
155 try:
--> 156 conn = connection.create_connection(
157 (self._dns_host, self.port), self.timeout, **extra_kw
/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/site-packages/urllib3/util/connection.py in create_connection(address, timeout, source_address, socket_options)
83 if err is not None:
---> 84 raise err
85
/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/site-packages/urllib3/util/connection.py in create_connection(address, timeout, source_address, socket_options)
73 sock.bind(source_address)
---> 74 sock.connect(sa)
75 return sock
TimeoutError: [Errno 60] Operation timed out
During handling of the above exception, another exception occurred:
NewConnectionError Traceback (most recent call last)
/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/site-packages/urllib3/connectionpool.py in urlopen(self, method, url, body, headers, retries, redirect, assert_same_host, timeout, pool_timeout, release_conn, chunked, body_pos, **response_kw)
664 # Make the request on the httplib connection object.
--> 665 httplib_response = self._make_request(
666 conn,
/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/site-packages/urllib3/connectionpool.py in _make_request(self, conn, method, url, timeout, chunked, **httplib_request_kw)
375 try:
--> 376 self._validate_conn(conn)
377 except (SocketTimeout, BaseSSLError) as e:
/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/site-packages/urllib3/connectionpool.py in _validate_conn(self, conn)
993 if not getattr(conn, "sock", None): # AppEngine might not have `.sock`
--> 994 conn.connect()
995
/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/site-packages/urllib3/connection.py in connect(self)
299 # Add certificate verification
--> 300 conn = self._new_conn()
301 hostname = self.host
/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/site-packages/urllib3/connection.py in _new_conn(self)
167 except SocketError as e:
--> 168 raise NewConnectionError(
169 self, "Failed to establish a new connection: %s" % e
NewConnectionError: <urllib3.connection.VerifiedHTTPSConnection object at 0x115f47af0>: Failed to establish a new connection: [Errno 60] Operation timed out
During handling of the above exception, another exception occurred:
MaxRetryError Traceback (most recent call last)
/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/site-packages/requests/adapters.py in send(self, request, stream, timeout, verify, cert, proxies)
438 if not chunked:
--> 439 resp = conn.urlopen(
440 method=request.method,
/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/site-packages/urllib3/connectionpool.py in urlopen(self, method, url, body, headers, retries, redirect, assert_same_host, timeout, pool_timeout, release_conn, chunked, body_pos, **response_kw)
718
--> 719 retries = retries.increment(
720 method, url, error=e, _pool=self, _stacktrace=sys.exc_info()[2]
/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/site-packages/urllib3/util/retry.py in increment(self, method, url, response, error, _pool, _stacktrace)
435 if new_retry.is_exhausted():
--> 436 raise MaxRetryError(_pool, url, error or ResponseError(cause))
437
MaxRetryError: HTTPSConnectionPool(host='markets.businessinsider.com', port=443): Max retries exceeded with url: /ajax/SearchController_Suggest?max_results=25&query=Microsoft%20Corporation (Caused by NewConnectionError('<urllib3.connection.VerifiedHTTPSConnection object at 0x115f47af0>: Failed to establish a new connection: [Errno 60] Operation timed out'))
During handling of the above exception, another exception occurred:
ConnectionError Traceback (most recent call last)
<ipython-input-21-34fdac0987fe> in <module>
----> 1 msft.isin
/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/site-packages/yfinance/ticker.py in isin(self)
108 @property
109 def isin(self):
--> 110 return self.get_isin()
111
112 @property
/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/site-packages/yfinance/base.py in get_isin(self, proxy)
500 'SearchController_Suggest?max_results=25&query=%s' \
501 % urlencode(q)
--> 502 data = _requests.get(url=url, proxies=proxy).text
503
504 search_str = '"{}|'.format(ticker)
/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/site-packages/requests/api.py in get(url, params, **kwargs)
74
75 kwargs.setdefault('allow_redirects', True)
---> 76 return request('get', url, params=params, **kwargs)
77
78
/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/site-packages/requests/api.py in request(method, url, **kwargs)
59 # cases, and look like a memory leak in others.
60 with sessions.Session() as session:
---> 61 return session.request(method=method, url=url, **kwargs)
62
63
/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/site-packages/requests/sessions.py in request(self, method, url, params, data, headers, cookies, files, auth, timeout, allow_redirects, proxies, hooks, stream, verify, cert, json)
528 }
529 send_kwargs.update(settings)
--> 530 resp = self.send(prep, **send_kwargs)
531
532 return resp
/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/site-packages/requests/sessions.py in send(self, request, **kwargs)
641
642 # Send the request
--> 643 r = adapter.send(request, **kwargs)
644
645 # Total elapsed time of the request (approximately)
/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/site-packages/requests/adapters.py in send(self, request, stream, timeout, verify, cert, proxies)
514 raise SSLError(e, request=request)
515
--> 516 raise ConnectionError(e, request=request)
517
518 except ClosedPoolError as e:
ConnectionError: HTTPSConnectionPool(host='markets.businessinsider.com', port=443): Max retries exceeded with url: /ajax/SearchController_Suggest?max_results=25&query=Microsoft%20Corporation (Caused by NewConnectionError('<urllib3.connection.VerifiedHTTPSConnection object at 0x115f47af0>: Failed to establish a new connection: [Errno 60] Operation timed out'))
In [22]: msft.options
Out[22]:
('2020-05-08',
'2020-05-15',
'2020-05-22',
'2020-05-29',
'2020-06-05',
'2020-06-12',
'2020-06-19',
'2020-07-17',
'2020-09-18',
'2020-10-16',
'2020-12-18',
'2021-01-15',
'2021-03-19',
'2021-06-18',
'2021-09-17',
'2022-01-21',
'2022-03-18',
'2022-06-17',
'2022-09-16')
In [23]: import yfinance as yf
In [24]: msft = yf.Ticker("MSFT")
In [25]: msft.get_actions(proxy="PROXY_SERVER")
---------------------------------------------------------------------------
gaierror Traceback (most recent call last)
/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/site-packages/urllib3/connection.py in _new_conn(self)
155 try:
--> 156 conn = connection.create_connection(
157 (self._dns_host, self.port), self.timeout, **extra_kw
/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/site-packages/urllib3/util/connection.py in create_connection(address, timeout, source_address, socket_options)
60
---> 61 for res in socket.getaddrinfo(host, port, family, socket.SOCK_STREAM):
62 af, socktype, proto, canonname, sa = res
/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/socket.py in getaddrinfo(host, port, family, type, proto, flags)
917 addrlist = []
--> 918 for res in _socket.getaddrinfo(host, port, family, type, proto, flags):
919 af, socktype, proto, canonname, sa = res
gaierror: [Errno 8] nodename nor servname provided, or not known
During handling of the above exception, another exception occurred:
NewConnectionError Traceback (most recent call last)
/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/site-packages/urllib3/connectionpool.py in urlopen(self, method, url, body, headers, retries, redirect, assert_same_host, timeout, pool_timeout, release_conn, chunked, body_pos, **response_kw)
661 if is_new_proxy_conn:
--> 662 self._prepare_proxy(conn)
663
/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/site-packages/urllib3/connectionpool.py in _prepare_proxy(self, conn)
947 conn.set_tunnel(self._proxy_host, self.port, self.proxy_headers)
--> 948 conn.connect()
949
/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/site-packages/urllib3/connection.py in connect(self)
299 # Add certificate verification
--> 300 conn = self._new_conn()
301 hostname = self.host
/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/site-packages/urllib3/connection.py in _new_conn(self)
167 except SocketError as e:
--> 168 raise NewConnectionError(
169 self, "Failed to establish a new connection: %s" % e
NewConnectionError: <urllib3.connection.VerifiedHTTPSConnection object at 0x117227e50>: Failed to establish a new connection: [Errno 8] nodename nor servname provided, or not known
During handling of the above exception, another exception occurred:
MaxRetryError Traceback (most recent call last)
/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/site-packages/requests/adapters.py in send(self, request, stream, timeout, verify, cert, proxies)
438 if not chunked:
--> 439 resp = conn.urlopen(
440 method=request.method,
/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/site-packages/urllib3/connectionpool.py in urlopen(self, method, url, body, headers, retries, redirect, assert_same_host, timeout, pool_timeout, release_conn, chunked, body_pos, **response_kw)
718
--> 719 retries = retries.increment(
720 method, url, error=e, _pool=self, _stacktrace=sys.exc_info()[2]
/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/site-packages/urllib3/util/retry.py in increment(self, method, url, response, error, _pool, _stacktrace)
435 if new_retry.is_exhausted():
--> 436 raise MaxRetryError(_pool, url, error or ResponseError(cause))
437
MaxRetryError: HTTPSConnectionPool(host='query1.finance.yahoo.com', port=443): Max retries exceeded with url: /v8/finance/chart/MSFT?period1=-2208988800&period2=1588671618&interval=1d&includePrePost=False&events=div%2Csplits (Caused by ProxyError('Cannot connect to proxy.', NewConnectionError('<urllib3.connection.VerifiedHTTPSConnection object at 0x117227e50>: Failed to establish a new connection: [Errno 8] nodename nor servname provided, or not known')))
During handling of the above exception, another exception occurred:
ProxyError Traceback (most recent call last)
<ipython-input-25-90f4b27c292f> in <module>
----> 1 msft.get_actions(proxy="PROXY_SERVER")
/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/site-packages/yfinance/base.py in get_actions(self, proxy)
471 def get_actions(self, proxy=None):
472 if self._history is None:
--> 473 self.history(period="max", proxy=proxy)
474 actions = self._history[["Dividends", "Stock Splits"]]
475 return actions[actions != 0].dropna(how='all').fillna(0)
/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/site-packages/yfinance/base.py in history(self, period, interval, start, end, prepost, actions, auto_adjust, back_adjust, proxy, rounding, tz, **kwargs)
148 # Getting data from json
149 url = "{}/v8/finance/chart/{}".format(self._base_url, self.ticker)
--> 150 data = _requests.get(url=url, params=params, proxies=proxy)
151 if "Will be right back" in data.text:
152 raise RuntimeError("*** YAHOO! FINANCE IS CURRENTLY DOWN! ***\n"
/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/site-packages/requests/api.py in get(url, params, **kwargs)
74
75 kwargs.setdefault('allow_redirects', True)
---> 76 return request('get', url, params=params, **kwargs)
77
78
/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/site-packages/requests/api.py in request(method, url, **kwargs)
59 # cases, and look like a memory leak in others.
60 with sessions.Session() as session:
---> 61 return session.request(method=method, url=url, **kwargs)
62
63
/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/site-packages/requests/sessions.py in request(self, method, url, params, data, headers, cookies, files, auth, timeout, allow_redirects, proxies, hooks, stream, verify, cert, json)
528 }
529 send_kwargs.update(settings)
--> 530 resp = self.send(prep, **send_kwargs)
531
532 return resp
/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/site-packages/requests/sessions.py in send(self, request, **kwargs)
641
642 # Send the request
--> 643 r = adapter.send(request, **kwargs)
644
645 # Total elapsed time of the request (approximately)
/Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/site-packages/requests/adapters.py in send(self, request, stream, timeout, verify, cert, proxies)
508
509 if isinstance(e.reason, _ProxyError):
--> 510 raise ProxyError(e, request=request)
511
512 if isinstance(e.reason, _SSLError):
ProxyError: HTTPSConnectionPool(host='query1.finance.yahoo.com', port=443): Max retries exceeded with url: /v8/finance/chart/MSFT?period1=-2208988800&period2=1588671618&interval=1d&includePrePost=False&events=div%2Csplits (Caused by ProxyError('Cannot connect to proxy.', NewConnectionError('<urllib3.connection.VerifiedHTTPSConnection object at 0x117227e50>: Failed to establish a new connection: [Errno 8] nodename nor servname provided, or not known')))
In [26]: import yfinance as yf
In [27]: tickers = yf.Tickers('msft aapl goog')
In [28]: tickers.msft.info
---------------------------------------------------------------------------
AttributeError Traceback (most recent call last)
<ipython-input-28-de8923a12a37> in <module>
----> 1 tickers.msft.info
AttributeError: 'Tickers' object has no attribute 'msft'
In [29]: import ssl
In [30]: ssl._create_default_https_context = ssl._create_unverified_context
In [31]: tickers = yf.Tickers('msft aapl goog')
In [32]: tickers.msft.info
---------------------------------------------------------------------------
AttributeError Traceback (most recent call last)
<ipython-input-32-de8923a12a37> in <module>
----> 1 tickers.msft.info
AttributeError: 'Tickers' object has no attribute 'msft'
In [33]: ?yf.Tickers
Init signature: yf.Tickers(tickers)
Docstring: <no docstring>
File: /Library/Frameworks/Python.framework/Versions/3.8/lib/python3.8/site-packages/yfinance/tickers.py
Type: type
Subclasses:
In [34]: import yfinance as yf
In [35]: data = yf.download("SPR AAPL", start ="2019-01-01", end="2020-05-04")
[*********************100%***********************] 2 of 2 completed
In [36]: data.head
Out[36]:
<bound method NDFrame.head of Adj Close Close ... Open Volume
AAPL SPR AAPL ... SPR AAPL SPR
Date ...
2018-12-31 155.037109 71.644485 157.740005 ... 71.089996 35003500 611600
2019-01-02 155.214005 71.972443 157.919998 ... 71.220001 37039700 552300
2019-01-03 139.753540 69.656845 142.190002 ... 71.879997 91312200 410100
2019-01-04 145.719513 72.042007 148.259995 ... 71.209999 58607100 694700
2019-01-07 145.395203 72.807243 147.929993 ... 72.830002 54777800 925800
... ... ... ... ... ... ... ...
2020-04-27 283.170013 19.139999 283.170013 ... 18.230000 29271900 3400300
2020-04-28 278.579987 20.500000 278.579987 ... 20.170000 28001200 3790000
2020-04-29 287.730011 23.600000 287.730011 ... 22.049999 34320200 7480700
2020-04-30 293.799988 22.160000 293.799988 ... 23.000000 45766000 5097500
2020-05-01 289.070007 20.469999 289.070007 ... 21.500000 60154200 3561300
[337 rows x 12 columns]>
In [37]: data = yf.download("SPR AAPL MSFT",period="ytd",interval="3mo",group_by
...: ='ticker',auto_adjust= True, prepost= True, threads = 6, proxy =None)
[*********************100%***********************] 3 of 3 completed
In [38]: data.head
Out[38]:
<bound method NDFrame.head of SPR ... AAPL
Open High ... Close Volume
Date ...
2020-01-01 73.271088 75.070135 ... 253.687912 3.058574e+09
2020-02-07 NaN NaN ... NaN NaN
2020-02-19 NaN NaN ... NaN NaN
2020-03-19 NaN NaN ... NaN NaN
2020-04-01 22.469999 25.320000 ... 293.160004 9.100395e+08
2020-05-04 19.139999 20.420000 ... 293.160004 3.339199e+07
[6 rows x 15 columns]>
參考學(xué)習(xí)資料：
https://pypi.org/project/yfinance/
