Data_API.py 文件源码

def get_price_yahoo(self,ticker):
        try:
            if Cache.data_request_delay != None:
                time.sleep(Cache.data_request_delay)
            base_url = "http://ichart.finance.yahoo.com/table.csv?s="
            file_name = os.path.dirname(__file__) + "\\data\\"+ "yahoo_"+ticker+"_"+str(Pricing_Database.current_date)
            urllib.request.urlretrieve(base_url+ticker, file_name)
            df = pd.read_csv(file_name, index_col=False, header=0)
            df['Open'] = df['Open']*df['Adj Close']/df['Close']
            df['High'] = df['High']*df['Adj Close']/df['Close']
            df['Low'] = df['Low']*df['Adj Close']/df['Close']
            df['Close'] = df['Adj Close']
            df['Date'] = df['Date'].apply(lambda x:np.datetime64(x))
            df = df[['Date','Open',  'High',  'Low',  'Close', 'Volume']]
            df = df.set_index(['Date'])
            df.dropna(inplace=True)
            df = df.iloc[::-1]
            return df
        except Exception as e:
            print("YAHOO/"+ticker)
            raise e