stockData.py 文件源码

def get_data_from_google(ticker_sym, start, end):
    """ Returns a data frame of data for a given stock between two dates """
    url = "https://www.google.com/finance/historical?q=%s&startdate=%s&enddate=%s&output=csv" % (ticker_sym, start, end)
    s = requests.get(url).content
    df = pd.read_csv(io.StringIO(s.decode('utf-8')))
    df['Date'] = pd.to_datetime(df['Date'])
    df['epoch'] = (df['Date'] - datetime(1970,1,1)).dt.total_seconds() * 1000
    df.set_index('Date')
    df['Adj_Close'] = df['Close'] # google's api doens't provide so just assume it's the same
    cols = ['High', 'Low', 'Volume', 'Open', 'Close', 'Adj_Close']
    for c in cols: # cast columns to numeric
        df[c] = pd.to_numeric(df[c])
    return df.iloc[::-1] # reverse the dataframe so index 0 is the earliest date

#@memoize
#def get_data_for_sym(ticker_sym, start, end):
#    return list(reversed(get_data_for_sym_from_yahoo(ticker_sym, start, end)))
#   #res = StockFeature.select().where(Relationship.from_user == self))