loader.py 文件源码

def load_from_yahoo(indexes=None,
                    stocks=None,
                    start=None,
                    end=None,
                    adjusted=True):
    """
    Loads price data from Yahoo into a dataframe for each of the indicated
    securities.  By default, 'price' is taken from Yahoo's 'Adjusted Close',
    which removes the impact of splits and dividends. If the argument
    'adjusted' is False, then the non-adjusted 'close' field is used instead.

    :param indexes: Financial indexes to load.
    :type indexes: dict
    :param stocks: Stock closing prices to load.
    :type stocks: list
    :param start: Retrieve prices from start date on.
    :type start: datetime
    :param end: Retrieve prices until end date.
    :type end: datetime
    :param adjusted: Adjust the price for splits and dividends.
    :type adjusted: bool

    """
    import ipdb; ipdb.set_trace() # BREAKPOINT
    data = _load_raw_yahoo_data(indexes, stocks, start, end)
    if adjusted:
        close_key = 'Adj Close'
    else:
        close_key = 'Close'
    df = pd.DataFrame({key: d[close_key] for key, d in iteritems(data)})
    df.index = df.index.tz_localize(pytz.utc)
    return df