def _get_data_one(sym, start, end, interval, retry_count, pause):
"""
Get historical data for the given name from google.
Date format is datetime
Returns a DataFrame.
"""
start, end = _sanitize_dates(start, end)
# www.google.com/finance/historical?q=GOOG&startdate=Jun+9%2C+2011&enddate=Jun+8%2C+2013&output=csv
params = {"q": sym, "startdate": start.strftime("%b %d, %Y"), "enddate": end.strftime("%b %d, %Y"), "output": "csv"}
url = _encode_url(_URL, params)
return _retry_read_url(url, retry_count, pause, "Google")
def _get_data(symbols):
"""
Get current yahoo quote
Returns a DataFrame
"""
if isinstance(symbols, compat.string_types):
sym_list = symbols
else:
sym_list = '+'.join(symbols)
# for codes see: http://www.gummy-stuff.org/Yahoo-data.htm
request = ''.join(compat.itervalues(_yahoo_codes)) # code request string
header = list(_yahoo_codes.keys())
data = defaultdict(list)
params = {
's': sym_list,
'f': request
}
url = _encode_url(_URL, params)
with urlopen(url) as response:
lines = response.readlines()
def line_gen(lines):
for line in lines:
yield line.decode('utf-8').strip()
for line in csv.reader(line_gen(lines)):
for i, field in enumerate(line):
if field[-2:] == '%"':
v = float(field.strip('"%'))
elif field[0] == '"':
v = field.strip('"')
else:
try:
v = float(field)
except ValueError:
v = field
data[header[i]].append(v)
idx = data.pop('symbol')
return DataFrame(data, index=idx)
def _get_data_one(sym, start, end, interval, retry_count, pause):
"""
Get historical data for the given name from google.
Date format is datetime
Returns a DataFrame.
"""
start, end = _sanitize_dates(start, end)
# www.google.com/finance/historical?q=GOOG&startdate=Jun+9%2C+2011&enddate=Jun+8%2C+2013&output=csv
params = {
'q': sym,
'startdate': start.strftime('%b %d, %Y'),
'enddate': end.strftime('%b %d, %Y'),
'output': "csv"
}
url = _encode_url(_URL, params)
return _retry_read_url(url, retry_count, pause, 'Google')
def _get_data_one(sym, start, end, interval, retry_count, pause):
"""
Get historical data for the given name from yahoo.
Date format is datetime
Returns a DataFrame.
"""
start, end = _sanitize_dates(start, end)
params = {
's': sym,
'a': start.month - 1,
'b': start.day,
'c': start.year,
'd': end.month - 1,
'e': end.day,
'f': end.year,
'g': interval,
'ignore': '.csv'
}
url = _encode_url(_URL, params)
return _retry_read_url(url, retry_count, pause, 'Yahoo!')
def _get_data(symbol, start=None, end=None, retry_count=3, pause=0.001):
"""
Returns DataFrame of historical corporate actions (dividends and stock
splits) from symbols, over date range, start to end. All dates in the
resulting DataFrame correspond with dividend and stock split ex-dates.
Parameters
----------
sym : string with a single Single stock symbol (ticker).
start : string, (defaults to '1/1/2010')
Starting date, timestamp. Parses many different kind of date
representations (e.g., 'JAN-01-2010', '1/1/10', 'Jan, 1, 1980')
end : string, (defaults to today)
Ending date, timestamp. Same format as starting date.
retry_count : int, default 3
Number of times to retry query request.
pause : int, default 0
Time, in seconds, of the pause between retries.
"""
start, end = _sanitize_dates(start, end)
params = {
's': symbol,
'a': start.month - 1,
'b': start.day,
'c': start.year,
'd': end.month - 1,
'e': end.day,
'f': end.year,
'g': 'v'
}
url = _encode_url(_URL, params)
for _ in range(retry_count):
try:
with urlopen(url) as resp:
lines = resp.read()
except _network_error_classes:
pass
else:
actions_index = []
actions_entries = []
for line in csv.reader(StringIO(bytes_to_str(lines))):
# Ignore lines that aren't dividends or splits (Yahoo
# add a bunch of irrelevant fields.)
if len(line) != 3 or line[0] not in ('DIVIDEND', 'SPLIT'):
continue
action, date, value = line
if action == 'DIVIDEND':
actions_index.append(to_datetime(date))
actions_entries.append({
'action': action,
'value': float(value)
})
elif action == 'SPLIT' and ':' in value:
# Convert the split ratio to a fraction. For example a
# 4:1 split expressed as a fraction is 1/4 = 0.25.
denominator, numerator = value.split(':', 1)
split_fraction = float(numerator) / float(denominator)
actions_index.append(to_datetime(date))
actions_entries.append({
'action': action,
'value': split_fraction
})
return DataFrame(actions_entries, index=actions_index)
time.sleep(pause)
raise IOError("after %d tries, Yahoo! did not " \
"return a 200 for url %r" % (retry_count, url))
