def _get_data(symbols=None, start=None, end=None, retry_count=3,
pause=0.001, chunksize=25):
"""
Returns DataFrame/Panel of historical stock prices from symbols, over date
range, start to end. To avoid being penalized by Google Finance servers,
pauses between downloading 'chunks' of symbols can be specified.
Parameters
----------
symbols : string, array-like object (list, tuple, Series), or DataFrame
Single stock symbol (ticker), array-like object of symbols or
DataFrame with index containing stock symbols.
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, to pause between consecutive queries of chunks. If
single value given for symbol, represents the pause between retries.
chunksize : int, default 25
Number of symbols to download consecutively before intiating pause.
Returns
-------
hist_data : DataFrame (str) or Panel (array-like object, DataFrame)
"""
return _get_data_from(symbols, start, end, None, retry_count, pause,
chunksize, _get_data_one)
def _get_data(symbols=None, start=None, end=None, retry_count=3,
pause=0.001, adjust_price=False, ret_index=False,
chunksize=25, interval='d'):
"""
Returns DataFrame/Panel of historical stock prices from symbols, over date
range, start to end. To avoid being penalized by Yahoo! Finance servers,
pauses between downloading 'chunks' of symbols can be specified.
Parameters
----------
symbols : string, array-like object (list, tuple, Series), or DataFrame
Single stock symbol (ticker), array-like object of symbols or
DataFrame with index containing stock symbols.
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, to pause between consecutive queries of chunks. If
single value given for symbol, represents the pause between retries.
adjust_price : bool, default False
If True, adjusts all prices in hist_data ('Open', 'High', 'Low',
'Close') based on 'Adj Close' price. Adds 'Adj_Ratio' column and drops
'Adj Close'.
ret_index : bool, default False
If True, includes a simple return index 'Ret_Index' in hist_data.
chunksize : int, default 25
Number of symbols to download consecutively before intiating pause.
interval : string, default 'd'
Time interval code, valid values are 'd' for daily, 'w' for weekly,
'm' for monthly and 'v' for dividend.
Returns
-------
hist_data : DataFrame (str) or Panel (array-like object, DataFrame)
"""
if interval not in ['d', 'w', 'm', 'v']:
raise ValueError("Invalid interval: valid values are 'd', 'w', 'm' and 'v'")
hist_data = _get_data_from(symbols, start, end, interval, retry_count, pause, \
chunksize, _get_data_one)
if ret_index:
hist_data['Ret_Index'] = _calc_return_index(hist_data['Adj Close'])
if adjust_price:
hist_data = _adjust_prices(hist_data)
return hist_data