def _parse_quote(self, quotes_dict):
try:
quotes = quotes_dict['indicators']['quote'][0]
dates = quotes_dict['timestamp']
adj_close = quotes_dict['indicators']['adjclose'][0]
except Exception as e:
return None, YahooExceptions.YahooIndicatorNotFoundError(e)
try:
# Combine the two dictionaries.
quote_dictionary = {**quotes, **adj_close}
# Turn the dictionary into a dataframe.
quote_dataframe = pd.DataFrame.from_dict(quote_dictionary)
# Get the timestamp (datetime) for each quote entry in the data and parse it.
quote_dataframe['date'] = dates
quote_dataframe.reindex(columns=[
'date', 'open', 'high', 'low', 'close', 'adjclose', 'volume'
])
except Exception as e:
return None, YahooExceptions.YahooIndicatorFormatError(e)
return quote_dataframe, None
def _parse_quote_splits(self, quotes_dict):
try:
# Get the splits dictionary from the JSON API output.
splits_dict = quotes_dict['chart']['result'][0]['events']['splits']
except Exception as e:
return None, YahooExceptions.YahooIndicatorNotFoundError(e)
try:
# Convert the splits dictionary to a Dataframe.
splits_dataframe = pd.DataFrame.from_dict(splits_dict,
orient='index')
splits_dataframe.index = pd.Index(
range(0, splits_dataframe.shape[0]))
except Exception as e:
return None, YahooExceptions.YahooIndicatorFormatError(e)
return splits_dataframe, None