def getHistoricData(symbols, **options):
'''
get data from Yahoo finance and return pandas dataframe
Will get OHLCV data frame if sinle symbol is provided.
If many symbols are provided, it will return a wide panel
Parameters
------------
symbols: Yahoo finanance symbol or a list of symbols
sDate: start date (y,m,d)
eDate: end date (y,m,d)
adjust : T/[F] adjust data based on adj_close
'''
assert isinstance(symbols,(list,str)), 'Input must be a string symbol or a list of symbols'
if isinstance(symbols,str):
return getSymbolData(symbols,**options)
else:
data = {}
print 'Downloading data:'
p = ProgressBar(len(symbols))
for idx,symbol in enumerate(symbols):
p.animate(idx+1)
data[symbol] = getSymbolData(symbol,verbose=False,**options)
return Panel(data)
def loadDates(self, dates):
''' load multiple dates, concantenating to one DataFrame '''
tmp = []
print 'Loading multiple dates for ', self.symbol
p = ProgressBar(len(dates))
for i, date in enumerate(dates):
tmp.append(self.loadDate(date))
p.animate(i + 1)
print ''
return concat(tmp)
def loadData(self):
''' load data from zip files '''
data = []
pb = ProgressBar(len(self.dates)-1)
for idx, date in enumerate(self.dates):
data.append(self.loadDate(date))
pb.animate(idx)
self.shortRatio = pd.DataFrame(data)
return self.shortRatio
def loadDates(self,dates):
''' load multiple dates, concantenating to one DataFrame '''
tmp =[]
print 'Loading multiple dates for ' , self.symbol
p = ProgressBar(len(dates))
for i,date in enumerate(dates):
tmp.append(self.loadDate(date))
p.animate(i+1)
print ''
return concat(tmp)
def downloadData(self, symbols='all'):
''' get data from yahoo '''
if symbols == 'all':
symbols = self.symbols
#store = HDFStore(self.dataFile)
p = ProgressBar(len(symbols))
for idx, symbol in enumerate(symbols):
try:
df = getHistoricData(symbol, self.startDate, verbose=False)
if self.autoAdjust:
df = _adjust(df, removeOrig=True)
if len(self.symbols) == 0:
self.wp = WidePanel({symbol: df})
else:
self.wp[symbol] = df
except Exception, e:
print e
p.animate(idx + 1)
def downloadData(self,symbols='all'):
''' get data from yahoo '''
if symbols == 'all':
symbols = self.symbols
#store = HDFStore(self.dataFile)
p = ProgressBar(len(symbols))
for idx,symbol in enumerate(symbols):
try:
df = getSymbolData(symbol,sDate=self.startDate,verbose=False)
if self.autoAdjust:
df = _adjust(df,removeOrig=True)
if len(self.symbols)==0:
self.wp = Panel({symbol:df})
else:
self.wp[symbol] = df
except Exception,e:
print e
p.animate(idx+1)