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Download multiple stocks with Python Pandas
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# Clone and pip install pandas_datareader from Github first | |
# pip install fix_yahoo_finance --upgrade --no-cache-dir | |
# conda install -c https://conda.anaconda.org/anaconda pandas-datareader | |
import pandas as pd | |
pd.core.common.is_list_like = pd.api.types.is_list_like | |
from pandas.api.types import is_list_like | |
from pandas_datareader import data as pdr | |
import fix_yahoo_finance as yf | |
yf.pdr_override() | |
#scrape html from website and store 3rd DataFrame as our stock tickers - this is dictated to us by the structure of the html | |
stock_list = pd.read_html("https://www.marketwatch.com/tools/industry/stocklist.asp?bcind_ind=9535&bcind_period=3mo")[3] | |
#convert the DataFrame of stocks into a list so we can easily iterate over it | |
tickers = stock_list[1].dropna()[1:].tolist() | |
start_date = '2005-01-01' | |
end_date = '2016-01-01' | |
exchange = 'yahoo' | |
column_name = 'Adj Close' # 'Open' 'High' 'Low' 'Close' 'Adj Close' 'Volume' | |
allData = pd.DataFrame() | |
finalTickers = [] | |
for ticker in tickers: | |
try: | |
allData = pd.merge(allData, pd.DataFrame(pdr.get_data_yahoo(ticker, fields='price', | |
start=start_date, end=end_date)['Adj Close']), | |
right_index=True, left_index=True, how='outer') | |
# Appends tickers which have data | |
finalTickers.append(ticker) | |
except: | |
next | |
allData.columns = finalTickers | |
allData = allData.dropna(axis='columns') | |
allData | |
import pandas as pd | |
pd.core.common.is_list_like = pd.api.types.is_list_like | |
from pandas.api.types import is_list_like | |
from pandas_datareader import data as pdr | |
import fix_yahoo_finance as yf | |
yf.pdr_override() | |
#scrape html from website and store 3rd DataFrame as our stock tickers - this is dictated to us by the structure of the html | |
stock_list = pd.read_html("https://www.marketwatch.com/tools/industry/stocklist.asp?bcind_ind=9535&bcind_period=3mo")[3] | |
#convert the DataFrame of stocks into a list so we can easily iterate over it | |
tickers = stock_list[1].dropna()[1:].tolist() | |
start_date = '2005-01-01' | |
end_date = '2016-01-01' | |
exchange = 'yahoo' | |
column_name = 'Adj Close' # 'Open' 'High' 'Low' 'Close' 'Adj Close' 'Volume' | |
allData = pd.DataFrame() | |
finalTickers = [] | |
for ticker in tickers: | |
try: | |
allData = pd.merge(allData, pd.DataFrame(pdr.get_data_yahoo(ticker, fields='price', | |
start=start_date, end=end_date)['Adj Close']), | |
right_index=True, left_index=True, how='outer') | |
# Appends tickers which have data | |
finalTickers.append(ticker) | |
except: | |
next | |
allData.columns = finalTickers | |
allData = allData.dropna(axis='columns') | |
allData |
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