Yahoo Finance crawler

fetch_data.py

import pandas as pd
import requests
import time


def get_data(ticker, start_date, end_date, delta="1d"):
    data_url = "https://query2.finance.yahoo.com/v8/finance/chart/" + ticker
    params = dict()
    params['interval'] = delta
    params['period1'] = int(time.mktime(start_date.timetuple()))
    params['period2'] = int(time.mktime(end_date.timetuple()))
    r = requests.get(data_url, params=params)
    j = r.json()
    data = j['chart']
    if data['error'] is not None:
        print(data['error'])
        exit(0)
    if len(data['result']) == 0:
        print('empty')
        return None
    data = data['result'][0]
    dates = pd.to_datetime(data['timestamp'], unit='s')
    # dict_keys(['meta', 'timestamp', 'indicators'])
    indicators = data['indicators']
    quote = indicators['quote'][0]
    # quote['aclose'] = quote.pop('close')
    # unadjclose = indicators['unadjclose'][0]['unadjclose']
    # quote['close'] = unadjclose
    df = pd.DataFrame(data=quote, index=dates)
    return df