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{
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"import pandas_datareader.data as web\n",
"import datetime\n",
"\n",
"def set_variables():\n",
" ticker_symbols = ['^GSPC', '^DJI', '^IXIC']\n",
" start_date = '2000-01-01'\n",
" end_date = '2016-06-30'\n",
" data_source = 'yahoo'\n",
" directory = './'\n",
" file_extension = '.csv'\n",
" return ticker_symbols, start_date, end_date, data_source, directory, file_extension\n",
"\n",
"def pull_data():\n",
" ticker_symbols, start_date, end_date, data_source, directory, file_extension = set_variables()\n",
" start = string_to_date_time(start_date)\n",
" end = string_to_date_time(end_date)\n",
" for ticker_symbol in ticker_symbols:\n",
" df = web.DataReader(ticker_symbol, data_source, start, end)\n",
" save_data(df, directory, ticker_symbol, start_date, end_date, file_extension)\n",
"\n",
"def string_to_date_time(s):\n",
" sy = int(s[:4])\n",
" sm = int(s[5:7])\n",
" sd = int(s[8:])\n",
" return datetime.datetime(sy, sm, sd)\n",
"\n",
"def save_data(df, directory, ticker_symbol, start_date, end_date, file_extension):\n",
" sdt = strip_hyphens(start_date)\n",
" edt = strip_hyphens(end_date)\n",
" filename = directory + ticker_symbol + '_' + sdt + '-' + edt + file_extension\n",
" df.to_csv(filename, index_label=\"Date\")\n",
"\n",
"def strip_hyphens(s):\n",
" return s.replace(\"-\", \"\")\n",
"\n",
"if __name__ == \"__main__\":\n",
" pull_data()"
]
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