如何使用雅虎！Julia提供的金融市场数据下载程序（yfinance）Python包？

Question

我试图将股票数据从yahoo finance下载到我的Julia代码中，并使用它进行进一步分析。由于Julia stocks相关软件包在下载数据时有很多bug，因此我想使用PyCall来利用python库yfinance来获取数据

获取数据的python示例如下所示：

import yfinance as yf
msft = yf.Ticker("MSFT")
# get stock info
msft.info

# get historical market data
hist = msft.history(period="max")

# show actions (dividends, splits)
msft.actions
print(msft.actions)

# show dividends
msft.dividends
print(msft.dividends)

# show splits
msft.splits
print(msft.splits)

# show financials
msft.financials
msft.quarterly_financials

# show major holders
msft.major_holders

# show institutional holders
msft.institutional_holders

# show balance sheet
msft.balance_sheet
msft.quarterly_balance_sheet

# show cashflow
msft.cashflow
msft.quarterly_cashflow

# show earnings
msft.earnings
msft.quarterly_earnings

# show sustainability
msft.sustainability

# show analysts recommendations
msft.recommendations

# show next event (earnings, etc)
msft.calendar

# show ISIN code - *experimental*
# ISIN = International Securities Identification Number
msft.isin

# show options expirations
msft.options

# get option chain for specific expiration
opt = msft.option_chain('2021-01-29')
# data available via: opt.calls, opt.puts

我对朱莉娅密码的看法：

module MyModule
using PyCall
function __init__()
    py"""
    import yfinance as yf
    def data()
        data = yf.download("SPY AAPL", start="2017-01-01", end="2017-04-30")
    """
end
tickers_data = py"data"

end

很抱歉这个例子不好，但我不知道在这种情况下如何使用PyCall。 请提出解决这个问题的办法

提前谢谢

更新：

我使用以下命令在anaconda (conda version 4.9.2)中安装了yfinance：

conda install -c ranaroussi yfinance

这将在conda的base root中安装yfinance库

根据@PrzemyslawSzufel的建议，我更新了我的PyCall代码：

using PyCall

yf = pyimport("yfinance")

# Tickers
msft = yf.Ticker("MSFT")

# get stock information
msft.info

# get historical market data
hist = msft.history(period="max")

# show actions (dividends, splits)
msft.actions
println(msft.actions)

但是，运行此代码段时会抛出一个PyError：

PyError (PyImport_ImportModule

The Python package yfinance could not be imported by pyimport. Usually this means
that you did not install yfinance in the Python version being used by PyCall.

PyCall is currently configured to use the Julia-specific Python distribution
installed by the Conda.jl package.  To install the yfinance module, you can
use `pyimport_conda("yfinance", PKG)`, where PKG is the Anaconda
package the contains the module yfinance, or alternatively you can use the
Conda package directly (via `using Conda` followed by `Conda.add` etcetera).

Alternatively, if you want to use a different Python distribution on your
system, such as a system-wide Python (as opposed to the Julia-specific Python),
you can re-configure PyCall with that Python.   As explained in the PyCall
documentation, set ENV["PYTHON"] to the path/name of the python executable
you want to use, run Pkg.build("PyCall"), and re-launch Julia.

我尝试通过使用conda在julia中专门导入包来解决此问题：

using Conda

Conda.add("ranaroussi yfinance")
yf = pyimport_conda("yfinance", PKG)

即使这样也不能解决问题。 请针对此错误提出解决方案。 谢谢

Answer 1

假设您成功安装了yfinance，您需要做的就是：

using PyCall
run(`$(PyCall.python) -m pip install yfinance`)
yf = pyimport("yfinance")
msft = yf.Ticker("MSFT")

请注意，到今天为止，通过Conda.jl安装yfinance两种水蟒似乎都不起作用，因此需要使用pip

现在，您可以将其余代码复制到Julia函数中。用println替换print，一切都会正常工作

例如：

julia> # get stock info
       msft.info
Dict{Any, Any} with 123 entries:
  "tradeable"                    => false
  "market"                       => "us_market"
  "dayLow"                       => 224.22
  "sharesShort"                  => 39201229
  "priceToBook"                  => 14.0704
  "sharesOutstanding"            => 7560500224
  "nextFiscalYearEnd"            => 1656547200
  "threeYearAverageReturn"       => nothing
  "legalType"                    => nothing
  "address1"                     => "One Microsoft Way"
  "regularMarketPreviousClose"   => 225.95
  "priceHint"                    => 2
  "askSize"                      => 1400
  "fundFamily"                   => nothing
  "regularMarketVolume"          => 31716461
  "trailingEps"                  => 6.199
  "ask"                          => 229.88
  "lastSplitDate"                => 1045526400
  ⋮                              => ⋮