Python雅虎财经下载所有标准普尔500指数股票

Question

我试图从这里运行代码下载所有标准普尔500指数股票：

https://pythonprogramming.net/sp500-company-price-data-python-programming-for-finance/

import bs4 as bs
import datetime as dt
import os
import pandas_datareader.data as web
import pickle
import requests


def save_sp500_tickers():
    resp = requests.get('http://en.wikipedia.org/wiki/List_of_S%26P_500_companies')
    soup = bs.BeautifulSoup(resp.text, 'lxml')
    table = soup.find('table', {'class': 'wikitable sortable'})
    tickers = []
    for row in table.findAll('tr')[1:]:
        ticker = row.findAll('td')[0].text
        tickers.append(ticker)
    with open("sp500tickers.pickle", "wb") as f:
        pickle.dump(tickers, f)
    return tickers


# save_sp500_tickers()
def get_data_from_yahoo(reload_sp500=False):
    if reload_sp500:
        tickers = save_sp500_tickers()
    else:
        with open("sp500tickers.pickle", "rb") as f:
            tickers = pickle.load(f)
    if not os.path.exists('stock_dfs'):
        os.makedirs('stock_dfs')

    start = dt.datetime(2010, 1, 1)
    end = dt.datetime.now()
    for ticker in tickers:
        # just in case your connection breaks, we'd like to save our progress!
        if not os.path.exists('stock_dfs/{}.csv'.format(ticker)):
            df = web.DataReader(ticker, 'morningstar', start, end)
            df.reset_index(inplace=True)
            df.set_index("Date", inplace=True)
            df = df.drop("Symbol", axis=1)
            df.to_csv('stock_dfs/{}.csv'.format(ticker))
        else:
            print('Already have {}'.format(ticker))


get_data_from_yahoo()

但我得到了一个错误：

^{pr2}$

我怎样才能修好它？在

Answer 1

显然您没有保存/创建sp500tickers.pickle，这是由函数save_sp500_tickers()完成的。在

但是，我得到了另一个错误：

NotImplementedError: data_source='morningstar' is not implemented

代码看起来并不稳定。但是，经过一些修改，很容易检索到数据：

import bs4 as bs
import requests
import yfinance as yf
import datetime

resp = requests.get('http://en.wikipedia.org/wiki/List_of_S%26P_500_companies')
soup = bs.BeautifulSoup(resp.text, 'lxml')
table = soup.find('table', {'class': 'wikitable sortable'})
tickers = []
for row in table.findAll('tr')[1:]:
    ticker = row.findAll('td')[0].text
    tickers.append(ticker)

tickers = [s.replace('\n', '') for s in tickers]
start = datetime.datetime(2019,1,1)
end = datetime.datetime(2019,7,17)
data = yf.download(tickers, start=start, end=end)
print(data)

有些公司看起来已经被摘牌了，但我得到的结果是：

^{pr2}$