使用pandas提取ASX数据

Question

我正在尝试从雅虎财经提取股票市场数据以下是链接https://au.finance.yahoo.com/quote/ABP.AX/history?p=ABP.AX

我的代码如下

import pandas as pd
dfs = pd.read_html('https://au.finance.yahoo.com/quote/ABP.AX/history?p=ABP.AX')       
print(dfs)

上面的代码导致以下错误

Traceback (most recent call last):
  File "/home/furqan/Desktop/Data/Fundamental Analysis/get_data/ax_data.py", line 5, in <module>
    dfs = pd.read_html('https://au.finance.yahoo.com/quote/ABP.AX/history?p=ABP.AX')
  File "/usr/local/lib/python3.5/dist-packages/pandas/io/html.py", line 874, in read_html
    parse_dates, tupleize_cols, thousands, attrs, encoding)
  File "/usr/local/lib/python3.5/dist-packages/pandas/io/html.py", line 747, in _parse
    thousands=thousands))
  File "/usr/local/lib/python3.5/dist-packages/pandas/io/html.py", line 628, in _data_to_frame
    _expand_elements(body)
  File "/usr/local/lib/python3.5/dist-packages/pandas/io/html.py", line 611, in _expand_elements
    body[ind] += empty * (lens_max - length)
TypeError: ufunc 'add' did not contain a loop with signature matching types dtype('<U47') dtype('<U47') dtype('<U47')

我该如何解决这个问题？

Answer 1

谢谢你用过了。

import fix_yahoo_finance as yf
data = yf.download("SPY", start="2017-01-01", end="2017-04-30")

Answer 2

使用pandas_datareader包可能更容易做到这点：

pip3 install pandas_datareader

from pandas_datareader import yahoo
In [13]: yahoo.quotes.YahooQuotesReader('ABP.AX').read()
Out[13]: 
          PE change_pct  last  short_ratio    time
ABP.AX  5.65     -1.94%  3.04          0.0  4:10pm

Answer 3

为什么不使用ASX API呢？例如https://www.asx.com.au/asx/1/share/ABP/prices?interval=daily&count=255

下面是一些代码，可以从中读取并写入Excel，您可以对其进行改进和调整。

import requests
import pandas as pd

base_url = 'https://www.asx.com.au/asx/1/share/'
code = 'abp'
suffix = '/prices?interval=daily&count=255'
url = base_url + code + suffix
r = requests.get(url, timeout=10)
price_data = r.json()
df = pd.DataFrame(price_data['data'])
df['close_date'] = pd.to_datetime(df.close_date.str[0:10], format='%Y-%m-%d', errors='coerce')
df.to_excel(code + '_price_hist.xlsx', sheet_name=code, index=False)