通过python中的yahoo和pandas_datareader获取来自不同市场的市场数据

Posted 2021-04-27

因此，市场之间的冗余标签名称有点问题。例如，使用以下代码获取数据时：

from pandas_datareader import data as pdr
from datetime import datetime
data = pdr.get_data_yahoo(['AC'], start=datetime(2020,1,6), end=datetime(2020,2,6))

我要返回的数据是NYSE:AC（美国国会大厦集团公司）还是TSE:AC（加拿大航空）？

答案

据我了解，不带点和extension name的默认值来自美国市场。股票代码的扩展名表示除美国以外的市场。这里有一些例子。

AC.TO : Toronto
AC.PA : Paris
AC.MX : Mexico
AC.VI : Vienna
FPI1.BE : Berlin
F7TB.MU : Munich

以下可以得到longName的ticker。

from datetime import datetime
import pandas_datareader.data as web

tickers = ['AC', 'AC.TO']

for ticker in tickers:

    print('
---------------------------------------------------------------
')

    data = web.get_data_yahoo([ticker], start=datetime(2020, 1, 6), end=datetime(2020, 2, 6))

    df = web.get_quote_yahoo([ticker])

    print(df[['longName', 'exchange', 'fullExchangeName', 'currency', 'quoteType', ]].T)
    print()

    print(data)

以下是上面代码的输出：

---------------------------------------------------------------

                                              AC
longName          Associated Capital Group, Inc.
exchange                                     NYQ
fullExchangeName                            NYSE
currency                                     USD
quoteType                                 EQUITY

Attributes       High        Low       Open      Close Volume  Adj Close
Symbols            AC         AC         AC         AC     AC         AC
Date                                                                    
2020-01-06  39.790001  38.490002  38.490002  39.790001   3300  39.790001
2020-01-07  39.669998  38.590000  39.540001  39.160000   6200  39.160000
2020-01-08  39.790001  38.560001  38.889999  39.790001   6400  39.790001
2020-01-09  39.830002  39.750000  39.830002  39.750000   1800  39.750000
2020-01-10  39.520000  39.099998  39.520000  39.500000   5100  39.500000
2020-01-13  42.759998  39.250000  39.250000  42.759998  23000  42.759998
2020-01-14  47.779999  43.029999  43.160000  47.770000  13000  47.770000
2020-01-15  48.501999  47.049999  48.299999  48.419998  21400  48.419998
2020-01-16  52.820000  48.134998  48.160000  50.410000  10200  50.410000
2020-01-17  52.595001  50.160000  51.200001  51.080002  21400  51.080002
2020-01-21  65.459999  50.549999  50.709999  63.580002  42700  63.580002
2020-01-22  64.900002  56.000000  64.900002  57.220001  30700  57.220001
2020-01-23  57.480000  46.959999  57.480000  47.340000  26100  47.340000
2020-01-24  47.779999  42.299999  47.340000  42.349998  30000  42.349998
2020-01-27  48.540001  42.500000  42.500000  43.759998  28100  43.759998
2020-01-28  45.000000  43.040001  43.349998  43.880001  11700  43.880001
2020-01-29  43.689999  41.099998  43.689999  41.459999  15200  41.459999
2020-01-30  43.700001  41.730000  42.110001  42.790001  21900  42.790001
2020-01-31  42.730000  41.189999  42.299999  41.770000  20300  41.770000
2020-02-03  43.410000  42.020000  42.320000  42.279999  10900  42.279999
2020-02-04  43.299999  41.799999  42.490002  41.799999  16300  41.799999
2020-02-05  44.299999  41.730000  42.160000  43.889999  15200  43.889999
2020-02-06  45.430000  43.590000  43.937000  43.720001  19700  43.720001
2020-02-07  44.158001  41.290001  43.700001  41.290001  12600  41.290001

---------------------------------------------------------------

                       AC.TO
longName          Air Canada
exchange                 TOR
fullExchangeName     Toronto
currency                 CAD
quoteType             EQUITY

Attributes       High        Low       Open      Close   Volume  Adj Close
Symbols         AC.TO      AC.TO      AC.TO      AC.TO    AC.TO      AC.TO
Date                                                                      
2020-01-06  47.820000  47.110001  47.610001  47.299999  1134902  47.299999
2020-01-07  48.270000  47.200001  47.299999  48.240002   863739  48.240002
2020-01-08  49.279999  47.750000  47.750000  49.040001  1193122  49.040001
2020-01-09  50.389999  49.070000  49.119999  49.599998  1388006  49.599998
2020-01-10  51.014999  49.200001  49.590000  50.900002  1443019  50.900002
2020-01-13  52.180000  50.470001  50.849998  52.090000  1388026  52.090000
2020-01-14  52.709999  51.490002  52.029999  52.009998  1352906  52.009998
2020-01-15  52.459999  51.340000  51.930000  51.540001  1108539  51.540001
2020-01-16  52.220001  51.560001  51.700001  51.790001   930670  51.790001
2020-01-17  51.520000  50.160000  50.480000  51.080002  1767395  51.080002
2020-01-20  51.410000  50.660000  50.820000  51.150002   310712  51.150002
2020-01-21  50.610001  47.680000  50.500000  48.840000  3095071  48.840000
2020-01-22  49.680000  48.639999  49.299999  48.680000  1282190  48.680000
2020-01-23  49.000000  47.009998  48.459999  48.419998  2001993  48.419998
2020-01-24  48.580002  45.770000  48.450001  47.180000  2416449  47.180000
2020-01-27  45.529999  43.400002  43.410000  44.740002  2709248  44.740002
2020-01-28  45.770000  44.689999  45.119999  45.099998  2257306  45.099998
2020-01-29  45.959999  44.709999  45.279999  45.599998  1916354  45.599998
2020-01-30  45.200001  44.180000  45.099998  44.930000  1586113  44.930000
2020-01-31  45.139999  44.154999  44.630001  44.330002  1529131  44.330002
2020-02-03  45.180000  44.119999  44.369999  44.779999  1499613  44.779999
2020-02-04  47.250000  45.520000  45.590000  46.509998  1812547  46.509998
2020-02-05  48.060001  46.400002  47.250000  46.700001  1971011  46.700001
2020-02-06  47.130001  46.330002  47.000000  46.349998  1373740  46.349998
2020-02-07  46.250000  45.040001  46.250000  45.459999  1316269  45.459999