回测框架zipline数据源，pandas_datareader

为什么80%的码农都做不了架构师？>>>   

google金融的数据源不可用，请求被当成爬虫处理了

其他数据源：

quandl 

import pandas_datareader.data as web
symbol = 'AAPL.US'
df = web.DataReader(symbol, 'quandl', '2016-01-04', '2016-01-08')
df.head()

参考，还有这篇blog的评论

 

Morningstar

参考

import pandas_datareader.data as web
from datetime import datetime
start = datetime(2015, 2, 9)
end = datetime(2017, 5, 24)
f = web.DataReader('F', 'morningstar', start, end)
f.head()

 

IEX

参考

import pandas_datareader.data as web
from datetime import datetime
start = datetime(2015, 2, 9)
end = datetime(2017, 5, 24)
f = web.DataReader('F', 'iex', start, end)
f.head()

 

Robinhood

参考

import pandas_datareader.data as web
from datetime import datetime
start = datetime(2015, 2, 9)
end = datetime(2017, 5, 24)
f = web.DataReader('F', 'robinhood')
f.head()

 

Stooq Index Data

参考

import pandas_datareader.data as web
f = web.DataReader('^DJI', 'stooq')
f[:10]

 

MOEX Data

参考

import pandas_datareader.data as web
f = web.DataReader('USD000UTSTOM', 'moex', start='2017-07-01', end='2017-07-31')
f.head()

 

转载于:https://my.oschina.net/sukai/blog/1789838