我使用R包quantmod没有问题,它使用Yahoo来获取股票数据,如下所示:get_stock_prices <- function(target, return_format = "tibble", ...) {
# Get stock prices
print(target)
stock_prices_xts <- getSymbols(Symbols = target, auto.assign = FALSE, ...)
# Rename
names(stock_prices_xts) <- c("Open", "High", "Low", "Close", "Volume", "Adjusted")
# Return in xts format if tibble is not specified
if (return_format == "tibble") {
stock_prices <- stock_prices_xts %>%
as_tibble() %>%
rownames_to_column(var = "Date") %>%
mutate(Date = ymd(Date))
} else {
stock_prices <- stock_prices_xts
}
write.csv(stock_prices, file = paste(target, "csv", sep = '.'))
}
我只知道Python中的pandas_datareader来实现类似的东西。不幸的是,随着雅虎和谷歌API的变化,这个软件包已经破产。这段代码:import pandas_datareader as pdr
panel_data = pdr.get_data_yahoo('MSFT')
结果是:Yahoo Actions has been immediately deprecated due to large breaks in the API without the
introduction of a stable replacement. Pull Requests to re-enable these data
connectors are welcome.
是否有一个目前正在运行的Python包来实现上述目的。我知道quandl但这是一项付费服务。谢谢。