将quotes_historical_yahoo 改为 quotes_historical_yahoo_ochl 即可。
# -*- coding: utf-8 -*-
"""
Spyder Editor
This is a temporary script file.
"""
from matplotlib.finance import quotes_historical_yahoo_ochl
from datetime import date
import pandas as pd
today = date.today()
start = (today.year-1,today.month,today.day)
quotes = quotes_historical_yahoo_ochl('AXP',start,today)
df = pd.DataFrame(quotes)
print df