我想知道我怎么才能得到1分钟特定时间和日期间隔的金价数据(例如10月18日的1小时间隔:20121-10-18 09:30:00到20121-10-18 10:30:00)从yfinance或任何其他python来源?
我的代码是:gold = yf.download(tickers="GC=F", period="5d", interval="1m")
似乎可以设置period而我想设置特定的日期和时间间隔．由于
对yfinance的调用返回一个以datetime为索引的PandasDataFrame。我们可以使用它来过滤数据帧，只保留start和end之间的条目。
import yfinance as yf
from datetime import datetime
gold = yf.download(tickers="GC=F", period="5d", interval="1m")
start = datetime(2021, 10, 18, 9, 30, 0)
end = datetime(2021, 10, 18, 10, 30, 0)
filtered = gold[start: end]
Open High ... Adj Close Volume
Datetime ...
2021-10-18 09:30:00-04:00 1770.099976 1770.099976 ... 1767.599976 1035
2021-10-18 09:31:00-04:00 1767.900024 1769.099976 ... 1768.500000 467
2021-10-18 09:32:00-04:00 1768.599976 1769.300049 ... 1769.199951 428
2021-10-18 09:33:00-04:00 1769.300049 1770.199951 ... 1769.099976 750
2021-10-18 09:34:00-04:00 1769.199951 1769.300049 ... 1767.800049 549
... ... ... ... ... ...
2021-10-18 10:26:00-04:00 1770.300049 1770.500000 ... 1769.900024 147
2021-10-18 10:27:00-04:00 1769.800049 1769.800049 ... 1769.400024 349
2021-10-18 10:28:00-04:00 1769.400024 1770.400024 ... 1770.199951 258
2021-10-18 10:29:00-04:00 1770.300049 1771.000000 ... 1770.099976 382
2021-10-18 10:30:00-04:00 1770.300049 1771.000000 ... 1770.900024 180
[61 rows x 6 columns]
编辑20121-10-25
澄清我的答案。问题是:
我想设置特定的日期和时间间隔。由于
您所需要的只是代码文档。所以start和end可以是date或者_datetime
start: str
Download start date string (YYYY-MM-DD) or _datetime.
Default is 1900-01-01
示例代码:
注意:时区有问题，我试图通过正确的时区开始和结束，但lib没有正确处理它，我完成了手动转换)
import pandas as pd
import yfinance as yf
import pendulum
pd.options.display.max_rows=10 # To decrease printouts
start = pendulum.parse('2021-10-18 09:30').add(hours=7) # My tz is UTC+03:00, original TZ UTC-04:00. So adds to my local time 7 hours
end = pendulum.parse('2021-10-18 10:30').add(hours=7) # Same
print(start)
print(yf.download(tickers="GC=F", interval="1m", start=start, end=end))
结果，你可以传递任何你想要的日期时间范围:
2021-10-18T16:30:00+00:00
[*********************100%***********************] 1 of 1 completed
Open High Low Close
Datetime
2021-10-18 09:30:00-04:00 1770.099976 1770.099976 1767.400024 1767.800049
2021-10-18 09:31:00-04:00 1767.900024 1769.099976 1767.800049 1768.500000
2021-10-18 09:32:00-04:00 1768.599976 1769.300049 1768.199951 1769.199951
2021-10-18 09:33:00-04:00 1769.300049 1770.199951 1768.900024 1769.099976
2021-10-18 09:34:00-04:00 1769.199951 1769.300049 1767.599976 1767.800049
... ... ... ... ...
2021-10-18 10:25:00-04:00 1769.900024 1770.400024 1769.800049 1770.300049
2021-10-18 10:26:00-04:00 1770.300049 1770.500000 1769.900024 1769.900024
2021-10-18 10:27:00-04:00 1769.800049 1769.800049 1769.099976 1769.400024
2021-10-18 10:28:00-04:00 1769.400024 1770.400024 1769.400024 1770.199951
2021-10-18 10:29:00-04:00 1770.300049 1771.000000 1769.900024 1770.099976
Adj Close Volume
Datetime
2021-10-18 09:30:00-04:00 1767.800049 0
2021-10-18 09:31:00-04:00 1768.500000 459
2021-10-18 09:32:00-04:00 1769.199951 428
2021-10-18 09:33:00-04:00 1769.099976 750
2021-10-18 09:34:00-04:00 1767.800049 549
... ... ...
2021-10-18 10:25:00-04:00 1770.300049 134
2021-10-18 10:26:00-04:00 1769.900024 147
2021-10-18 10:27:00-04:00 1769.400024 349
2021-10-18 10:28:00-04:00 1770.199951 258
2021-10-18 10:29:00-04:00 1770.099976 382
[60 rows x 6 columns]
PS:使用start和end，您不受过去7天的限制，但仍有过去30天的限制:
1 Failed download:
- GC=F: 1m data not available for startTime=1631980800 and endTime=1631998800. The requested range must be within the last 30 days.
在这里阅读下载函数的定义https://github.com/ranaroussi/yfinance/blob/6654a41a8d5c0c9e869a9b9acb3e143786c765c7/yfinance/multi.py L32
PS这个函数有start=和end=参数，希望对你有所帮助