我已经使用alpha vantage python API一段时间了，但我只需要提取每日和盘中的时间序列数据。我正在尝试提取延长的盘中数据，但没有任何运气使其发挥作用。尝试运行以下代码：
from alpha_vantage.timeseries import TimeSeries
apiKey = 'MY API KEY'
ts = TimeSeries(key = apiKey, output_format = 'pandas')
totalData, _ = ts.get_intraday_extended(symbol = 'NIO', interval = '15min', slice = 'year1month1')
print(totalData)
给我以下错误：
Traceback (most recent call last):
File "/home/pi/Desktop/test.py", line 9, in <module>
totalData, _ = ts.get_intraday_extended(symbol = 'NIO', interval = '15min', slice = 'year1month1')
File "/home/pi/.local/lib/python3.7/site-packages/alpha_vantage/alphavantage.py", line 219, in _format_wrapper
self, *args, **kwargs)
File "/home/pi/.local/lib/python3.7/site-packages/alpha_vantage/alphavantage.py", line 160, in _call_wrapper
return self._handle_api_call(url), data_key, meta_data_key
File "/home/pi/.local/lib/python3.7/site-packages/alpha_vantage/alphavantage.py", line 354, in _handle_api_call
json_response = response.json()
File "/usr/lib/python3/dist-packages/requests/models.py", line 889, in json
self.content.decode(encoding), **kwargs
File "/usr/lib/python3/dist-packages/simplejson/__init__.py", line 518, in loads
return _default_decoder.decode(s)
File "/usr/lib/python3/dist-packages/simplejson/decoder.py", line 370, in decode
obj, end = self.raw_decode(s)
File "/usr/lib/python3/dist-packages/simplejson/decoder.py", line 400, in raw_decode
return self.scan_once(s, idx=_w(s, idx).end())
simplejson.errors.JSONDecodeError: Expecting value: line 1 column 1 (char 0)
有趣的是，如果你看一下TimeSeries类，它指出延长的盘中返回为"；一个csv_rereader对象中的时间序列"；而对我有效的其他一切都被返回为"；两个json对象"；。我99%确信这与这个问题有关，但我不完全确定，因为我认为调用日内扩展函数至少会返回一些东西(尽管它的格式不同(，但只会给我一个错误。
另一个有趣的小注意是；adjusted＝True"；(或False(作为输入，尽管它在文档中。。。可能不相关，但可能有助于诊断。
TIME_SERIES_INTRADAY_EXTENDED似乎只能返回CSV格式，但alpha_vantage包装应用了JSON方法，这导致了错误。
我的解决方法：
from alpha_vantage.timeseries import TimeSeries
import pandas as pd
apiKey = 'MY API KEY'
ts = TimeSeries(key = apiKey, output_format = 'csv')
#download the csv
totalData = ts.get_intraday_extended(symbol = 'NIO', interval = '15min', slice = 'year1month1')
#csv --> dataframe
df = pd.DataFrame(list(totalData[0]))
#setup of column and index
header_row=0
df.columns = df.iloc[header_row]
df = df.drop(header_row)
df.set_index('time', inplace=True)
#show output
print(df)
这是一种简单的方法。
ticker = 'IBM'
date= 'year1month2'
apiKey = 'MY API KEY'
df = pd.read_csv('https://www.alphavantage.co/query?function=TIME_SERIES_INTRADAY_EXTENDED&symbol='+ticker+'&interval=15min&slice='+date+'&apikey='+apiKey+'&datatype=csv&outputsize=full')
#Show output
print(df)
import pandas as pd
symbol = 'AAPL'
interval = '15min'
slice = 'year1month1'
api_key = ''
adjusted = '&adjusted=true&'
csv_url = 'https://www.alphavantage.co/query?function=TIME_SERIES_INTRADAY_EXTENDED&symbol='+symbol+'&interval='+interval+'&slice='+slice+adjusted+'&apikey='+api_key
data = pd.read_csv(csv_url)
print(data.head)