从雅虎财经API下载市场数据

* 重要法律免责声明 *

雅虎!、Y!Finance和雅虎财经是雅虎公司的注册商标。

yfinance与雅虎公司没有任何关联，也未经其认可或审核。它是一个开源工具，使用雅虎公开可用的API，旨在用于研究和教育目的。

关于您使用实际下载数据的权利详情，请参阅雅虎的使用条款 （这里、这里和这里）。请记住 - 雅虎财经API仅供个人使用。

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yfinance提供了一种多线程且符合Python风格的方式来从雅虎财经下载市场数据。

→ 查看这篇博客文章，获取详细教程和代码示例。

更新日志 »

安装
快速开始
高级
Wiki
贡献

安装

使用pip安装yfinance：

$ pip install yfinance --upgrade --no-cache-dir

使用Conda安装。

要安装可选依赖，将optional替换为：nospam用于更智能的抓取，repair用于价格修复，或nospam,repair同时安装两者：

$ pip install "yfinance[optional]"

必需依赖，所有依赖。

快速开始

Ticker模块

Ticker模块允许您以更符合Python风格的方式访问股票数据：

[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

如果你想使用代理服务器下载数据，请使用：

[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

多个股票代码

要初始化多个Ticker对象，请使用

[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

要将价格历史下载到一个表格中：

[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

`yf.download()`和`Ticker.history()`有许多选项用于配置获取和处理。查看Wiki了解更多选项和详细信息。

日志记录

yfinance现在使用logging模块处理消息，默认行为仅打印错误。如果调试，请使用yf.enable_debug_mode()切换到带有自定义格式的调试日志。

更智能的爬取

使用pip安装nospam包以实现更智能的爬取（参见安装）。这些包有助于缓存调用，从而避免频繁请求Yahoo。

要使用自定义requests会话，请将session=参数传递给Ticker构造函数。这允许缓存API调用，并通过User-agent头自定义修改请求的方式。

[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

将requests_cache与速率限制结合使用，以避免触发Yahoo的速率限制器/阻止器，从而可能导致数据损坏。

[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

管理多级列

以下是Stack Overflow上关于如何处理使用yfinance下载的多级列名？的回答

yfinance返回一个带有多级列名的pandas.DataFrame，包括股票代码层和股票价格数据层
- 回答讨论了：
  - 如何在使用pandas.DataFrame.to_csv将数据框保存为csv后正确读取多级列
  - 如何将单个或多个股票代码下载到具有单级列名和股票代码列的单个数据框中

持久化缓存存储

为了减少对Yahoo的请求，yfinance在本地存储一些数据：用于本地化日期的时区和cookie。缓存位置为：

Windows = C:/Users/<用户>/AppData/Local/py-yfinance
Linux = /home/<用户>/.cache/py-yfinance
MacOS = /Users/<用户>/Library/Caches/py-yfinance

你可以使用set_tz_cache_location()将缓存定向到不同的位置：

[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]