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Update yf_docs.py
Browse files- yf_docs.py +0 -83
yf_docs.py
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- `1wk`: 1 week
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- `1mo`: 1 month
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- `3mo`: 3 months
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####
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In dealing with financial data from multiple tickers, specifically using yfinance and pandas, the process can be broken down into a few key steps: downloading the data, organizing it in a structured format, and accessing it in a way that aligns with the user's needs. Below, the answer is organized into clear, actionable segments.
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Downloading Data for Multiple Tickers
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Direct Download and DataFrame Creation
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Single Ticker, Single DataFrame Approach:
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For individual tickers, the DataFrame downloaded directly from yfinance comes with single-level column names but lacks a ticker column. By iterating over each ticker, adding a ticker column, and then combining these into a single DataFrame, a clear structure for each ticker's data is maintained.
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import yfinance as yf
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import pandas as pd
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tickerStrings = ['AAPL', 'MSFT']
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df_list = []
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for ticker in tickerStrings:
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data = yf.download(ticker, group_by="Ticker", period='2d')
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data['ticker'] = ticker # Add ticker column
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df_list.append(data)
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# Combine all dataframes into a single dataframe
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df = pd.concat(df_list)
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df.to_csv('ticker.csv')
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Condensed Single DataFrame Approach:
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Achieve the same result as above with a one-liner using list comprehension, streamlining the process of fetching and combining data.
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# Download 2 days of data for each ticker in tickerStrings, add a 'ticker' column for identification, and concatenate into a single DataFrame with continuous indexing.
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df = pd.concat([yf.download(ticker, group_by="Ticker", period='2d').assign(ticker=ticker) for ticker in tickerStrings], ignore_index=True)
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Multi-Ticker, Structured DataFrame Approach
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When downloading data for multiple tickers simultaneously, yfinance groups data by ticker, resulting in a DataFrame with multi-level column headers. This structure can be reorganized for easier access.
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Unstacking Column Levels:
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# Define a list of ticker symbols to download
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tickerStrings = ['AAPL', 'MSFT']
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# Download 2 days of data for each ticker, grouping by 'Ticker' to structure the DataFrame with multi-level columns
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df = yf.download(tickerStrings, group_by='Ticker', period='2d')
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# Transform the DataFrame: stack the ticker symbols to create a multi-index (Date, Ticker), then reset the 'Ticker' level to turn it into a column
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df = df.stack(level=0).rename_axis(['Date', 'Ticker']).reset_index(level=1)
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Handling CSV Files with Multi-Level Column Names
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To read a CSV file that has been saved with yfinance data (which often includes multi-level column headers), adjustments are necessary to ensure the DataFrame is accessible in the desired format.
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Reading and Adjusting Multi-Level Columns:
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# Read the CSV file. The file has multi-level headers, hence header=[0, 1].
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df = pd.read_csv('test.csv', header=[0, 1])
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# Drop the first row as it contains only the Date information in one column, which is redundant after setting the index.
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df.drop(index=0, inplace=True)
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# Convert the 'Unnamed: 0_level_0', 'Unnamed: 0_level_1' column (which represents dates) to datetime format.
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# This assumes the dates are in the 'YYYY-MM-DD' format.
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df[('Unnamed: 0_level_0', 'Unnamed: 0_level_1')] = pd.to_datetime(df[('Unnamed: 0_level_0', 'Unnamed: 0_level_1')])
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# Set the datetime column as the index of the DataFrame. This makes time series analysis more straightforward.
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df.set_index(('Unnamed: 0_level_0', 'Unnamed: 0_level_1'), inplace=True)
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# Clear the name of the index to avoid confusion, as it previously referred to the multi-level column names.
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df.index.name = None
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Flattening Multi-Level Columns for Easier Access
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Depending on the initial structure of the DataFrame, multi-level columns many need to be flattened to a single level, adding clarity and simplicity to the dataset.
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Flattening and Reorganizing Based on Ticker Level:
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For DataFrames where the ticker symbol is at the top level of the column headers:
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df.stack(level=0).rename_axis(['Date', 'Ticker']).reset_index(level=1)
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If the ticker symbol is at the bottom level:
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df.stack(level=1).rename_axis(['Date', 'Ticker']).reset_index(level=1)
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Individual Ticker File Management
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For those preferring to manage each ticker's data separately, downloading and saving each ticker's data to individual files can be a straightforward approach.
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Downloading and Saving Individual Ticker Data:
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for ticker in tickerStrings:
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# Downloads historical market data from Yahoo Finance for the specified ticker.
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# The period ('prd') and interval ('intv') for the data are specified as string variables.
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data = yf.download(ticker, group_by="Ticker", period='prd', interval='intv')
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# Adds a new column named 'ticker' to the DataFrame. This column is filled with the ticker symbol.
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# This step is helpful for identifying the source ticker when multiple DataFrames are combined or analyzed separately.
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data['ticker'] = ticker
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# Saves the DataFrame to a CSV file. The file name is dynamically generated using the ticker symbol,
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# allowing each ticker's data to be saved in a separate file for easy access and identification.
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# For example, if the ticker symbol is 'AAPL', the file will be named 'ticker_AAPL.csv'.
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data.tocsv(f'ticker{ticker}.csv')
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"""
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- `1wk`: 1 week
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- `1mo`: 1 month
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- `3mo`: 3 months
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"""
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