import requests import json """ Given the parameters, fetches the data for the corresponding chart using yahoo finance. Expect it to raise an error on bad params! """ def fetch_chart_data(ticker, period='1y', interval='1d'): params = { 'interval' : interval, # 1m, 2m, 5m, 15m, 30m, 60m, 90m, 1h, 4h, 1d, 5d, 1wk, 1mo, 3mo 'range' : period, # "1d","5d","1mo","3mo","6mo","1y","2y","5y","10y","ytd","max" 'events' : 'div|split|earn', 'includePrePost' : 'false' } headers = {'User-agent' : 'fin-backtesting-proj'} r = requests.get("https://query2.finance.yahoo.com/v8/finance/chart/" + ticker, headers=headers, params=params) print(r.url) print("status_code:\t", r.status_code) # decode the JSON response data into a Python object r.raise_for_status() # raises if error before parsing data_obj = r.json() # get the specific data we want timestamps = data_obj['chart']['result'][0]['timestamp'] close_prices = data_obj['chart']['result'][0]['indicators']['quote'][0]['close'] print('close_price len: ', len(close_prices), 'timestamps len: ', len(timestamps)) # clean out null's and 0s from the data for i in range(len(timestamps)): if close_prices[i] == None or close_prices[i] == 0: del close_prices[i] del timestamps[i] i -= 1 name = data_obj['chart']['result'][0]['meta']['longName'] return {'timestamps': timestamps, 'prices': close_prices, 'name': name}