mil*_*lan 6 google-finance yahoo-finance
我正在寻找一种获取股票分割信息的方法.使用雅虎股票API,我可以得到任何符号的所有类型的信息,但我不认为我可以得到分割比率,甚至是否分裂.有谁知道获取此信息的方法?
Jos*_*ich 15
这就是quantmod R包的功能.拆分信息位于"仅限股息"CSV中:http://ichart.finance.yahoo.com/x?s = IBM&a = 00&b = 2&c = 1962&d = 04&e = 25&f = 2011&g =
v&y = 0&z = 30000
小智 5
借助 pandas datareader 包,您可以在 python 3 中轻松完成。开始定义一个将拆分历史记录作为数据帧返回的函数:
def split_history(stock, date_start, date_end, limit_denominator=1000):
from decimal import Decimal
from fractions import Fraction
from pandas_datareader import data as web
df = web.DataReader(stock, data_source='yahoo-actions', start=date_start, end=date_end)
is_split = df['action']=='SPLIT'
df = df[is_split]
ratios = []
for index, row in df.iterrows():
# Taking the inverse of the row['value'] as it is Yahoo finance convention
ratio = Fraction(1/Decimal(row['value'])).limit_denominator(limit_denominator)
ratios.append("{num} for {denom}".\
format(num=ratio.numerator, denom=ratio.denominator))
df['ratio'] = ratios
return df
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现在我们可以以微软('MSFT')的拆分为例:
stock = 'MSFT'
date_start = '1987-01-01'
date_end = '2020-07-22'
split_history(stock, date_start, date_end)
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action value ratio
2003-02-18 SPLIT 0.500000 2 for 1
1999-03-29 SPLIT 0.500000 2 for 1
1998-02-23 SPLIT 0.500000 2 for 1
1996-12-09 SPLIT 0.500000 2 for 1
1994-05-23 SPLIT 0.500000 2 for 1
1992-06-15 SPLIT 0.666667 3 for 2
1991-06-27 SPLIT 0.666667 3 for 2
1990-04-16 SPLIT 0.500000 2 for 1
1987-09-21 SPLIT 0.500000 2 for 1
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它还可以正确处理反向股票拆分:
action value ratio
2003-02-18 SPLIT 0.500000 2 for 1
1999-03-29 SPLIT 0.500000 2 for 1
1998-02-23 SPLIT 0.500000 2 for 1
1996-12-09 SPLIT 0.500000 2 for 1
1994-05-23 SPLIT 0.500000 2 for 1
1992-06-15 SPLIT 0.666667 3 for 2
1991-06-27 SPLIT 0.666667 3 for 2
1990-04-16 SPLIT 0.500000 2 for 1
1987-09-21 SPLIT 0.500000 2 for 1
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action value ratio
2020-07-22 SPLIT 12.0 1 for 12
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ps:可能有更好的方法来输入日期。ps2:另外, limit_denominator 是为了避免错误的舍入。您可以在罕见的分流比情况下扩展它。
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