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[amibroker] Re: Python 2.5 based Yahoo ticker downloader


  • Date: Tue, 19 Jan 2010 22:36:10 -0000
  • From: "dingl2008" <lasallewashington@xxxxxxxxx>
  • Subject: [amibroker] Re: Python 2.5 based Yahoo ticker downloader

PureBytes Links

Trading Reference Links

Could you please share your python script? It's a very handy tool. thanks for your work!

--- In amibroker@xxxxxxxxxxxxxxx, "tpowers2010" <wingusr@xxx> wrote:
>
> Hi.
> 
> As much as I understand your desire to hand the project over, I wouldn't
> necessarily do that  [:D]
> 
> My python scripts are not meant to replace the US Stocks.zip
> distributions. In particular they will not be zip archives of an
> AmiBroker database folder.
> 
> Instead they let someone initialize their own new AmiBroker database.
> And as explained earlier they will only be useful to people comfortable
> with using the Command Prompt.
> 
> Since there doesn't seem to be a burning interest in this topic, I'm
> taking my time with releasing these scripts. Here's the outstanding
> issues:
> 
>     * I can't seem to get the Industry categories to be correctly sorted
> within their Sectors. See my thread How to add Industries in correct
> order to new database via COM
> <http://finance.groups.yahoo.com/group/amibroker/message/140695>  for
> details,
>     * Would it be nice to create some sort of AmiBroker database
> Comparer? (See my thread Database data quality
> <http://finance.groups.yahoo.com/group/amibroker/message/140694> ). If
> the Yahoo stock list doesn't change very much then maybe it's not all
> that important how fast it runs (or how easy it is to run it).
>     * Yahoo's quotes.csv api to get ticker Exchanges seems to have fixed
> itself. Earlier this week it was erroneously assigning all NASDAQ traded
> stocks to what the api calls nasdaqnm (actually the NASDAQ Global Select
> Market).
> Using the quotes.csv api (and grabbing Exchange information for 200
> stocks at a time), it only takes about 5 minutes to get a list of Yahoo
> stocks that is 99% accurate. This might be good enough for most people,
> in which case the scripts are essentially finished (except unfortunately
> for a readme.txt on how to run them).
> 
> If, on the other hand, you really want to see only stocks that Yahoo
> will actually give you quotes on and what Yahoo really thinks their
> exchange is then you will have to download each stock's quotes page (a
> lengthy process).
> 
> To speed that up the I'm currently investigating:
>     1. Using Yahoo YQL <http://developer.yahoo.com/yql/>  and/or Yahoo
> Pipes <http://pipes.yahoo.com/pipes/>  to see if it's possible to get
> Company Name, Exchange, Sector, Industry, # employees, and Historical
> Price Start & End dates with a single request.
>     2. Doing the entire stock list generation within a Google App Engine
> <http://code.google.com/appengine/>  application. The tricky part is an
> App Engine app has to generate its response in under 30 seconds but
> maybe some caching would get around that. At a minimum I think I should
> be able to get all the stock info mentioned above using just a single
> App Engine request.
>     3. Switching the validation part of my script to use multiple threads
> (less cool than the above options, slightly complicated, but could
> definitely be done).
> 
> --- In amibroker@xxxxxxxxxxxxxxx <mailto:amibroker@xxxxxxxxxxxxxxx> ,
> "jrswindle2001" <jr.ab@> wrote:
> >
> > Hey, this is great!
> >
> > Since you got it up and running I'm going to quit trying to maintain 
> my code. Too many breaks in the code due to Yahoo changing their html
> every few months. And you are right, you have to double check a lot of
> entries as they have a lot of incorrect data, which is why I did opt to
> grab the company profile page. But when I cross checked it with other
> open sources (like Google finance), came up with still yet other errors.
> >
> > Anyway, good luck and keep up the good work. Glad to see someone else
> picked up the task!
> >
> > Thanks!
> > Jim
>




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