Ambil data historis EOD via yahoo, caranya agak berbeda dari yang sebelumnya saya posting, hasil nya dalam bentuk *.csv yang tersimpan di desktop (saya pakai mac), csv ini bisa di import dari amibroker, kodenya sudah saya post di gist github https://gist.github.com/andramarkov/0a38e08d6cd5863c80b27e8cffd59869
'''ini prinsipnya sama dengan EOD_direct_to_db_merged.py, bedanya ini nonmerged,
pake ini karena eod model lama sering error 'date' '''
import sys
sys.path.append('/Users/andra/Downloads/adrx_repo/bitbucket/newpystock/reorg')
from datetime import datetime, timedelta
import pandas as pd
#agar bisa kayak gini maka harus bikin __init__.py di folder
from lib.yfx_fakeuseragent_modami import IntraData as ambil
import pymysql
from sqlalchemy import Table, Column, Integer, String, MetaData,
ForeignKey, create_engine, inspect
from pathlib import Path
import datetime
import os
import errno
import time
from random import randint
def newdir(d):
try:
os.makedirs(d)
print ('Processing directory')
print ('Directory created\n' + d)
except OSError as exception:
if exception.errno != errno.EEXIST:
raise
else:
print ("Directory already exists\n%s " % d)
return d
'''periode = str(input("Periode (#opsi: 1d,5d,1mo,3mo,6mo,1y,2y,5y,10y,
ytd,max) ? [default: 7d] "))
if len(periode) == 0 :
periode = '7d'
interval = str(input("Interval (#opsi: 1m, 2m, 5m, 15m, 30m, 60m, 90m,
1h, 1d, 5d, 1wk, 1mo, 3mo? [default: 1m] "))
if len(interval) == 0 :
interval = '1m' '''
periode = '1d'
interval = '1d'
#nanti utk hapus .jk dari ticker
def splito(tck):
tck, jk = tck.split('.')
tck = tck.upper()
return tck
myQuery = '''SELECT kode from tblMasterTicker'''
engine = create_engine("mysql+pymysql://{user}:{pw}@localhost/{db}"
.format(user="root",
pw="root",
db="ombandaroo"))
symbols = pd.read_sql_query(myQuery, engine)
my_list = []
for kode in symbols['kode']:
my_list.append(kode)
string = '.JK'
my_new_list = [x + string for x in my_list]
hari_ini = datetime.datetime.today()
sekarang = hari_ini.strftime('%Y-%m-%d')
#desktop
dpath = str(Path.home())
dpath = dpath + '/Desktop/stockdata/eod_all_' + sekarang + '/'
print ('Membuat folder di desktop')
dpath = newdir(dpath)
try:
'''bikin dataframe kosong dulu gan, kalo gak di bikin di awal
nanti error kyk tadi
ValueError: If using all scalar values, you must pass an index'''
df = pd.DataFrame()
length = len(my_new_list)
for i in range(length):
try:
#print ('Timestamp: ' + str(datetime.datetime.today()))
lst = my_new_list[i]
nextlst = lst
nextlst = splito(nextlst)
cariapa = ambil(lst, berapa_lama = periode, interval = interval,
dropna='True')
tckr = splito(lst) #hapus dot JK dari ticker
df = cariapa.hasil #result dataframe
saveidx = df.index #index bawaan = tanggal
idx = 0
rxx = saveidx.strftime("%Y-%m-%d")
#insert kolom
df.insert(loc=idx, column='Ticker', value=tckr)
df.insert(loc=idx+1, column='Date', value=rxx)
df.insert(loc=idx+7, column='AdjClose', value=df.Close)
#hapus index lama
df.reset_index(drop=True, inplace=True)
print ('Processing ' + tckr.upper() + ' (' + str(i+1) + ' of ' +
str(length) + ')')
df.to_csv((os.path.join(dpath,'{}.csv')).format(tckr.upper()),
index=False, header=True)
#print ('Sleep@MainLoop')
time.sleep(randint(0,2))
#print ('WakeUp@MainLoop')
except:
print ('Processing ' + nextlst + ' (' + str(i+1) + ' of ' +
str(length) + ') -
error, skipped ' )
pass #biar tetap lanjut kalo error tickernya
print ('')
print ('Proses selesai')
print ('Directory: ' + dpath)
print ('Timestamp: ' + str(datetime.datetime.today()))
except Exception as e:
print (f'Gagal, Kode Error: {e}')