I have a list of tickers (tickerStrings) that I have to download all at once. When I try to use Pandas' read_csv it doesn't read the CSV file in the way it does when I download the data from yfinance.
I usually access my data by ticker like this: data['AAPL'] or data['AAPL'].Close, but when I read the data from the CSV file it does not let me do that.
if path.exists(data_file):
data = pd.read_csv(data_file, low_memory=False)
data = pd.DataFrame(data)
print(data.head())
else:
data = yf.download(tickerStrings, group_by="Ticker", period=prd, interval=intv)
data.to_csv(data_file)
Here's the print output:
Unnamed: 0 OLN OLN.1 OLN.2 OLN.3 ... W.1 W.2 W.3 W.4 W.5
0 NaN Open High Low Close ... High Low Close Adj Close Volume
1 Datetime NaN NaN NaN NaN ... NaN NaN NaN NaN NaN
2 2020-06-25 09:30:00-04:00 11.1899995803833 11.220000267028809 11.010000228881836 11.079999923706055 ... 201.2899932861328 197.3000030517578 197.36000061035156 197.36000061035156 112156
3 2020-06-25 09:45:00-04:00 11.130000114440918 11.260000228881836 11.100000381469727 11.15999984741211 ... 200.48570251464844 196.47999572753906 199.74000549316406 199.74000549316406 83943
4 2020-06-25 10:00:00-04:00 11.170000076293945 11.220000267028809 11.119999885559082 11.170000076293945 ... 200.49000549316406 198.19000244140625 200.4149932861328 200.4149932861328 88771
The error I get when trying to access the data:
Traceback (most recent call last):
File "getdata.py", line 49, in processData
avg = data[x].Close.mean()
AttributeError: 'Series' object has no attribute 'Close'
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.
Single Ticker, Single DataFrame Approach:
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.
import yfinance as yf
import pandas as pd
tickerStrings = ['AAPL', 'MSFT']
df_list = []
for ticker in tickerStrings:
data = yf.download(ticker, group_by="Ticker", period='2d')
data['ticker'] = ticker # Add ticker column
df_list.append(data)
# Combine all dataframes into a single dataframe
df = pd.concat(df_list)
df.to_csv('ticker.csv')
Condensed Single DataFrame Approach:
# 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.
df = pd.concat([yf.download(ticker, group_by="Ticker", period='2d').assign(ticker=ticker) for ticker in tickerStrings], ignore_index=True)
yfinance groups data by ticker, resulting in a DataFrame with multi-level column headers. This structure can be reorganized for easier access.
# Define a list of ticker symbols to download
tickerStrings = ['AAPL', 'MSFT']
# Download 2 days of data for each ticker, grouping by 'Ticker' to structure the DataFrame with multi-level columns
df = yf.download(tickerStrings, group_by='Ticker', period='2d')
# 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
df = df.stack(level=0).rename_axis(['Date', 'Ticker']).reset_index(level=1)
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.
# Read the CSV file. The file has multi-level headers, hence header=[0, 1].
df = pd.read_csv('test.csv', header=[0, 1])
# Drop the first row as it contains only the Date information in one column, which is redundant after setting the index.
df.drop(index=0, inplace=True)
# Convert the 'Unnamed: 0_level_0', 'Unnamed: 0_level_1' column (which represents dates) to datetime format.
# This assumes the dates are in the 'YYYY-MM-DD' format.
df[('Unnamed: 0_level_0', 'Unnamed: 0_level_1')] = pd.to_datetime(df[('Unnamed: 0_level_0', 'Unnamed: 0_level_1')])
# Set the datetime column as the index of the DataFrame. This makes time series analysis more straightforward.
df.set_index(('Unnamed: 0_level_0', 'Unnamed: 0_level_1'), inplace=True)
# Clear the name of the index to avoid confusion, as it previously referred to the multi-level column names.
df.index.name = None
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.
df.stack(level=0).rename_axis(['Date', 'Ticker']).reset_index(level=1)
df.stack(level=1).rename_axis(['Date', 'Ticker']).reset_index(level=1)
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.
for ticker in tickerStrings:
# Downloads historical market data from Yahoo Finance for the specified ticker.
# The period ('prd') and interval ('intv') for the data are specified as string variables.
data = yf.download(ticker, group_by="Ticker", period='prd', interval='intv')
# Adds a new column named 'ticker' to the DataFrame. This column is filled with the ticker symbol.
# This step is helpful for identifying the source ticker when multiple DataFrames are combined or analyzed separately.
data['ticker'] = ticker
# Saves the DataFrame to a CSV file. The file name is dynamically generated using the ticker symbol,
# allowing each ticker's data to be saved in a separate file for easy access and identification.
# For example, if the ticker symbol is 'AAPL', the file will be named 'ticker_AAPL.csv'.
data.to_csv(f'ticker_{ticker}.csv')
If data for each ticker is stored in separate files, combining these into a single DataFrame can be accomplished through file reading and concatenation.
# Import the Path class from the pathlib module, which provides object-oriented filesystem paths
from pathlib import Path
# Create a Path object 'p' that represents the directory containing the CSV files
p = Path('path_to_files')
# Use the .glob method to create an iterator over all files in the 'p' directory that match the pattern 'ticker_*.csv'.
# This pattern will match any files that start with 'ticker_' and end with '.csv', which are presumably files containing ticker data.
files = p.glob('ticker_*.csv')
# Read each CSV file matched by the glob pattern into a separate pandas DataFrame, then concatenate all these DataFrames into one.
# The 'ignore_index=True' parameter is used to reindex the new DataFrame, preventing potential index duplication.
# This results in a single DataFrame 'df' that combines all the individual ticker data files into one comprehensive dataset.
df = pd.concat([pd.read_csv(file) for file in files], ignore_index=True)
This structured approach ensures that regardless of the initial data format or how it's stored, you can effectively organize and access financial data for multiple tickers using yfinance and pandas.
This seciton showcases examples of financial data represented in both multi-level and single-level column formats. These representations are crucial for understanding different data structures and their implications for data analysis in financial contexts.
Multi-level column data can be complex but allows for the organization of related data under broader categories. This structure is especially useful for datasets where each entity (e.g., a stock ticker) has multiple attributes (e.g., Open, High, Low, Close prices).
Below is a sample DataFrame showcasing multi-level column data for two stock tickers, AAPL and MSFT. Each ticker has multiple attributes, such as Open, High, Low, Close, Adjusted Close, and Volume.
AAPL MSFT
Open High Low Close Adj Close Volume Open High Low Close Adj Close Volume
Date
1980-12-12 0.513393 0.515625 0.513393 0.513393 0.405683 117258400 NaN NaN NaN NaN NaN NaN
1980-12-15 0.488839 0.488839 0.486607 0.486607 0.384517 43971200 NaN NaN NaN NaN NaN NaN
1980-12-16 0.453125 0.453125 0.450893 0.450893 0.356296 26432000 NaN NaN NaN NaN NaN NaN
1980-12-17 0.462054 0.464286 0.462054 0.462054 0.365115 21610400 NaN NaN NaN NaN NaN NaN
1980-12-18 0.475446 0.477679 0.475446 0.475446 0.375698 18362400 NaN NaN NaN NaN NaN NaN
Representing the above DataFrame in CSV format poses a unique challenge, as shown below. The multi-level structure is flattened into two header rows followed by the data rows.
,AAPL,AAPL,AAPL,AAPL,AAPL,AAPL,MSFT,MSFT,MSFT,MSFT,MSFT,MSFT
,Open,High,Low,Close,Adj Close,Volume,Open,High,Low,Close,Adj Close,Volume
Date,,,,,,,,,,,,
1980-12-12,0.5133928656578064,0.515625,0.5133928656578064,0.5133928656578064,0.40568336844444275,117258400,,,,,,
1980-12-15,0.4888392984867096,0.4888392984867096,0.4866071343421936,0.4866071343421936,0.3845173120498657,43971200,,,,,,
1980-12-16,0.453125,0.453125,0.4508928656578064,0.4508928656578064,0.3562958240509033,26432000,,,,,,
For datasets where each entity shares a uniform set of attributes, single-level column data structures are ideal. This simpler format facilitates easier data manipulation and analysis, making it a common choice for many applications.
Below is a sample DataFrame displaying single-level column data for the MSFT stock ticker. It includes attributes such as Open, High, Low, Close, Adjusted Close, and Volume, alongside the ticker symbol for each entry. This format is straightforward, enabling direct access to each attribute of the stock data.
Open High Low Close Adj Close Volume ticker
Date
1986-03-13 0.088542 0.101562 0.088542 0.097222 0.062205 1031788800 MSFT
1986-03-14 0.097222 0.102431 0.097222 0.100694 0.064427 308160000 MSFT
1986-03-17 0.100694 0.103299 0.100694 0.102431 0.065537 133171200 MSFT
1986-03-18 0.102431 0.103299 0.098958 0.099826 0.063871 67766400 MSFT
1986-03-19 0.099826 0.100694 0.097222 0.098090 0.062760 47894400 MSFT
When single-level column data is exported to a CSV format, it results in a straightforward, easily readable file. Each row corresponds to a specific date, and each column header directly represents an attribute of the stock data. This simplicity enhances the CSV's usability for both humans and software applications.
Date,Open,High,Low,Close,Adj Close,Volume,ticker
1986-03-13,0.0885416641831398,0.1015625,0.0885416641831398,0.0972222238779068,0.0622050017118454,1031788800,MSFT
1986-03-14,0.0972222238779068,0.1024305522441864,0.0972222238779068,0.1006944477558136,0.06442664563655853,308160000,MSFT
1986-03-17,0.1006944477558136,0.1032986119389534,0.1006944477558136,0.1024305522441864,0.0655374601483345,133171200,MSFT
1986-03-18,0.1024305522441864,0.1032986119389534,0.0989583358168602,0.0998263880610466,0.06387123465538025,67766400,MSFT
1986-03-19,0.0998263880610466,0.1006944477558136,0.0972222238779068,0.0980902761220932,0.06276042759418488,47894400,MSFT
This section exemplifies how single-level column data is organized, providing an intuitive and accessible way to work with financial datasets. Whether in DataFrame or CSV format, single-level data structures support efficient data processing and analysis tasks.