获取股票历史数据

问题描述 投票:0回答:1

我们想使用 HTTP 请求检查股票的历史数据,并获取 JSON。

使用yahoo API,我发现不仅很难清楚地理解HTTP请求字段,而且很难获取某一天的数据(不是每一天的平均值,而是某一天的值),用这个:

http://query.yahooapis.com/v1/public/yql?q=select%20*%20from%20yahoo.finance.historicaldata%20where%20symbol%20%3D%20%22AAPL%22%20and%20startDate%20%3D%20%222012-09-11%22%20and%20endDate%20%3D%20%222014-02-11%22&format=json&diagnostics=true&env=store%3A%2F%2Fdatatables.org%2Falltableswithkeys&callback=

  1. 没有任何地方解释如何设置每个字段(也没有在雅虎控制台)。

  2. 您无法设置某一天并获取其值。

除了现在免费的雅虎之外,还有其他稳定的解决方案吗?或者,我怎样才能理解请求中所有这些垃圾标志的含义?

yahoo-finance algorithmic-trading
1个回答
19
投票

2 中的广告假设:“不能设置某一天,并获取他的值”……好吧,你可以:

<URL> 本身包含数据选择标签:

http://query.yahooapis.com/v1/public/yql?q=
select * from   yahoo.finance.historicaldata
         where  symbol    = "AAPL"
         and    startDate = "2012-09-11"
         and    endDate   = "2014-02-11"
&format=json
&diagnostics=true
&env=store://datatables.org/alltableswithkeys
&callback=

因此,要获取“AAPL”上 2014-08-10 .. 2014-08-12 之间的最后几天(一对,请注意结果中 endDate 的解释):


                "results":{
                            "quote":[
                                     {
                                       "Symbol":"AAPL",
                                       "Date":"2014-08-12",
                                       "Open":"96.04",
                                       "High":"96.88",
                                       "Low":"95.61",
                                       "Close":"95.97",
                                       "Volume":"33795000",
                                       "Adj_Close":"95.97"
                                      },
                                     {
                                       "Symbol":"AAPL",
                                       "Date":"2014-08-11",
                                       "Open":"95.27",
                                       "High":"96.08",
                                       "Low":"94.84",
                                       "Close":"95.99",
                                       "Volume":"36585000",
                                       "Adj_Close":"95.99"
                                      }
                                    ]
                           }

(完整的 Y!回复记录)

{ 
 "query":{
          "count":2,
          "created":"2014-08-14T21:32:41Z",
          "lang":"en-EN",
          "diagnostics":{
                         "url":[
                                { 
                                  "execution-start-time":"0",
                                  "execution-stop-time":"1",
                                  "execution-time":"1",
                                 "content":"http://www.datatables.org/yahoo/finance/yahoo.finance.historicaldata.xml"
                                 },
                               {
                                 "execution-start-time":"5",
                                 "execution-stop-time":"16",
                                 "execution-time":"11",
                                 "content":"http://ichart.finance.yahoo.com/table.csv?g=d&f=2014&e=12&c=2014&b=10&a=7&d=7&s=AAPL"
                                },
                               {
                                 "execution-start-time":"18",
                                 "execution-stop-time":"28",
                                 "execution-time":"10",
                                 "content":"http://ichart.finance.yahoo.com/table.csv?g=d&f=2014&e=12&c=2014&b=10&a=7&d=7&s=AAPL"
                                }
                               ],
                               "publiclyCallable":"true",
                               "cache":[
                                         {
                                           "execution-start-time":"4",
                                           "execution-stop-time":"4",
                                           "execution-time":"0",
                                           "method":"GET",
                                           "type":"MEMCACHED",
                                           "content":"91a0664b4e7cf29d40cce123239fec85"
                                          },
                                         {
                                           "execution-start-time":"17",
                                           "execution-stop-time":"18",
                                           "execution-time":"1",
                                           "method":"GET",
                                           "type":"MEMCACHED",
                                           "content":"31dd9633be8581af77baa442f314c921"
                                          }
                                        ],
                               "query":[
                                        {
                                          "execution-start-time":"5",
                                          "execution-stop-time":"17",
                                          "execution-time":"12",
                                          "params":"{url=[http://ichart.finance.yahoo.com/table.csv?g=d&f=2014&e=12&c=2014&b=10&a=7&d=7&s=AAPL]}",
                                          "content":"select * from csv(0,1) where url=@url"
                                         },
                                        {
                                          "execution-start-time":"18",
                                          "execution-stop-time":"28",
                                          "execution-time":"10",
                                          "params":"{columnsNames=[Date,Open,High,Low,Close,Volume,Adj_Close], url=[http://ichart.finance.yahoo.com/table.csv?g=d&f=2014&e=12&c=2014&b=10&a=7&d=7&s=AAPL]}",
                                          "content":"select * from csv(2,0) where url=@url and columns=@columnsNames"
                                         }
                                       ],
                       "javascript":{
                                      "execution-start-time":"3",
                                      "execution-stop-time":"29",
                                      "execution-time":"25",
                                      "instructions-used":"34359",
                                      "table-name":"yahoo.finance.historicaldata"
                                     },
                       "user-time":"31",
                       "service-time":"23",
                       "build-version":"0.2.2666"
                     },
            "results":{
                        "quote":[
                                 {
                                   "Symbol":"AAPL",
                                   "Date":"2014-08-12",
                                   "Open":"96.04",
                                   "High":"96.88",
                                   "Low":"95.61",
                                   "Close":"95.97",
                                   "Volume":"33795000",
                                   "Adj_Close":"95.97"
                                  },
                                 {
                                   "Symbol":"AAPL",
                                   "Date":"2014-08-11",
                                   "Open":"95.27",
                                   "High":"96.08",
                                   "Low":"94.84",
                                   "Close":"95.99",
                                   "Volume":"36585000",
                                   "Adj_Close":"95.99"
                                  }
                                ]
                       }
      }
}

诺塔·贝尼:

人们可能会发现,成熟的查询处理重新包装了来自以下来源和后处理的数据源请求:

http://ichart.finance.yahoo.com/table.csv?g=d&f=2014&e=12&c=2014&b=10&a=7&d=7&s=AAPL

产量:

Date,Open,High,Low,Close,Volume,Adj Close
2014-08-12,96.04,96.88,95.61,95.97,33795000,95.97
2014-08-11,95.27,96.08,94.84,95.99,36585000,95.99

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