get_prices.py

import pandas_datareader.data as pdr
import fix_yahoo_finance as fix
import time
fix.pdr_override()


def get_stock_data(ticker, start_date, end_date):
    """
    Gets historical stock data of given tickers between dates
    :param ticker: company, or companies whose data is to fetched
    :type ticker: string or list of strings
    :param start_date: starting date for stock prices
    :type start_date: string of date "YYYY-mm-dd"
    :param end_date: end date for stock prices
    :type end_date: string of date "YYYY-mm-dd"
    :return: stock_data.csv
    """
    i = 1
    try:
        all_data = pdr.get_data_yahoo(ticker, start_date, end_date)
    except ValueError:
        print("ValueError, trying again")
        i += 1
        if i < 5:
            time.sleep(10)
            get_stock_data(ticker, start_date, end_date)
        else:
            print("Tried 5 times, Yahoo error. Trying after 2 minutes")
            time.sleep(120)
            get_stock_data(ticker, start_date, end_date)
    stock_data = all_data["Adj Close"]
    stock_data.to_csv("stock_prices.csv")


def get_sp500(start_date, end_date):
    """
    Gets sp500 price data
    :param start_date: starting date for sp500 prices
    :type start_date: string of date "Y-m-d"
    :param end_date: end date for sp500 prices
    :type end_date: string of date "Y-m-d"
    :return: sp500_data.csv
    """
    i = 1
    try:
        sp500_all_data = pdr.get_data_yahoo("SPY", start_date, end_date)
    except ValueError:
        print("ValueError, trying again")
        i += 1
        if i < 5:
            time.sleep(10)
            get_stock_data(start_date, end_date)
        else:
            print("Tried 5 times, Yahoo error. Trying after 2 minutes")
            time.sleep(120)
            get_stock_data(start_date, end_date)
    sp500_data = sp500_all_data["Adj Close"]
    sp500_data.to_csv("sp500_data.csv")


if __name__ == "__main__":
    get_stock_data("AAPL", "2018-05-01", "2018-06-01")
    # get_sp500("2018-05-01", "2018-06-01")