stock-tracker

2026-07-04 00:17:11 +08:00
commit 6087341a48
6463 changed files with 1929869 additions and 0 deletions
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+#!/usr/bin/env python
+# -*- coding:utf-8 -*-
+"""
+Date: 2020/4/21 15:33
+Desc:
+"""
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+#!/usr/bin/env python
+# -*- coding:utf-8 -*-
+"""
+Date: 2020/4/21 15:34
+Desc: 高频数据-标普 500 指数
+https://github.com/FutureSharks/financial-data
+long history data for S&P 500 index daily
+http://www.econ.yale.edu/~shiller/data.htm
+"""
+
+import pandas as pd
+
+
+def hf_sp_500(year: str = "2017") -> pd.DataFrame:
+    """
+    S&P 500 minute data from 2012-2018
+    :param year: from 2012-2018
+    :type year: str
+    :return: specific year dataframe
+    :rtype: pandas.DataFrame
+    """
+    url = f"https://github.com/FutureSharks/financial-data/raw/master/pyfinancialdata/data/stocks/histdata/SPXUSD/DAT_ASCII_SPXUSD_M1_{year}.csv"
+    temp_df = pd.read_table(url, header=None, sep=";")
+    temp_df.columns = ["date", "open", "high", "low", "close", "price"]
+    temp_df["date"] = pd.to_datetime(temp_df["date"]).dt.date
+    temp_df["open"] = pd.to_numeric(temp_df["open"])
+    temp_df["high"] = pd.to_numeric(temp_df["high"])
+    temp_df["low"] = pd.to_numeric(temp_df["low"])
+    temp_df["close"] = pd.to_numeric(temp_df["close"])
+    temp_df["price"] = pd.to_numeric(temp_df["price"])
+    return temp_df
+
+
+if __name__ == "__main__":
+    hf_sp_500_df = hf_sp_500(year="2017")
+    print(hf_sp_500_df)