如何用索引中的多个股票重新采样OHLC数据？

Question

我找不到与此相似的东西，我的OHLC数据是从Y金融中获取的多个股票的。 的多数索引

这导致了OHLC数据和股票名称python脚本 '''

import requests
import pandas as pd
import numpy as np
import yfinance as yf
from datetime import datetime, timedelta
N_DAYS_AGO = 15
now = datetime.now()
today = datetime(now.year,now.month,now.day, now.hour)
n_days_ago = today - timedelta(days=N_DAYS_AGO)

df = yf.download(['SPY','TLT'],  start=n_days_ago, end=now, interval = "60m")  #no error with 1 stock

ohlc_dict = {
    'Adj Close':'last',
    'Open':'first',
    'High':'max',
    'Low':'min',
    'Close':'last',
    'Volume':'sum'
    }

df_sample = df.resample('W-FRI', closed='left').agg(ohlc_dict)
df_sample  #error with 2 stocks

'''

上面的代码无单股票工作，但是当有多个股票/多索引列时失败。

我尝试了堆叠和拆卸，但还没有找到重新置于这些数据的好方法。这里最简单的道路是什么？

Answer 1

该代码从Yahoo Finance下载数据，以获取多个符号，并将数据从每天到每周重新示例。

# Import libraries
import yfinance as yf
import pandas as pd

# Define symbols/tickers
symbols = ['SPY', 'TLT', 'MSFT']

# Download data from Yahoo Finance
mydf = yf.download(symbols, start='2020-01-01', 
                   end='2023-01-01', group_by = 'ticker')

# Get DataFrame with MultiIndex of "Ticker" and "Date"
mydf = mydf.stack(level = 0, future_stack = True).swaplevel().sort_index()

# Define pandas resample inputs
ohlc_dict = {
    'Open':'first',
    'High':'max',
    'Low':'min',
    'Close':'last',
    'Adj Close':'last',
    'Volume':'sum'
    }

# Loop through symbols and create resampled DataFrame
mydf_resampled = pd.DataFrame()
for symbol in symbols:
    cont = mydf.loc[symbol].resample('W-FRI', closed = 'left').agg(ohlc_dict)
    cont['Ticker'] = symbol
    mydf_resampled = pd.concat([mydf_resampled, cont])

# Create MultiIndex for resampled DataFrame
mydf_resampled = mydf_resampled.reset_index()
mydf_resampled = mydf_resampled.set_index(['Ticker', 'Date'])
mydf_resampled

要选择一个特定的“股票”，请使用mydf_resampled.loc ['spy']