Script used to download data for stocks.

Overview
This script is useful for downloading stock market data for a wide range of companies specified by their respective tickers. The script reads in the desired tickers and interacts with yahoo finance to download and save csv files containing information for: Date, Open, High, Low, Close, Adjusted Close, and Volume. Once data for a ticker is downloaded and stored, further requests for data will simply append the most recent information onto the existing csv file. Additionally, each time a user requests downloads, a list of the successful and failed requests will be generated. 


A few important notes:
-Most importantly, HUGE shoutout to https://github.com/bradlucas/get-yahoo-quotes-python for the repo on downloading historic data from yahoo finance. My code is build on top of the work done there, which was a huge time saver.
-Make sure to set up the directories for your ticker_location and csv_location.
-The default behavior is to download as much data that yahoo finance can provide.
-This data is daily historic data


There are 5 command line arguments which may be helpful to facilitate the data download process, which may either be used directly in the terminal, or have their defaults set by modifying the download_data.py script.

Command Line Arguments:

--ticker_location (path): this specifies the file location containing a list of tickers to download data for. The list should be saved as a text file with each ticker on its own new line.

--csv_location (path): this is the directory where csv files should be saved. If this directory does not already exist, create it manually before running the script.

--add_tickers (string): this gives the user an option to add more tickers to their existing list and database. Pass in a string of tickers separated by commas (no spaces) to add the tickers to the list, and download their csv files. The default list of tickers will be updated to contain these new tickers specified. If there is not already a default list of tickers, create this before running the script.

--remove_tickers (string): this gives the user an option to remove tickers from their list and database. Pass in a string of tickers separated by commas (no spaces) to remove the tickers from the list as well as the database (csv_location). If there is not already a default list of tickers, create this before running the script.

--verbose (bool): this provides extra information while downloading data, useful for debugging. Set to false to only see the progress bar for data being downloaded.



To use the script, follow these simple steps.

0. Install dependencies using pip install -r requirements.txt
1. Set up a default list of tickers. This can be a blank text file, or a list of tickers each on their own new line, saved as a text file.
2. Set up a directory to save csv files to.
3. Optionally, change the default ticker_location and csv_location file paths in the script itself.
4. Run the script download_data.py from the command line, or your favorite IDE.

Examples: 

Download using a pre-saved list of tickers

python download_data.py --ticker_location /home/user/Desktop/tickers.txt --csv_location /home/user/Desktop/CSVFiles/

Download data using a string of tickers without referencing a tickers.txt file

python download_data.py --csv_location /home/user/Desktop/CSVFiles/ --add_tickers "GME,AMC,AAPL,TSLA,SPY"

Download data using a string of tickers with referencing a tickers.txt file

python download_data.py --csv_location /home/user/Desktop/CSVFiles/ --ticker_location /home/user/Desktop/tickers.txt --add_tickers "GME,AMC,AAPL,TSLA,SPY"



From here, the rest is history (pun intended ;)). When downloading from a pre-saved list of tickers, the computer will open as many threads as it can to speed up this highly parallelizable process to get you your data as quick as possible. Once its finished, you'll find all the data in your csv_location folder!

Now that you have data, you can easily update the files with the latest information at the end of each day, week, or whatever time frame you prefer. Simply run the script in the same way as previously described, and the newest data will be appended to the existing files. If there is a new ticker in your list, the full set of data will be downloaded.


Happy downloading!
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Comments
  • Need some corrections

    Need some corrections

    Hi there. Thank you for your code! But there are a few of issues appeared to me while using it:

    1. The script doesn't download all historical period data for ^GSPC index (S&P500), only starting from 1970s. It's a pity because ^GSPC has a longer data starting from 1927s. This issue appears the same way for ^DJI.

    2. --add_tickers argument doesn't work properly on my side and returned: Traceback (most recent call last): File "download_data.py", line 222, in main() File "download_data.py", line 209, in main check_arguments_errors(args) File "download_data.py", line 204, in check_arguments_errors raise (ValueError("Invalid ticker_location path {}".format(os.path.abspath(args.weights)))) AttributeError: 'Namespace' object has no attribute 'weights'

    Could you fix them? THX in advance!

    opened by makenahub 2
  • new

    new

    My name is Luis, I'm a big-data machine-learning developer, I'm a fan of your work, and I usually check your updates.

    I was afraid that my savings would be eaten by inflation. I have created a powerful tool that based on past technical patterns (volatility, moving averages, statistics, trends, candlesticks, support and resistance, stock index indicators). All the ones you know (RSI, MACD, STOCH, Bolinger Bands, SMA, DEMARK, Japanese candlesticks, ichimoku, fibonacci, williansR, balance of power, murrey math, etc) and more than 200 others.

    The tool creates prediction models of correct trading points (buy signal and sell signal, every stock is good traded in time and direction). For this I have used big data tools like pandas python, stock market libraries like: tablib, TAcharts ,pandas_ta... For data collection and calculation. And powerful machine-learning libraries such as: Sklearn.RandomForest , Sklearn.GradientBoosting, XGBoost, Google TensorFlow and Google TensorFlow LSTM.

    With the models trained with the selection of the best technical indicators, the tool is able to predict trading points (where to buy, where to sell) and send real-time alerts to Telegram or Mail. The points are calculated based on the learning of the correct trading points of the last 2 years (including the change to bear market after the rate hike).

    I think it could be useful to you, to improve, I would like to share it with you, and if you are interested in improving and collaborating I am also willing, and if not file it in the box.

    If tou want, Please read the readme , and in case of any problem you can contact me , If you are convinced try to install it with the documentation. https://github.com/Leci37/stocks-Machine-learning-RealTime-telegram/tree/develop I appreciate the feedback

    opened by Leci37 0
Owner
Carmelo Gonzales
My main interests include: applied deep learning, edge computing, automation, data acquisition, sensor integration, and metaprogramming.
Carmelo Gonzales
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