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| import pickle, yfinance as yf | |
| stock_tseries_df = pd.DataFrame() | |
| for x in ssr_database.iterrows(): | |
| try: | |
| thisstock = yf.download( x[1].Ticker, start=x[1].Datetime.date(), end=x[1].NextDay.date(), interval = '30m' ) | |
| tmp = pd.DataFrame( [ x[1].Ticker, x[1].Datetime, x[1].NextDay, \ | |
| thisstock['Close'].values[0:13],thisstock['Close'].values[14:],\ | |
| thisstock['Volume'].values[0:13],thisstock['Volume'].values[14:]] ).transpose() | |
| stock_tseries_df = pd.concat( [stock_tseries_df,tmp] ) | |
| with open("ssr_database_df.pickle","wb") as f: | |
| pickle.dump(stock_tseries_df,f) | |
| except: | |
| break | |
| stock_tseries_df.columns = ['Ticker','Datetime','NextDay','Close0','Close1','Volume0','Volume1'] |
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