我一直在使用 alpha vantage python API现在有一段时间了,但我只需要提取每日和日内时间序列数据。我正在尝试提取扩展的日内数据,但没有任何运气让它工作。尝试运行以下代码:
from alpha_vantage.timeseries import TimeSeries
apiKey = 'MY API KEY'
ts = TimeSeries(key = apiKey, output_format = 'pandas')
totalData, _ = ts.get_intraday_extended(symbol = 'NIO', interval = '15min', slice = 'year1month1')
print(totalData)
给了我以下错误:Traceback (most recent call last):
File "/home/pi/Desktop/test.py", line 9, in <module>
totalData, _ = ts.get_intraday_extended(symbol = 'NIO', interval = '15min', slice = 'year1month1')
File "/home/pi/.local/lib/python3.7/site-packages/alpha_vantage/alphavantage.py", line 219, in _format_wrapper
self, *args, **kwargs)
File "/home/pi/.local/lib/python3.7/site-packages/alpha_vantage/alphavantage.py", line 160, in _call_wrapper
return self._handle_api_call(url), data_key, meta_data_key
File "/home/pi/.local/lib/python3.7/site-packages/alpha_vantage/alphavantage.py", line 354, in _handle_api_call
json_response = response.json()
File "/usr/lib/python3/dist-packages/requests/models.py", line 889, in json
self.content.decode(encoding), **kwargs
File "/usr/lib/python3/dist-packages/simplejson/__init__.py", line 518, in loads
return _default_decoder.decode(s)
File "/usr/lib/python3/dist-packages/simplejson/decoder.py", line 370, in decode
obj, end = self.raw_decode(s)
File "/usr/lib/python3/dist-packages/simplejson/decoder.py", line 400, in raw_decode
return self.scan_once(s, idx=_w(s, idx).end())
simplejson.errors.JSONDecodeError: Expecting value: line 1 column 1 (char 0)
有趣的是,如果您查看 TimeSeries class ,它指出延长的日内作为“一个 csv_reader 对象中的时间序列”返回,而对我有用的其他所有内容都作为“两个 json 对象”返回。我 99% 确定这与问题有关,但我不完全确定,因为我认为调用日内扩展函数至少会返回一些东西(尽管它采用不同的格式),但只是给了我一个错误。另一个有趣的小注意事项是该函数拒绝将“adjusted = True”(或 False)作为输入,尽管它在文档中......可能不相关,但它可能有助于诊断。
最佳答案
好像 TIME_SERIES_INTRADAY_EXTENDED 只能返回 CSV 格式,但是 alpha_vantage 包装器应用了 JSON 方法,这会导致错误。
我的解决方法:
from alpha_vantage.timeseries import TimeSeries
import pandas as pd
apiKey = 'MY API KEY'
ts = TimeSeries(key = apiKey, output_format = 'csv')
#download the csv
totalData = ts.get_intraday_extended(symbol = 'NIO', interval = '15min', slice = 'year1month1')
#csv --> dataframe
df = pd.DataFrame(list(totalData[0]))
#setup of column and index
header_row=0
df.columns = df.iloc[header_row]
df = df.drop(header_row)
df.set_index('time', inplace=True)
#show output
print(df)
关于python - 如何使用python alpha_vantage API 返回扩展的日内数据?,我们在Stack Overflow上找到一个类似的问题: https://stackoverflow.com/questions/65622323/