Существует две версии «исправления». Добавление их в качестве ответа, а не использование комментариев в чате:)
import asyncio
import pandas as pd
import yfinance as yf
from concurrent.futures import ThreadPoolExecutor
def background(f):
def wrapped(*args, **kwargs):
return asyncio.get_event_loop().run_in_executor(executor, f, *args, **kwargs)
return wrapped
done = []
@background
def downloadChain(ticker):
print(ticker)
df = pd.DataFrame()
daysOut = 100
chain = 0
try:
yf_ticker = yf.Ticker(ticker)
expiration_dates = yf_ticker.options
for expiration_date in expiration_dates:
if (datetime.fromisoformat(expiration_date) - datetime.now()).days <= daysOut:
try:
chain = yf_ticker.option_chain(expiration_date)
df = df.append(chain)
except Exception as e:
pass
except Exception as e:
pass
done.append(ticker)
symbols = ["WATT","TSLA","UVXY","VXX","KEYS","EGO","GLD","WORK","BYND","BLK","PINS","LYFT","SPCE","PAYC","WDAY","UBER","CHGG","SHAK","CMG","CTL","ACB","TLRY","CGC","MJ","ORCL","GRUB","RNG","JWN","TTWO","ADI","ATVI","EA","SNE","GAMR","TXN","TMUS","MCHP","TSM","XBI","ETFC","MS","IWM","EXPD","RCL","CCL","MOMO","BABA","VMW","CRM","ULTA","SKYY","SPLK","FLWS","AVGO","TWTR","PANW","RJF","SABR","LOW","RS","ON","VEEV","DOCU","FB","SNAP","HPQ","RACE","F","AMAT","MRO","STM","AAL","DAL","VICR","XLC","CRON","DELL","T","VZ","S","MELI","CVM","REGN","NVAX","APT","CODX","LAKE","MRNA","EBS","INO", "SPY","SH","QQQ","XLF","KRE","XLV","HYG","LQD","NET","NFLX","ROKU","SHOP","AMZN","AAPL","MSFT","GOOGL","GOOG","NVDA","MU","AMD","INTC","MRVL","QCOMM","SQ","PYPL","TTD","TSLA","ZM","TDOC","LVGO","MDB","HD","VNQ","ARI","ACC","IIPR","EQR","EPR","SPG","PLD","ACB","WHR","NVAX","APT","MDT","CLRX","COST","SDC","LK","PVH","KSS","M","LULU","NKE","KO","BAC","JPM","CS","WFC","ARKW","ARKK","MGM","AMAT","WYNN","TGT","ITT","FXI"]
with ThreadPoolExecutor() as executor:
for ticker in symbols:
downloadChain(ticker)
Второй вариант более стандартный. В котором мы определяем async main, которую мы просим asyncio использовать в качестве главной точки входа.
import asyncio
import pandas as pd
import yfinance as yf
from concurrent.futures import ProcessPoolExecutor
symbols = ["WATT","TSLA","UVXY","VXX","KEYS","EGO","GLD","WORK","BYND","BLK","PINS","LYFT","SPCE","PAYC","WDAY","UBER","CHGG","SHAK","CMG","CTL","ACB","TLRY","CGC","MJ","ORCL","GRUB","RNG","JWN","TTWO","ADI","ATVI","EA","SNE","GAMR","TXN","TMUS","MCHP","TSM","XBI","ETFC","MS","IWM","EXPD","RCL","CCL","MOMO","BABA","VMW","CRM","ULTA","SKYY","SPLK","FLWS","AVGO","TWTR","PANW","RJF","SABR","LOW","RS","ON","VEEV","DOCU","FB","SNAP","HPQ","RACE","F","AMAT","MRO","STM","AAL","DAL","VICR","XLC","CRON","DELL","T","VZ","S","MELI","CVM","REGN","NVAX","APT","CODX","LAKE","MRNA","EBS","INO", "SPY","SH","QQQ","XLF","KRE","XLV","HYG","LQD","NET","NFLX","ROKU","SHOP","AMZN","AAPL","MSFT","GOOGL","GOOG","NVDA","MU","AMD","INTC","MRVL","QCOMM","SQ","PYPL","TTD","TSLA","ZM","TDOC","LVGO","MDB","HD","VNQ","ARI","ACC","IIPR","EQR","EPR","SPG","PLD","ACB","WHR","NVAX","APT","MDT","CLRX","COST","SDC","LK","PVH","KSS","M","LULU","NKE","KO","BAC","JPM","CS","WFC","ARKW","ARKK","MGM","AMAT","WYNN","TGT","ITT","FXI"]
done = []
def downloadChain(ticker):
print(ticker)
df = pd.DataFrame()
daysOut = 100
chain = 0
try:
yf_ticker = yf.Ticker(ticker)
expiration_dates = yf_ticker.options
for expiration_date in expiration_dates:
if (datetime.fromisoformat(expiration_date) - datetime.now()).days <= daysOut:
try:
chain = yf_ticker.option_chain(expiration_date)
df = df.append(chain)
except Exception as e:
pass
except Exception as e:
pass
done.append(ticker)
async def main():
with ProcessPoolExecutor() as executor:
for ticker in symbols:
asyncio.get_event_loop().run_in_executor(executor, downloadChain,
ticker)
if __name__ == '__main__':
asyncio.run(main())
Здесь вы также имеете более точный контроль над тем, какого исполнителя использовать. По сути, мы явно кодируем, при каком событии l oop мы работаем и под которым мы добавляем работу исполнителю. Локальные тесты не показали больших различий между ProcessPoolExecutor и ThreadPoolExecutor.