Я пытался запустить код, который я нашел на github, чтобы получить данные о финансах Yahoo и продолжал сталкиваться с ошибкой ниже.
Я проверил документы, связанные с утверждением Assert, но не смог понять пример использования здесь.
Может кто-нибудь помочь мне понять и исправить код?
Спасибо!
def get_volatility_and_performance(symbol):
download_url = "https://query1.finance.yahoo.com/v7/finance/download/{}?period1={}&period2={}&interval=1d&events=history&crumb=a7pcO//zvcW".format(
symbol, start_timestamp, end_timestamp)
lines = requests.get(download_url, cookies={
'B': 'ft62erdtd45aci&b=8&s=6a'}).text.strip().split('\n')
assert lines[0].split(',')[0] == 'Date'
assert lines[0].split(',')[4] == 'Close'
prices = []
for line in lines[1:]:
prices.append(float(line.split(',')[4]))
prices.reverse()
volatilities_in_window = []
for i in range(window_size):
volatilities_in_window.append(math.log(prices[i] / prices[i + 1]))
most_recent_date = datetime.strptime(lines[-1].split(',')[0],
date_format).date()
assert (
date.today() - most_recent_date).days <= 4, "today is {}, most recent trading day is {}".format(
date.today(), most_recent_date)
return np.std(volatilities_in_window, ddof=1) * np.sqrt(
num_trading_days_per_year), prices[0] / prices[window_size] - 1.0
volatilities = []
performances = []
sum_inverse_volatility = 0.0
for symbol in symbols:
volatility, performance = get_volatility_and_performance(symbol)
sum_inverse_volatility += 1 / volatility
volatilities.append(volatility)
performances.append(performance)
print("Portfolio: {}, as of {} (window size is {} days)".format(str(symbols), date.today().strftime('%Y-%m-%d'), window_size))
for i in range(len(symbols)):
print('{} allocation ratio: {:.2f}% (anualized volatility: {:.2f}%, performance: {:.2f}%)'.format(
symbols[i],
float(100 / (volatilities[i] * sum_inverse_volatility)),
float(volatilities[i] * 100), float(performances[i] * 100)))
