Downloads and saves Yahoo finance stock data.
Downloads Yahoo Finance data with yfinance in Python.
It's best to customize the list of stocks you want to download. Change the list at the bottom of download_stocks.py. Then run the file:
You can also download the entire stocklist from NASDAQ, which should take around 15 minutes to download the data, then another few minutes to store in a sqlite db. To download all stocks, you can do:
import download_stocks as ds ds.download_stocklist()
List of stocks
Retrieved from here: ftp://ftp.nasdaqtrader.com/symboldirectory
Currently, yfinance is correcting the OHL for dividends by using the same ratio as for the close. I think this is incorrect, and it should be using the dividends to subtract that amount from the days prior to the dividend.
- Add other storage mechanisms (arctic db which uses MongoDB, postgresql, etc)
- Error checking/testing
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