pystock-crawler is a utility for crawling historical data of US stocks, including:
- Ticker symbols listed in NYSE, NASDAQ or AMEX from NASDAQ.com
- Daily prices from Yahoo Finance
- Fundamentals from 10-Q and 10-K filings (XBRL) on SEC EDGAR
NYSE ticker symbols:
DDD 3D Systems Corporation
MMM 3M Company
WBAI 500.com Limited
...Apple's daily prices:
symbol,date,open,high,low,close,volume,adj_close
AAPL,2014-04-28,572.80,595.75,572.55,594.09,23890900,594.09
AAPL,2014-04-25,564.53,571.99,563.96,571.94,13922800,571.94
AAPL,2014-04-24,568.21,570.00,560.73,567.77,27092600,567.77
...Google's fundamentals:
symbol,end_date,amend,period_focus,fiscal_year,doc_type,revenues,op_income,net_income,eps_basic,eps_diluted,dividend,assets,cur_assets,cur_liab,cash,equity,cash_flow_op,cash_flow_inv,cash_flow_fin
GOOG,2009-06-30,False,Q2,2009,10-Q,5522897000.0,1873894000.0,1484545000.0,4.7,4.66,0.0,35158760000.0,23834853000.0,2000962000.0,11911351000.0,31594856000.0,3858684000.0,-635974000.0,46354000.0
GOOG,2009-09-30,False,Q3,2009,10-Q,5944851000.0,2073718000.0,1638975000.0,5.18,5.13,0.0,37702845000.0,26353544000.0,2321774000.0,12087115000.0,33721753000.0,6584667000.0,-3245963000.0,74851000.0
GOOG,2009-12-31,False,FY,2009,10-K,23650563000.0,8312186000.0,6520448000.0,20.62,20.41,0.0,40496778000.0,29166958000.0,2747467000.0,10197588000.0,36004224000.0,9316198000.0,-8019205000.0,233412000.0
...Prerequisites:
- Python 2.7
pystock-crawler is based on Scrapy, so you will also need to install prerequisites such as lxml and libffi for Scrapy and its dependencies. On Ubuntu, for example, you can install them like this:
sudo apt-get update
sudo apt-get install -y gcc python-dev libffi-dev libssl-dev libxml2-dev libxslt1-dev build-essentialSee Scrapy's installation guide for more details.
After installing prerequisites, you can then install pystock-crawler with pip:
(sudo) pip install pystock-crawlerExample 1. Fetch Google's and Yahoo's daily prices ordered by date:
pystock-crawler prices GOOG,YHOO -o out.csv --sortExample 2. Fetch daily prices of all companies listed in ./symbols.txt:
pystock-crawler prices ./symbols.txt -o out.csvExample 3. Fetch Facebook's fundamentals during 2013:
pystock-crawler reports FB -o out.csv -s 20130101 -e 20131231Example 4. Fetch fundamentals of all companies in ./nyse.txt and direct the log to ./crawling.log:
pystock-crawler reports ./nyse.txt -o out.csv -l ./crawling.logExample 5. Fetch all ticker symbols in NYSE, NASDAQ and AMEX:
pystock-crawler symbols NYSE,NASDAQ,AMEX -o out.txtType pystock-crawler -h to see command help:
Usage:
pystock-crawler symbols <exchanges> (-o OUTPUT) [-l LOGFILE] [-w WORKING_DIR]
[--sort]
pystock-crawler prices <symbols> (-o OUTPUT) [-s YYYYMMDD] [-e YYYYMMDD]
[-l LOGFILE] [-w WORKING_DIR] [--sort]
pystock-crawler reports <symbols> (-o OUTPUT) [-s YYYYMMDD] [-e YYYYMMDD]
[-l LOGFILE] [-w WORKING_DIR]
[-b BATCH_SIZE] [--sort]
pystock-crawler (-h | --help)
pystock-crawler (-v | --version)
Options:
-h --help Show this screen
-o OUTPUT Output file
-s YYYYMMDD Start date [default: ]
-e YYYYMMDD End date [default: ]
-l LOGFILE Log output [default: ]
-w WORKING_DIR Working directory [default: .]
-b BATCH_SIZE Batch size [default: 500]
--sort Sort the resultThere are three commands available:
pystock-crawler symbolsgrabs ticker symbol listspystock-crawler pricesgrabs daily pricespystock-crawler reportsgrabs fundamentals
<exchanges> is a comma-separated string that specifies the stock exchanges you want to include. Current, NYSE, NASDAQ and AMEX are supported.
The output file of pystock-crawler symbols can be used for <symbols> argument in pystock-crawler prices and pystock-crawler reports commands.
<symbols> can be an inline string separated with commas or a text file that lists symbols line by line. For example, the inline string can be something like AAPL,GOOG,FB. And the text file may look like this:
# This line is comment
AAPL Put anything you want here
GOOG Since the text here is ignored
FBUse -o to specify the output file. For pystock-crawler symbols command, the output format is a simple text file. For pystock-crawler prices and pystock-crawler reports the output format is CSV.
-l is where the crawling logs go to. If not specified, the logs go to stdout.
By default, the crawler uses the current directory as the working directory. If you don't want to use the current directoy, you can specify it with -w option. The crawler keeps HTTP cache in a directory named .scrapy under the working directory. The cache can save your time by avoid downloading the same web pages. However, the cache can be quite huge. If you don't need it, just delete the .scrapy directory after you've done crawling.
-b option is only available to pystock-crawler reports command. It allows you to split a large symbol list into smaller batches. This is actually a workaround for an unresolved bug (#2). Normally you don't have to specify this option. Default value (500) works just fine.
The rows in the output file are in an arbitrary order by default. Use --sort option to sort them by symbols and dates. But if you have a large output file, don't use --sort because it will be slow and eat a lot of memory.
pip install -r requirements.txtInstall test requirements:
pip install -r requirements-test.txtThen run the test:
py.testThis will download the test data (a lot of XML/XBRL files) from from SEC EDGAR on the fly, so it will take some time and disk space. The test data is saved to pystock_crawler/tests/sample_data directory. It can be reused on the next time you run the test. If you don't need them, just delete the sample_data directory.
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