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TOPIXの時系列を pickle, csv, Excel形式で保存する


TOPIX の時系列を表示するのは前の投稿でやったので、

Yahoo ファイナンスの html を解析するコード

前のと同じ。 ただし、 savedataAsなんとか(filename, data) という関数呼び出しを入れている。

#!/usr/bin/env python
#-*- coding: utf-8 -*-
import pylab
import urllib2
import lxml
import lxml.html
import re

dateFr = {"year": 2000, "month":1, "day":1}
dateTo = {"year": 2013, "month":11, "day": 1}

data = []
for page in range(1, 30):
    print page
    url = "http://info.finance.yahoo.co.jp/history/?code=998405.T&sy=%d&sm=%d&sd=%d&ey=%d&em=%d&ed=%d&tm=d&p=%d"
    url = url % (dateFr["year"], dateFr["month"], dateFr["day"], dateTo["year"], dateFr["month"], dateFr["day"], page)

    html = urllib2.urlopen(url).read()
    root = lxml.html.fromstring(html)
    table = root.xpath(' //*[contains(concat(" ",normalize-space(@class)," "), " boardFin ")]')[0]

    for tr in table.xpath("descendant::tr"):
        tmp = [td.text for td in tr.xpath("descendant::td")]
        if len(tmp) != 5:
        begin = float(tmp[1].replace(",", ""))
        high  = float(tmp[2].replace(",", ""))
        low   = float(tmp[3].replace(",", ""))
        end   = float(tmp[4].replace(",", ""))
        data.append([low, high, low, high])
savedataAsPickle('topix.pickle', data)
savedataAsCSV('topix.csv', data)
savedataAsExcel('topix.xlsx', data)



python の標準ライブラリにある形式

def savedata(filename, data):
    pickle.dump(data, open(filename, "w"))


Comma Separated Values の略。テキスト形式。

def savedata(filename, data):
    import csv
    csvobj = csv.writer(open(filename, "w"))

Excel 形式

Excel で読める形式に保存

def savedata(filename, data):
    import openpyxl.workbook
    import openpyxl.cell

    wb = openpyxl.workbook.Workbook()
    ws = wb.worksheets[0]
    ws.title = "TOPIX"
    for idat, dat in enumerate(data):
        col = openpyxl.cell.get_column_letter(idat + 1) # from 1, 2, ... to A, B, ...
        for irow, d in enumerate(dat):
            ws.cell('%s%s'%(col, irow + 1)).value = d
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