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Added a scrapper for Yahoo Finance Data in the YahooFinanceProcessor class #1305

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merged 10 commits into from
Jan 7, 2025

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aymeric75
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Hello,

The YahooDownloader class is limited by the max number of request per hour (2000) which prevents one to use the current code since it's trying to retrieve data from '2010-01-01' to '2023-03-01' which is way more than 2k requests.

I built a function scrap_data in YahooFinanceProcessor class to retrieve the same data as the YahooDownloader but by scrapping the website with Selenium.

I tested the code and it's working as you can see on the screenshot below:

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In addition, one should install Google Chrome using the following commands:

wget https://dl.google.com/linux/direct/google-chrome-stable_current_amd64.deb
sudo dpkg -i google-chrome-stable_current_amd64.deb 

the above command may produce errors related to missing deps so do:

sudo apt install -f 
google-chrome --version

@aymeric75
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Apparently my pull request got rejected because of Unsuccessful checks

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I have hard time understand what this Reorder python import check is and what fails exactly, could you please give me an hint ?

Thanks!

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ok

@aymeric75
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@BruceYanghy I opened an issue related to the pre-commit fails, indeed, fails appear even on a virgin installation of FinRL (without having modified the code at all), I think this is a big issue since no PR at all can pass the test

@zhumingpassional
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thanks .
does it work well now?

@aymeric75
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thanks . does it work well now?

The code works well yes, I only have an issue to commit it (because of pre-commit fails as you can notice), I tried to modify the code directly on github and created another PR but it fails the same...

I don't know what to do.

@zhumingpassional
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now that this code works well, I will merge it.
I do not quite understand you. why it fails?

@aymeric75
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now that this code works well, I will merge it. I do not quite understand you. why it fails?

I meant the pre-commits checks fail, but my code works perfectly, thanks for merging :))

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@zhumingpassional zhumingpassional merged commit 857977d into AI4Finance-Foundation:master Jan 7, 2025
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2 participants