In [1]:
import numpy as np
import pandas as pd
from pandas import Series, DataFrame
import datetime
import timeit

In [2]:
from pandas_datareader import data, wb
import datetime  

def getWebData(name, 
               start = datetime.date(1970, 1, 1), 
               end = datetime.date.today(), 
               data_source = 'yahoo', 
               retry_count=3, 
               pause=0.001):
    
    df = data.DataReader(name = name, 
                         data_source = data_source,
                         start = start,
                         end = end,
                         retry_count = retry_count,
                         pause = pause
                        ) 

    df = df.to_frame()
    df.index.names = ['Date', 'Name'] 
    
    return df

Main


In [3]:
def fetchAndStoreStockData(stocks):
    
#     start = datetime.datetime(1965, 1, 1)
#     end = datetime.datetime(2013, 1, 1)    
    df = getWebData(stocks)     

    # Write to files __________________________    
    df.to_excel('Yahoo Finance{0}.xlsx'.format(''))

In [4]:
if __name__ == '__main__':
    %time fetchAndStoreStockData(stocks = ['2356.TW', '1566.TWO'])


Wall time: 5.46 s