In [1]:
#-*- coding: utf-8 -*-
import pandas as pd
import pandas_datareader.data as web
import datetime

In [2]:
def get_file_path(code):
    return "../data/" + code

In [3]:
def download(code, year1, month1, day1, year2, month2, day2):
    start = datetime.datetime(year1, month1, day1)
    end = datetime.datetime(year2, month2, day2)
    df = web.DataReader("%s.KS" % code, "yahoo", start, end)
    df.to_pickle(get_file_path(code))
    
    return df

In [4]:
def load(code):
    df = pd.read_pickle(get_file_path(code))
    return df

In [5]:
df = download("005930", 2016, 1, 1, 2016, 11, 1)