Python 绘制从 Quandl API 获取的数据的方式错误？

Question

我有以下代码:

#!/usr/bin/python
# -*- coding: utf-8 -*-

# quandl_data.py

from __future__ import print_function

import matplotlib
import matplotlib.pyplot as plt
import pandas as pd
import requests


def construct_futures_symbols(
        symbol, start_year=2010, end_year=2016
):
    """
    Constructs a list of futures contract codes
    for a particular symbol and timeframe.
    """
    futures = []
    # March, June, September and
    # December delivery codes
    months = 'HMUZ'
    for y in range(start_year, end_year+1):
        for m in months:
            futures.append("%s%s%s" % (symbol, m, y))
    return futures


def download_contract_from_quandl(contract, dl_dir):
    """
    Download an individual futures contract from Quandl and then
    store it to disk in the 'dl_dir' directory. An auth_token is
    required, which is obtained from the Quandl upon sign-up.
    """
    # Construct the API call from the contract and auth_token
    api_call = "https://www.quandl.com/api/v3/datasets/"
    api_call += "CME/%s.csv" % contract
    # If you wish to add an auth token for more downloads, simply
    # comment the following line and replace MY_AUTH_TOKEN with
    # your auth token in the line below
    params = "?sort_order=asc"
    params = "?auth_token=myTokenHere&sort_order=asc"
    full_url = "%s%s" % (api_call, params)

    # Download the data from Quandl
    data = requests.get(full_url).text
    # Store the data to disk
    fc = open('%s/%s.csv' % (dl_dir, contract), 'w')
    fc.write(data)
    fc.close()


def download_historical_contracts(
        symbol, dl_dir, start_year=2010, end_year=2016
    ):
    """
    Downloads all futures contracts for a specified symbol
    between a start_year and an end_year.
    """
    contracts = construct_futures_symbols(
        symbol, start_year, end_year
    )
    for c in contracts:
        print("Downloading contract: %s" % c)
        download_contract_from_quandl(c, dl_dir)

if __name__ == "__main__":
    symbol = 'ES'

    # Make sure you've created this
    # relative directory beforehand
    dl_dir = 'quandl/futures/ES'

    # Create the start and end years
    start_year = 2010
    end_year = 2016

    # Download the contracts into the directory
    download_historical_contracts(
        symbol, dl_dir, start_year, end_year
    )

    # Open up a single contract via read_csv
    # and plot the settle price
    es = pd.io.parsers.read_csv(
        "%s/ESH2010.csv" % dl_dir, index_col="Date"
    )
    es["Settle"].plot()
    plt.show()

代码运行没有错误，但绘制方向错误。似乎是从新日期到旧日期进行策划。我想先绘制最旧的数据。

我该如何实现这一目标？我想改变 params = "?sort_order=asc"至params = "?sort_order=desc" ，它仅更改 .csv 文件顺序，而不更改绘图。

有什么想法吗？

Answer 1

好的，我已经使用了 API 文档并发现了问题。您需要用来对数据进行排序的参数是:“order=asc|desc”，而不是之前认为的“sort_order”。

请使用此功能:

def download_contract_from_quandl(contract, dl_dir):
"""
Download an individual futures contract from Quandl and then
store it to disk in the 'dl_dir' directory. An auth_token is
required, which is obtained from the Quandl upon sign-up.
"""
# Construct the API call from the contract and auth_token
api_call = "https://www.quandl.com/api/v3/datasets/"
api_call += "CME/%s.csv" % contract
# If you wish to add an auth token for more downloads, simply
# comment the following line and replace MY_AUTH_TOKEN with
# your auth token in the line below
params = "?auth_token=YOUR_TOKEN"
params += "&order=asc"
full_url = "%s%s" % (api_call, params)

# Download the data from Quandl
data = requests.get(full_url).text
# Store the data to disk
fc = open('%s/%s.csv' % (dl_dir, contract), 'w')
fc.write(data)

注意:您使用 API 的方式(通过简单的 http 请求)虽然可行，但并不是使用其 API 的理想方式。有一个名为 Quandl 的 python 包，您可以像这样安装:

pip3 install quandl

在您的系统上。另外，您将有一个(而不是在每个请求中使用 auth_token=YOUR_TOKEN 的多个)身份验证调用，如下所示:

quandl.ApiConfig.api_key = 'YOUR_TOEKN'

然后每个 api 调用都将简单而优雅地使用它们的包或手动创建 http 请求，如下所示:

data = quandl.get("CME/ESH2010.csv", order="asc")

我建议使用第二种使用 API 的方法，但这两种方法都可以完美工作。

干杯，或者。