Pandas与Yahoo财经接口报错：TypeError: string indices must be integers

问题背景 #

数月前正常运行的Python脚本，如今使用pandas_datareader从Yahoo财经获取多资产数据时持续报错，推测是相关依赖包更新导致接口适配问题。

原代码 #

import warnings
import datetime
import numpy as np
import pandas as pd
import pandas_datareader.data as pdr
import matplotlib.pyplot as plt, mpld3
import matplotlib.ticker as mtick

date_from = datetime.date(2020, 1, 1)
date_to = datetime.date(2022, 12, 30)
tickerL = 'BTC-USD'
print("Comparing " + tickerL +" to...")
#tickerL2 = ['AAPL']
tickerL2 = input('Now enter your comparison ticker:\n')
tickerList = [tickerL, tickerL2]
print(tickerList)
#tickerList = ['BTC-USD', 'AMZN', 'AAPL', 'CL=F', '^GSPC', '^DJI', 'GC=F']

#fetch multiple asset data
def getMultiAssetData(tickerList, date_from, date_to):
    def getData(ticker):
        data = pdr.DataReader(ticker, "yahoo", date_from, date_to)
        return data

    datas = map(getData, tickerList)
    return pd.concat(datas, keys=tickerList, names=['Ticker', 'Date'])

sort=False
multiData = getMultiAssetData(tickerList, date_from, date_to)
df = multiData.copy()
#print(df)

df = df.loc[tickerL, :]
df.tail()

报错信息 #

Traceback (most recent call last):
File "main.py", line 51, in <module>
multiData = getMultiAssetData(tickerList, date_from, date_to)
File "main.py", line 45, in getMultiAssetData
datas = list(map(getData, tickerList))
File "main.py", line 42, in getData
data = pdr.DataReader(ticker, "yahoo", date_from, date_to)
File "/opt/virtualenvs/python3/lib/python3.8/site-packages/pandas/util/_decorators.py", line 207, in wrapper
return func(*args, **kwargs)
File "/opt/virtualenvs/python3/lib/python3.8/site-packages/pandas_datareader/data.py", line 370, in DataReader
return YahooDailyReader(
File "/opt/virtualenvs/python3/lib/python3.8/site-packages/pandas_datareader/base.py", line 253, in read
df = self._read_one_data(self.url, params=self._get_params(self.symbols))
File "/opt/virtualenvs/python3/lib/python3.8/site-packages/pandas_datareader/yahoo/daily.py", line 153, in _read_one_data
data = j["context"]["dispatcher"]["stores"]["HistoricalPriceStore"]
TypeError: string indices must be integers

解决方案 #

原因分析 #

Yahoo财经API接口结构发生变更，pandas_datareader旧版本无法解析新的响应格式，代码尝试用字符串索引访问非字典结构内容，触发TypeError。

修复方案 #

方案1：改用yfinance库（推荐）

yfinance是专门针对Yahoo财经数据的第三方库，维护更活跃，适配最新接口变化：

• 安装库：pip install yfinance
• 修改数据获取逻辑：

  # 替换原pandas_datareader导入
  import yfinance as yf
  
  # 修改getMultiAssetData函数
  def getMultiAssetData(tickerList, date_from, date_to):
      def getData(ticker):
          # 使用yfinance下载数据
          data = yf.download(ticker, start=date_from, end=date_to)
          return data
  
      datas = map(getData, tickerList)
      return pd.concat(datas, keys=tickerList, names=['Ticker', 'Date'])
  

方案2：升级pandas_datareader到开发版

若坚持使用pandas_datareader，可安装适配新接口的分支版本：

pip install git+https://github.com/pydata/pandas-datareader.git

注：此方案稳定性不如yfinance，因为pandas_datareader对Yahoo接口的维护优先级较低。

验证修改 #

修改后运行脚本，输入对比标的（如AAPL），即可正常获取多资产历史数据。

内容的提问来源于stack exchange，提问作者FringeAnalytics