# -*- coding: utf-8 -*- """ Created on Thu Feb 9 09:19:44 2023 @author: turinici """ import numpy as np from pandas_datareader import data as pdr from datetime import datetime,date import yfinance as yf yf.pdr_override() y_symbols = ['^GSPC', 'ES=F', 'NQ=F', 'YM=F', '^RUT', '^DJT', '^GDAXI', '^N225', '^SSMI', '^STOXX50E', '^FCHI', '^GSPTSE', '^HSI', '000001.SS', '^KS11', '^NSEI', '^AXJO'] startdate = datetime(1990,1,1) enddate = date.today() #y_symbols = ['^FCHI'] data = pdr.get_data_yahoo(y_symbols, start=startdate, end=enddate) full_ticker_list_CAC40_nov21_wiki=["AI.PA","AIR.PA","ALO.PA","MT.AS","CS.PA","BNP.PA","EN.PA","CAP.PA","CA.PA", "ACA.PA","BN.PA","DSY.PA","ENGI.PA","EL.PA","ERF.PA","RMS.PA","KER.PA","OR.PA", "LR.PA","MC.PA","ML.PA","ORA.PA","RI.PA","PUB.PA","RNO.PA","SAF.PA","SGO.PA","SAN.PA", "SU.PA","GLE.PA","STLA.PA","STM.PA","TEP.PA","HO.PA","TTE.PA","URW.AS","VIE.PA","DG.PA", "VIV.PA","WLN.PA"] full_ticker_list_CAC40_nov21_wiki.append('^FCHI') data_C40 = pdr.get_data_yahoo(full_ticker_list_CAC40_nov21_wiki, start=startdate, end=enddate) data_C40_abs=np.abs(data_C40)#set all negatives to their absolute value data_C40_close=data_C40['Adj Close'] #only get the non-null data_C40_close['ACA.PA'][~data_C40_close['ACA.PA'].isnull()] #problem: some data are negative !!!