Right now what I am doing is to pull data for the last 30 days, store this in a dataframe and then pick the data for the last 20 days to use. However If one of the days in the last 20 days is a holiday, then Yahoo shows the Volume across that day as 0 and fills the OHLC(Open, High, Low, Close, Adj Close) with the Adj Close of the previous day. In the example shown below, the data for 2016-01-26 is invalid and I dont want to retreive this data. So how do I pull data from Yahoo for excatly the last 20 working days ? My present code is below:
from datetime import date, datetime, timedelta
import pandas_datareader.data as web
todays_date = date.today()
n = 30
date_n_days_ago = date.today() - timedelta(days=n)
yahoo_data = web.DataReader('ACC.NS', 'yahoo', date_n_days_ago, todays_date)
yahoo_data_20_day = yahoo_data.tail(20)
IIUC you can add filter, where column Volume is not 0:
from datetime import date, datetime, timedelta
import pandas_datareader.data as web
todays_date = date.today()
n = 30
date_n_days_ago = date.today() - timedelta(days=n)
yahoo_data = web.DataReader('ACC.NS', 'yahoo', date_n_days_ago, todays_date)
#add filter - get data, where column Volume is not 0
yahoo_data = yahoo_data[yahoo_data.Volume != 0]
yahoo_data_20_day = yahoo_data.tail(20)
print yahoo_data_20_day
Open High Low Close Volume Adj Close
Date
2016-01-20 1218.90 1229.00 1205.00 1212.25 156300 1206.32
2016-01-21 1225.00 1236.95 1211.25 1228.45 209200 1222.44
2016-01-22 1239.95 1256.65 1230.05 1241.00 123200 1234.93
2016-01-25 1250.00 1263.50 1241.05 1245.00 124500 1238.91
2016-01-27 1249.00 1250.00 1228.00 1230.35 112800 1224.33
2016-01-28 1232.40 1234.90 1208.00 1214.95 134500 1209.00
2016-01-29 1220.10 1253.50 1216.05 1240.05 254400 1233.98
2016-02-01 1245.00 1278.90 1240.30 1271.85 210900 1265.63
2016-02-02 1266.80 1283.00 1253.05 1261.35 204600 1255.18
2016-02-03 1244.00 1279.00 1241.45 1248.95 191000 1242.84
2016-02-04 1255.25 1277.40 1253.20 1270.40 205900 1264.18
2016-02-05 1267.05 1286.00 1259.05 1271.40 231300 1265.18
2016-02-08 1271.00 1309.75 1270.15 1280.60 218500 1274.33
2016-02-09 1271.00 1292.85 1270.00 1279.10 148600 1272.84
2016-02-10 1270.00 1278.25 1250.05 1265.85 256800 1259.66
2016-02-11 1250.00 1264.70 1225.50 1234.00 231500 1227.96
2016-02-12 1234.20 1242.65 1199.10 1221.05 212000 1215.07
2016-02-15 1230.00 1268.70 1228.35 1256.55 130800 1250.40
2016-02-16 1265.00 1273.10 1225.00 1227.80 144700 1221.79
2016-02-17 1222.80 1233.50 1204.00 1226.05 165000 1220.05