async giving unexpected results

I'm trying to use a .csv to read ~7500 stock symbols and download the data using the alpha_vantage API.

Here is an example using my naive way:

from alpha_vantage.timeseries import TimeSeries
import pandas as pd
api_key = ""

def get_ts(symbol):

    ts = TimeSeries(key=api_key, output_format='pandas')
    data, meta_data = ts.get_daily_adjusted(symbol=symbol, outputsize='full')
    fname = "./data_dump/{}_data.csv".format(symbol)
    data.to_csv(fname)

symbols = ['AAPL', 'GOOG', 'TSLA', 'MSFT']

for s in symbols:
    get_ts(s)

Unfortunately this takes ~3 hrs using tqdm as a wrapper. So let's try to follow the article y'all wrote for async usage:

from alpha_vantage.async_support.timeseries import TimeSeries
import pandas as pd
import asyncio

async def get_data(symbol):
    ts = TimeSeries(key=api_key, output_format='pandas')

    try:
        data, _ = await ts.get_daily_adjusted(symbol=symbol, outputsize='full')
        await ts.close()
        fname = "./data_dump/{}_data.csv".format(symbol)
        data.to_csv(fname)

    except:
        pass
    return(None)

if __name__ == "__main__":

    nasdaq = pd.read_csv('nasdaq_screener.csv')
    loop = asyncio.get_event_loop()
    tasks = [get_data(symbol) for symbol in nasdaq.Symbol]
    group1 = asyncio.gather(*tasks)
    results = loop.run_until_complete(group1)
    print(results)

The problem is I don't really know what I'm doing with async operations in python. It works well for about 140 of the files but then just gives me this output and stops running:

client_session: <aiohttp.client.ClientSession object at 0x000002395D890730>
Unclosed client session
client_session: <aiohttp.client.ClientSession object at 0x000002395D890CA0>
Unclosed client session
client_session: <aiohttp.client.ClientSession object at 0x000002395D89B250>
Unclosed client session
...

Any advice is appreciated! I'm not really sure if I'm handling the async api calls the right way, and I know pandas to_csv isn't async, but I'm trying to get the api logic right before trying anything fancier like aiofiles.

RomelTorres / alpha_vantage

async giving unexpected results #309