Fetching S&P 500 Benchmark

jamlamberti / Py4FinOpt

Python for Financial Optimization

GNU General Public License v3.0

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Fetching S&P 500 Benchmark #1

Closed jamlamberti closed 8 years ago

jamlamberti commented 8 years ago

For some reason, YF is currently crashing when I try to query ^GSPC for historical data. I have been getting a handful of different responses including:

Description: Too much time has passed without sending any data for document.
JSONDecodeError: Expecting value: line 1 column 1 (char 0)
- From when the response is loaded using simplejson
Timeout issues

jamlamberti commented 8 years ago

Quick Fix:

Download the data from YF website
Insert it into the database
The memoize code will see it in the database and not query out to YF

data_injector.py

jamlamberti commented 8 years ago

S&P issue seems to be no longer occurring. Maybe it was ultimately something on Yahoo's end that was fixed.