Reference no: EM13842066

I am new to Phython. Using Spyder IDE Simple code. It is not recognizing by Data file see line 33.

I/O error TSX_Listing.cvs not found

# -*- coding: utf-8 -*-
"""

Assignment 1 Sample code: Python code for grabbing data from Yahoo!Finance

Note: This code guides you to grab Canadian stock returns data from Yahoo!Finance.

The purpose of this assignment is to get you familiar with the Python. Enjoy!

Reference: https://pandas.pydata.org/pandas-docs/stable/remote_data.html
Source file https://github.com/pydata/pandas/blob/master/pandas/io/data.py
"""

# Load packages
import pandas.io.data as web
import datetime
import pandas as pd
import os
import numpy as np
import statsmodels.formula.api as sm

#create your current working directory of the located .py file
directory = 'C:\\Users\\maryannp\\Documents\\Phython Scripts\\Assignment#1'

#Choose your starting and ending time
start = datetime.datetime(2014, 1, 1) #(YYYY, m, d)
end = datetime.datetime(2014, 12, 31)

#Load the csv file with the TSX Tickers, this code assume that the ticker files
#located in the same folder as the directory
tickers = pd.read_csv(directory + '\\' + 'TSX_Listing.csv')
tickers = list(tickers['YAHOO_TICKER'])

#Intiate the dictionnary that will store all the downloaded tick data
d = pd.DataFrame()

# Options for web.DataReader function:
"""
input 1: ticker in string form - Ex: OSPTX is for the S&P/TSX
input 2: the source (ex: 'yahoo' or 'google') to download the data from
input 3: start time in datatime.datetime format
input 4: end time in datatime.datetime format
"""
#Loop over each tickers to load the data to be stored in the dictionnary d
for tick in tickers:
f = web.DataReader(tick, 'yahoo', start, end)
d[tick] = f['Adj Close'] # select the adjusted close price

# how to calculate simple returns
ret=d.pct_change()
#Example on how to compute the log returns for all the stocks in d
d_lret = np.log(d) - np.log(d.shift())

#export the return data to csv file
d_lret.to_csv ('C:\\Users\\maryannp\\Documents\\Phyton Scripts\\Assignment#1\\TSX_data2014.csv')

Attachment:- TSX_Listing.csv