get_data.py

# https://www.udemy.com/course/ai-finance
import yfinance as yf
import os


symbols = ['MMM','ABT','ABBV','ACN','ATVI','AYI','ADBE','AMD','AAP','AES','AET',
    'AMG','AFL','A','APD','AKAM','ALK','ALB','ARE','ALXN','ALGN','ALLE',
    'AGN','ADS','LNT','ALL','GOOGL','GOOG','MO','AMZN','AEE','AAL','AEP',
    'AXP','AIG','AMT','AWK','AMP','ABC','AME','AMGN','APH','APC','ADI','ANDV',
    'ANSS','ANTM','AON','AOS','APA','AIV','AAPL','AMAT','APTV','ADM','ARNC',
    'AJG','AIZ','T','ADSK','ADP','AZO','AVB','AVY','BHGE','BLL','BAC','BK',
    'BAX','BBT','BDX','BRK.B','BBY','BIIB','BLK','HRB','BA','BWA','BXP','BSX',
    'BHF','BMY','AVGO','BF.B','CHRW','CA','COG','CDNS','CPB','COF','CAH','CBOE',
    'KMX','CCL','CAT','CBG','CBS','CELG','CNC','CNP','CTL','CERN','CF','SCHW',
    'CHTR','CHK','CVX','CMG','CB','CHD','CI','XEC','CINF','CTAS','CSCO','C','CFG',
    'CTXS','CLX','CME','CMS','KO','CTSH','CL','CMCSA','CMA','CAG','CXO','COP',
    'ED','STZ','COO','GLW','COST','COTY','CCI','CSRA','CSX','CMI','CVS','DHI',
    'DHR','DRI','DVA','DE','DAL','XRAY','DVN','DLR','DFS','DISCA','DISCK','DISH',
    'DG','DLTR','D','DOV','DWDP','DPS','DTE','DRE','DUK','DXC','ETFC','EMN','ETN',
    'EBAY','ECL','EIX','EW','EA','EMR','ETR','EVHC','EOG','EQT','EFX','EQIX','EQR',
    'ESS','EL','ES','RE','EXC','EXPE','EXPD','ESRX','EXR','XOM','FFIV','FB','FAST',
    'FRT','FDX','FIS','FITB','FE','FISV','FLIR','FLS','FLR','FMC','FL','F','FTV',
    'FBHS','BEN','FCX','GPS','GRMN','IT','GD','GE','GGP','GIS','GM','GPC','GILD',
    'GPN','GS','GT','GWW','HAL','HBI','HOG','HRS','HIG','HAS','HCA','HCP','HP','HSIC',
    'HSY','HES','HPE','HLT','HOLX','HD','HON','HRL','HST','HPQ','HUM','HBAN','HII',
    'IDXX','INFO','ITW','ILMN','IR','INTC','ICE','IBM','INCY','IP','IPG','IFF','INTU',
    'ISRG','IVZ','IQV','IRM','JEC','JBHT','SJM','JNJ','JCI','JPM','JNPR','KSU','K','KEY',
    'KMB','KIM','KMI','KLAC','KSS','KHC','KR','LB','LLL','LH','LRCX','LEG','LEN','LUK',
    'LLY','LNC','LKQ','LMT','L','LOW','LYB','MTB','MAC','M','MRO','MPC','MAR','MMC','MLM',
    'MAS','MA','MAT','MKC','MCD','MCK','MDT','MRK','MET','MTD','MGM','KORS','MCHP','MU',
    'MSFT','MAA','MHK','TAP','MDLZ','MON','MNST','MCO','MS','MOS','MSI','MYL','NDAQ',
    'NOV','NAVI','NTAP','NFLX','NWL','NFX','NEM','NWSA','NWS','NEE','NLSN','NKE','NI',
    'NBL','JWN','NSC','NTRS','NOC','NCLH','NRG','NUE','NVDA','ORLY','OXY','OMC','OKE',
    'ORCL','PCAR','PKG','PH','PDCO','PAYX','PYPL','PNR','PBCT','PEP','PKI','PRGO','PFE',
    'PCG','PM','PSX','PNW','PXD','PNC','RL','PPG','PPL','PX','PCLN','PFG','PG','PGR',
    'PLD','PRU','PEG','PSA','PHM','PVH','QRVO','PWR','QCOM','DGX','RRC','RJF','RTN','O',
    'RHT','REG','REGN','RF','RSG','RMD','RHI','ROK','COL','ROP','ROST','RCL','CRM','SBAC',
    'SCG','SLB','SNI','STX','SEE','SRE','SHW','SIG','SPG','SWKS','SLG','SNA','SO','LUV',
    'SPGI','SWK','SBUX','STT','SRCL','SYK','STI','SYMC','SYF','SNPS','SYY','TROW','TPR',
    'TGT','TEL','FTI','TXN','TXT','TMO','TIF','TWX','TJX','TMK','TSS','TSCO','TDG','TRV',
    'TRIP','FOXA','FOX','TSN','UDR','ULTA','USB','UAA','UA','UNP','UAL','UNH','UPS','URI',
    'UTX','UHS','UNM','VFC','VLO','VAR','VTR','VRSN','VRSK','VZ','VRTX','VIAB','V','VNO',
    'VMC','WMT','WBA','DIS','WM','WAT','WEC','WFC','HCN','WDC','WU','WRK','WY','WHR','WMB',
    'WLTW','WYN','WYNN','XEL','XRX','XLNX','XL','XYL','YUM','ZBH','ZION','ZTS']

symbols.append('SPY')



if not os.path.exists('data'):
  os.mkdir('data')

for symbol in symbols:
  if not os.path.exists(f"data/{symbol}.csv"):
    data = yf.download(symbol, start="2010-01-01", end="2018-12-31")
    if data.size > 0:
      data.to_csv(f"data/{symbol}.csv")
    else:
      print("Not saving...")


for symbol in symbols:
  s = open(f"data/{symbol}.csv").readlines()
  if len(s) < 10:
    os.system(f"rm data/{symbol}.csv")