Saving datafeeds to CSV



  • Is there an easy way to save data feeds to CSV? I'm building a framework based around backtrader and I'd like to save the Yahoo finance data feed so I don't need to hit the network every time.

    Ideally, I'd have something like this:

    feed = YahooFinanceData(...,cache=True)
    

    This would use a hash of the URL to save the CSV locally and avoid needing to hit the network every time. If this is something that you might accept as PR, let me know and I'll see if there is something I can do.

    Thanks in advance.


  • administrators

    Currently you have a yahoodownload.py in the source which will download any ticker to file. See: GitHub - Repository/yahoodownload.py

    The concept of caching would actually need a store wrapper around the YahooFinance family. With the store deciding where the cache actually goes, making it look like other online providers.



  • Thank you. I'll create a store and post it for review if anyone finds it useful.


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