def download_finam_data(ticker, period, start_date, end_date): # Запись переменных FINAM_URL = "http://export.finam.ru/" market = 0 # Оставляем на нуле для обычного рынка, для других надо эксперименты через прямую ссылку экспорта
tickers={'BR':22460,'ABRD':82460,'AESL':181867,'AFKS':19715,'AFLT':29,'AGRO':399716,'AKRN':17564,'ALBK':82616,'ALNU':81882,'ALRS':81820,'AMEZ':20702,'APTK':13855,'AQUA':35238,'ARMD':19676,'ARSA':19915,'ASSB':16452,'AVAN':82843,'AVAZ':39,'AVAZP':40,'BANE':81757,'BANEP':81758,'BGDE':175840,'BISV':35242,'BISVP':35243,'BLNG':21078,'BRZL':81901,'BSPB':20066,'CBOM':420694,'CHEP':20999,'CHGZ':81933,'CHKZ':21000,'CHMF':16136,'CHMK':21001,'CHZN':19960,'CLSB':16712,'CLSBP':16713,'CNTL':21002,'CNTLP':81575,'DASB':16825,'DGBZ':17919,'DIOD':35363,'DIXY':18564,'DVEC':19724,'DZRD':74744,'DZRDP':74745,'ELTZ':81934,'ENRU':16440,'EPLN':451471,'ERCO':81935,'FEES':20509,'FESH':20708,'FORTP':82164,'GAZA':81997,'GAZAP':81998,'GAZC':81398,'GAZP':16842,'GAZS':81399,'GAZT':82115,'GCHE':20125,'GMKN':795,'GRAZ':16610,'GRNT':449114,'GTLC':152876,'GTPR':175842,'GTSS':436120,'HALS':17698,'HIMC':81939,'HIMCP':81940,'HYDR':20266,'IDJT':388276,'IDVP':409486,'IGST':81885,'IGST03':81886,'IGSTP':81887,'IRAO':20516,'IRGZ':9,'IRKT':15547,'ISKJ':17137,'JNOS':15722,'JNOSP':15723,'KAZT':81941,'KAZTP':81942,'KBSB':19916,'KBTK':35285,'KCHE':20030,'KCHEP':20498,'KGKC':83261,'KGKCP':152350,'KLSB':16329,'KMAZ':15544,'KMEZ':22525,'KMTZ':81903,'KOGK':20710,'KRKN':81891,'KRKNP':81892,'KRKO':81905,'KRKOP':81906,'KROT':510,'KROTP':511,'KRSB':20912,'KRSBP':20913,'KRSG':15518,'KSGR':75094,'KTSB':16284,'KTSBP':16285,'KUBE':522,'KUNF':81943,'KUZB':83165,'KZMS':17359,'KZOS':81856,'KZOSP':81857,'LIFE':74584,'LKOH':8,'LNTA':385792,'LNZL':21004,'LNZLP':22094,'LPSB':16276,'LSNG':31,'LSNGP':542,'LSRG':19736,'LVHK':152517,'MAGE':74562,'MAGEP':74563,'MAGN':16782,'MERF':20947,'MFGS':30,'MFGSP':51,'MFON':152516,'MGNT':17086,'MGNZ':20892,'MGTS':12984,'MGTSP':12983,'MGVM':81829,'MISB':16330,'MISBP':16331,'MNFD':80390,'MOBB':82890,'MOEX':152798,'MORI':81944,'MOTZ':21116,'MRKC':20235,'MRKK':20412,'MRKP':20107,'MRKS':20346,'MRKU':20402,'MRKV':20286,'MRKY':20681,'MRKZ':20309,'MRSB':16359,'MSNG':6,'MSRS':16917,'MSST':152676,'MSTT':74549,'MTLR':21018,'MTLRP':80745,'MTSS':15523,'MUGS':81945,'MUGSP':81946,'MVID':19737,'NAUK':81992,'NFAZ':81287,'NKHP':450432,'NKNC':20100,'NKNCP':20101,'NKSH':81947,'NLMK':17046,'NMTP':19629,'NNSB':16615,'NNSBP':16616,'NPOF':81858,'NSVZ':81929,'NVTK':17370,'ODVA':20737,'OFCB':80728,'OGKB':18684,'OMSH':22891,'OMZZP':15844,'OPIN':20711,'OSMP':21006,'OTCP':407627,'PAZA':81896,'PHOR':81114,'PHST':19717,'PIKK':18654,'PLSM':81241,'PLZL':17123,'PMSB':16908,'PMSBP':16909,'POLY':175924,'PRFN':83121,'PRIM':17850,'PRIN':22806,'PRMB':80818,'PRTK':35247,'PSBR':152320,'QIWI':181610,'RASP':17713,'RBCM':74779,'RDRB':181755,'RGSS':181934,'RKKE':20321,'RLMN':152677,'RLMNP':388313,'RNAV':66644,'RODNP':66693,'ROLO':181316,'ROSB':16866,'ROSN':17273,'ROST':20637,'RSTI':20971,'RSTIP':20972,'RTGZ':152397,'RTKM':7,'RTKMP':15,'RTSB':16783,'RTSBP':16784,'RUAL':414279,'RUALR':74718,'RUGR':66893,'RUSI':81786,'RUSP':20712,'RZSB':16455,'SAGO':445,'SAGOP':70,'SARE':11,'SAREP':24,'SBER':3,'SBERP':23,'SELG':81360,'SELGP':82610,'SELL':21166,'SIBG':436091,'SIBN':2,'SKYC':83122,'SNGS':4,'SNGSP':13,'STSB':20087,'STSBP':20088,'SVAV':16080,'SYNG':19651,'SZPR':22401,'TAER':80593,'TANL':81914,'TANLP':81915,'TASB':16265,'TASBP':16266,'TATN':825,'TATNP':826,'TGKA':18382,'TGKB':17597,'TGKBP':18189,'TGKD':18310,'TGKDP':18391,'TGKN':18176,'TGKO':81899,'TNSE':420644,'TORS':16797,'TORSP':16798,'TRCN':74561,'TRMK':18441,'TRNFP':1012,'TTLK':18371,'TUCH':74746,'TUZA':20716,'UCSS':175781,'UKUZ':20717,'UNAC':22843,'UNKL':82493,'UPRO':18584,'URFD':75124,'URKA':19623,'URKZ':82611,'USBN':81953,'UTAR':15522,'UTII':81040,'UTSY':419504,'UWGN':414560,'VDSB':16352,'VGSB':16456,'VGSBP':16457,'VJGZ':81954,'VJGZP':81955,'VLHZ':17257,'VRAO':20958,'VRAOP':20959,'VRSB':16546,'VRSBP':16547,'VSMO':15965,'VSYD':83251,'VSYDP':83252,'VTBR':19043,'VTGK':19632,'VTRS':82886,'VZRZ':17068,'VZRZP':17067,'WTCM':19095,'WTCMP':19096,'YAKG':81917,'YKEN':81766,'YKENP':81769,'YNDX':388383,'YRSB':16342,'YRSBP':16343,'ZHIV':181674,'ZILL':81918,'ZMZN':556,'ZMZNP':603,'ZVEZ':82001}
periods={'tick': 1, 'min': 2, '5min': 3, '10min': 4, '15min': 5, '30min': 6, 'hour': 7, 'daily': 8, 'week': 9, 'month': 10}
# Преобразование дат в формат нужный нам
start_date_obj = datetime.strptime(start_date, '%d.%m.%Y')
end_date_obj = datetime.strptime(end_date, '%d.%m.%Y')
start_date_rev = start_date_obj.strftime('%Y%m%d')
end_date_rev = end_date_obj.strftime('%Y%m%d')
# Финальные параметры для запроса
params = urlencode([
('market', market),
('em', tickers[ticker]),
('code', ticker),
('apply', 0),
('df', start_date_obj.day),
('mf', start_date_obj.month - 1),
('yf', start_date_obj.year),
('from', start_date),
('dt', end_date_obj.day),
('mt', end_date_obj.month - 1),
('yt', end_date_obj.year),
('to', end_date),
('p', period),
('f', ticker + "_" + start_date_rev + "_" + end_date_rev),
('e', ".csv"),
('cn', ticker),
('dtf', 1),
('tmf', 1),
('MSOR', 0),
('mstime', "on"),
('mstimever', 1),
('sep', 1),
('sep2', 1),
('datf', 1),
('at', 1)])
url = FINAM_URL + ticker + "_" + start_date_rev + "_" + end_date_rev + ".csv?" + params
txt = urlopen(url).readlines()
# Преобразование байтовых данных в строку
txt_str = b''.join(txt).decode()
# Чтение данных в датафрейм
data = pd.read_csv(StringIO(txt_str), parse_dates={'DateTime': ['<DATE>', '<TIME>']}, dayfirst=True)
# Переименование колонок
data.rename(columns={'<TICKER>': 'TICKER', '<PER>': 'PER', '<OPEN>': 'OPEN', '<HIGH>': 'HIGH', '<LOW>': 'LOW', '<CLOSE>': 'CLOSE', '<VOL>': 'VOL'}, inplace=True)
return data