Python functions to get historic stock data.

YQL: Get historic stock data

# Python functions to get historic stock data.
# Use the yql_stock_long_history wrapper. Yahoo does not return data if long requests are made - 
# For example GOOG form 2001-01-01 to today. The wrapeer breaks the query into multiple 1y queries
# and combines the results

import json
import urllib
import time
from datetime import datetime, timedelta, date

def yql_stock_history(symbol,start_date,end_date):
    endpoint = "https://query.yahooapis.com/v1/public/yql"
    env = "store://datatables.org/alltableswithkeys"
    response_format = "json"
    query='select * from yahoo.finance.historicaldata where symbol = "'+symbol+'" and startDate = "'+start_date+'" and endDate = "'+end_date+'"'
    params = {'format':response_format, 'env':env, 'q':query}
    req_data = urllib.parse.urlencode(params).encode('ascii')
    try:
        res = urllib.request.urlopen('https://query.yahooapis.com/v1/public/yql',req_data)
        data = res.read().decode('utf-8')
        res.close()
    except urllib.error.URLError as e:
        print(e.code)
        rise(e.code)
    json_parsed = json.loads(data)['query']['results']
    if (json_parsed != None):
        return json_parsed['quote']
    else:
        return None

def yql_stock_long_history(symbol,start_date,end_date):
    start_d=datetime.strptime(start_date,'%Y-%m-%d')
    end_d=datetime.strptime(end_date,'%Y-%m-%d')
    diff=end_d - start_d
    max_days = 365
    if (diff.days < 0):
        return None
    elif(diff.days > max_days):
        data_part = []
        s = start_d
        while((end_d-s).days >= max_days):
            price_history=yql_stock_history(symbol, str(s), str(s+timedelta(max_days)))
            s=s+timedelta(days = max_days+1)
            if (price_history == None):
                continue
            data_part.append(price_history)
        price_data = [b for sublist in data_part for b in sublist]
        price_history = yql_stock_history(symbol, str(s), str(s+timedelta(max_days)))
        data_part.append(price_history)
        price_data = [b for sublist in data_part for b in sublist]
        return price_data
    elif(diff.days == 1):
        return [yql_stock_history(symbol, start_date, end_date)]
    else:
        return yql_stock_history(symbol, start_date, end_date)