Commit 04f3788

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Quandl stock data pull script

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	`1`	`+# import needed libraries`
	`2`	`+import quandl`
	`3`	`+import pandas as pd`
	`4`	`+`
	`5`	`+# add quandl API key for unrestricted`
	`6`	`+quandl.ApiConfig.api_key = 'INSERT YOU API KEY HERE'`
	`7`	`+`
	`8`	`+# get the table for daily stock prices and,`
	`9`	`+# filter the table for selected tickers, columns within a time range`
	`10`	`+# set paginate to True because Quandl limits tables API to 10,000 rows per call`
	`11`	`+data = quandl.get_table('WIKI/PRICES', ticker = ['AAPL', 'MSFT', 'WMT'],`
	`12`	`+ qopts = { 'columns': ['ticker', 'date', 'adj_close'] },`
	`13`	`+ date = { 'gte': '2015年12月31日', 'lte': '2016年12月31日' },`
	`14`	`+ paginate=True)`
	`15`	`+`
	`16`	`+# create a new dataframe with 'date' column as index`
	`17`	`+new = data.set_index('date')`
	`18`	`+`
	`19`	`+# use pandas pivot function to sort adj_close by tickers`
	`20`	`+clean_data = new.pivot(columns='ticker')`

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