8000 [MRG+1] plot_stock_market retry on failed download of google data by hakaa1 · Pull Request #9437 · scikit-learn/scikit-learn · GitHub
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[MRG+1] plot_stock_market retry on failed download of google data #9437

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Merged
merged 3 commits into from
Jul 25, 2017
Merged

[MRG+1] plot_stock_market retry on failed download of google data #9437

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plot_stock_market example retry on failed download of data from googl…
hakaa1 Jul 22, 2017
4a27dec
Decorate stock download function with retry() explicitly; comment on …
hakaa1 Jul 24, 2017
198c455
Minor changes
lesteve Jul 25, 2017
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15 changes: 14 additions & 1 deletion examples/applications/plot_stock_market.py
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Original file line number Diff line number Diff line change
Expand Up @@ -77,6 +77,17 @@
# #############################################################################
# Retrieve the data from Internet

def retry(f, n_attempts=3):
"Wrapper function to retry function calls in case of exceptions"
def wrapper(*args, **kwargs):
for i in range(n_attempts):
try:
return f(*args, **kwargs)
except Exception as e:
if i == n_attempts - 1:
raise
return wrapper


def quotes_historical_google(symbol, date1, date2):
"""Get the historical data from Google finance.
Expand Down Expand Up @@ -179,8 +190,10 @@ def quotes_historical_google(symbol, date1, date2):

symbols, names = np.array(list(symbol_dict.items())).T

# retry is used because quotes_historical_google can temporarily fail
# for various reasons (e.g. empty result from Google API).
quotes = [
quotes_historical_google(symbol, d1, d2) for symbol in symbols
retry(quotes_historical_google)(symbol, d1, d2) for symbol in symbols
]

close_prices = np.vstack([q['close'] for q in quotes])
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