ZhuLinsen/daily_stock_analysis · error · DataFetchError

Yahoo Finance 未查询到 {stock_code} 的数据

Error message

Yahoo Finance 未查询到 {stock_code} 的数据

What it means

YfinanceFetcher downloaded successfully but the resulting DataFrame is empty after column filtering, so the symbol simply has no data on Yahoo Finance. Common with delisted/renamed tickers, unsupported exchanges, or yf_code conversions this repo does for A/HK shares (e.g. 600519 -> 600519.SS, 00700 -> 0700.HK) that Yahoo does not recognize.

Source

Thrown at data_provider/yfinance_fetcher.py:227

            # 使用 yfinance 下载数据
            df = yf.download(
                tickers=yf_code,
                start=start_date,
                end=end_date,
                progress=False,  # 禁止进度条
                auto_adjust=True,  # 自动调整价格（复权）
                multi_level_index=True
            )

            # 筛选出 yf_code 的列, 避免多只股票数据混淆
            if isinstance(df.columns, pd.MultiIndex) and len(df.columns) > 1:
                ticker_level = df.columns.get_level_values(1)
                mask = ticker_level == yf_code
                if mask.any():
                    df = df.loc[:, mask].copy()

            if df.empty:
                raise DataFetchError(f"Yahoo Finance 未查询到 {stock_code} 的数据")

            return df

        except Exception as e:
            if isinstance(e, DataFetchError):
                raise
            raise DataFetchError(f"Yahoo Finance 获取数据失败: {e}") from e

    def _normalize_data(self, df: pd.DataFrame, stock_code: str) -> pd.DataFrame:
        """
        标准化 Yahoo Finance 数据

        yfinance 返回的列名：
        Open, High, Low, Close, Volume（索引是日期）

        注意：新版 yfinance 返回 MultiIndex 列名，如 ('Close', 'AMD')
        需要先扁平化列名再进行处理

View on GitHub (pinned to 5159bd72e8)

Solutions

  1. Verify the symbol on finance.yahoo.com exactly as converted (print yf_code before the call).
  2. Check the requested date range actually contains trading sessions for that market.
  3. If the MultiIndex filter emptied the frame, inspect df.columns — a yfinance upgrade may have changed level ordering; adjust the mask or pin the yfinance version.
  4. Route to another fetcher (Tushare for A-shares, Akshare) via the fallback chain when Yahoo has no coverage.

Example fix

# before
df = yf.download('0700.HK', ...)  # wrong digit count for HK -> empty

# after
df = yf.download('0700.HK'.lstrip('0').zfill(4) + '.HK', ...)  # ensure 4-digit HK code
Defensive patterns

Strategy: validation

Validate before calling

import yfinance as yf

t = yf.Ticker(yf_code)
info_keys = set()
try:
    info_keys = set(t.fast_info.keys())
except Exception:
    pass
has_data = bool(info_keys) or not t.history(period="5d").empty
if not has_data:
    raise ValueError(f"Yahoo has no data for {yf_code}; check the symbol")

Type guard

def yahoo_symbol_ok(yf_code: str) -> bool:
    import yfinance as yf
    try:
        return not yf.Ticker(yf_code).history(period="5d").empty
    except Exception:
        return False

Try / catch

try:
    df = yfinance_fetcher.fetch_stock_data(code)
except DataFetchError as e:
    if "未查询到" in str(e):
        df = akshare_fetcher.fetch_stock_data(code)  # symbol not on Yahoo
    else:
        raise

Prevention

When it happens

Trigger: yf.download returns an empty frame for the ticker (bad symbol, delisted, no trading data in the requested window), or the MultiIndex filter drops all columns because the level-1 ticker string does not match yf_code exactly (case or suffix mismatch).

Common situations: Typo'd or delisted US ticker; A-share code converted to the wrong suffix (.SS vs .SZ); HK code format mismatch with Yahoo's 4-digit .HK convention; requesting a date range with no sessions; yfinance version change altering the column layout so the mask filters everything out.

Related errors

AI-assisted analysis of ZhuLinsen/daily_stock_analysis@5159bd72e8 (2026-08-15). Data as JSON: /api/errors/911a1b0545517e6b. Report an issue: GitHub.