Search for currency pairs

June 29, 2024

I am trying to learn more about Python. I am trying to pull some data from Yahoo Finance. I have this code:

import yfinance as yf
from statsmodels.tsa.vector_ar.vecm import coint_johansen

symbols = ['AMZN', 'AAPL']
start = '2020-01-01'
end = '2024-01-16'
data = yf.download(symbols, start=start, end=end)['Adj Close']
specified_number = 0 
coint_test_result = coint_johansen(data, specified_number, 1)
print("End")

It works as expected. I then change the symbols (line four to crypto currency pairs i.e.

symbols = ['BTCUSD', 'ETHUSD']

The code then errors on this line:

coint_test_result = coint_johansen(data, specified_number, 1)

The error is: zero-size array to reduction operation maximum which has no identity

Why does it error with cryptocurrency pairs as symbols?

I have version 3.12.3 of Python.

>Solution :

Your Code works to get cryptocurrency data correctly:

However, when switching to cryptocurrency symbols, make sure you use the correct format for the tickers:

import yfinance as yf
from statsmodels.tsa.vector_ar.vecm import coint_johansen

symbols = ['BTC-USD', 'ETH-USD']
start = '2020-01-01'
end = '2024-01-16'
data = yf.download(symbols, start=start, end=end)['Adj Close']

if data.empty:
    print("No data fetched.")
else:
    specified_number = 0
    try:
        coint_test_result = coint_johansen(data, specified_number, 1)
        print("Cointegration Test Result:", coint_test_result)
    except Exception as e:
        print("Error performing cointegration test:", e)

print("End")

This should fix the issue. If the problem persists, make sure the date range and symbols are correct.

For more details on yfinance, check out the official documentation.