yfinance error 10054 远程主机强迫关闭了一个现有的连接

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
File "C:\ProgramData\Anaconda3\lib\threading.py", line 932, in _bootstrap_inner
self.run()
File "C:\ProgramData\Anaconda3\lib\threading.py", line 870, in run
self._target(*self._args, **self.kwargs)
File "C:\ProgramData\Anaconda3\lib\site-packages\multitasking_init
.py", line 102, in _run_via_pool
return callee(*args, **kwargs)
File "C:\ProgramData\Anaconda3\lib\site-packages\yfinance\multi.py", line 169, in _download_one_threaded
data = _download_one(ticker, start, end, auto_adjust, back_adjust,
File "C:\ProgramData\Anaconda3\lib\site-packages\yfinance\multi.py", line 181, in _download_one
return Ticker(ticker).history(period=period, interval=interval,
File "C:\ProgramData\Anaconda3\lib\site-packages\yfinance\base.py", line 152, in history
data = self.session.get(url=url,params=params,proxies=proxy,headers=utils.user_agent_headers)
File "C:\ProgramData\Anaconda3\lib\site-packages\requests\api.py", line 75, in get
return request('get', url, params=params, **kwargs)
File "C:\ProgramData\Anaconda3\lib\site-packages\requests\api.py", line 61, in request
return session.request(method=method, url=url, **kwargs)
File "C:\ProgramData\Anaconda3\lib\site-packages\requests\sessions.py", line 542, in request
resp = self.send(prep, **send_kwargs)
File "C:\ProgramData\Anaconda3\lib\site-packages\requests\sessions.py", line 655, in send
r = adapter.send(request, **kwargs)
File "C:\ProgramData\Anaconda3\lib\site-packages\requests\adapters.py", line 510, in send
raise ProxyError(e, request=request)
requests.exceptions.ProxyError: HTTPSConnectionPool(host='query2.finance.yahoo.com', port=443): Max retries exceeded with url: /v8/finance/chart/300257.SZ?range=5y&interval=1d&includePrePost=False&events=div%2Csplits (Caused by ProxyError('Cannot connect to proxy.', ConnectionResetError(10054, '远程主机强迫关闭了一个现有的连接。', None, 10054, None)))

可能是爬取数据过于频繁,数据量过大导致连接被关闭。减少数据量,设置休眠等试试
参考问题讨论及解决办法:


yfinance stops working · Issue #836 · ranaroussi/yfinance · GitHub I just noticed that yfinance is no longer working, or unstable. First, I was trying to download today's OHLV of 7000 tickers, and many of the tickers were labeled as deleted, which is not the case. Second, I was trying to download GOOG t... https://github.com/ranaroussi/yfinance/issues/836