CentOS 环境使用代理下载数据失败-EOF occurred in violation of protocol (_ssl.c:1002)

我的代码如下，主要是通过yfinance包下载历史交易数据：

import yfinance as yf

data = yf.download('000001.SZ', start='2017-01-01', end='2019-01-01')
data

错误现象

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Failed to get ticker '000001.SZ' reason: HTTPSConnectionPool(host='query1.finance.yahoo.com', port=443): Max retries exceeded with url: /v1/test/getcrumb (Caused by SSLError(SSLEOFError(8, 'EOF occurred in violation of protocol (_ssl.c:1002)')))
[*********************100%***********************]  1 of 1 completed

1 Failed download:
['000001.SZ']: YFTzMissingError('$%ticker%: possibly delisted; no timezone found')

定位步骤

错误码 1002 通常表示 SSL/TLS 握手失败。
使用下面的命令定位原因

openssl s_client -connect query1.finance.yahoo.com:443 -showcerts

看上去一切正常

看一下是不是他说的no timezone found的原因

import os

os.environ['TZ']

执行下来发现：

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KeyError                                  Traceback (most recent call last)
Cell In[16], line 2
      1 import os
----> 2 os.environ['TZ']

File <frozen os>:679, in __getitem__(self, key)

KeyError: 'TZ'
4.有点问题，设置了变量再试还是有问题

我又直接在服务器上试 wget 命令，感觉也不太行：

[root@localhost clash]# wget https://query1.finance.yahoo.com

--2024-11-25 16:32:01-- https://query1.finance.yahoo.com/

Connecting to 127.0.0.1:7890... connected.

Unable to establish SSL connection.

综上没有使用代理时会报错：

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Failed to get ticker '000001.SZ' reason: HTTPSConnectionPool(host='query1.finance.yahoo.com', port=443): Max retries exceeded with url: /v1/test/getcrumb (Caused by ProxyError('Cannot connect to proxy.', NewConnectionError('<urllib3.connection.HTTPSConnection object at 0x7f93efef2f10>: Failed to establish a new connection: [Errno 111] Connection refused')))
[*********************100%***********************]  1 of 1 completed

1 Failed download:
['000001.SZ']: YFTzMissingError('$%ticker%: possibly delisted; no timezone found')

代理开启后：

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Failed to get ticker '000001.SZ' reason: HTTPSConnectionPool(host='query1.finance.yahoo.com', port=443): Max retries exceeded with url: /v1/test/getcrumb (Caused by SSLError(SSLEOFError(8, 'EOF occurred in violation of protocol (_ssl.c:1002)')))
[*********************100%***********************]  1 of 1 completed

1 Failed download:
['000001.SZ']: YFTzMissingError('$%ticker%: possibly delisted; no timezone found')

这误导了我，让我觉得代理很有问题，于是我各种尝试，反复调整代理设置，甚至是调整各种防火墙和包，都一无所获！

终于在半夜，当我下定决心不搞定不睡觉的时候这里找到了原因：

Python 遭遇 ProxyError 问题记录_Linux_开心洋葱网

解决办法就是，重新指定urllib3的版本，当前使用的最新版本在有代理的情况下不好用：

pip install urllib3==1.25.11

只能说我对Python太不熟悉了！！！