Does Python has a similar library like quantmod in R that can download financial statement data? I want to download the historical revenue of each stock in Python. Can someone give me a hint? Thanks.
Yes a lot of them, zipline, pandas and even matplotlib can download data from Yahoo Finance. I recommend you use pandas:
>>> from pandas_datareader.data import DataReader
>>> from datetime import datetime
>>> goog = DataReader("GOOG", "yahoo", datetime(2000,1,1), datetime(2012,1,1))
>>> goog["Adj Close"]
Date
2004-08-19 49.982655
2004-08-20 53.952770
2004-08-23 54.495735
2004-08-24 52.239197
2004-08-25 52.802086
...
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