Yahoo Downloader - Why do we need to download stock data day by day?

[jingyan-li]

1 Failed download:
['AXP']: YFPricesMissingError('possibly delisted; no price data found  (1d 2019-06-01 00:00:00 -> 2019-06-02 00:00:00)')
[*********************100%***********************]  1 of 1 completed

1 Failed download:
['AXP']: YFPricesMissingError('possibly delisted; no price data found  (1d 2019-06-02 00:00:00 -> 2019-06-03 00:00:00)')
[*********************100%***********************]  1 of 1 completed
[*********************100%***********************]  1 of 1 completed
[*********************100%***********************]  1 of 1 completed
[*********************100%***********************]  1 of 1 completed
[*********************100%***********************]  1 of 1 completed

From the message, we found that YohooFinance processor downloaded the stock data per day, per stock.

The corresponding source code is at (processor_yahoofinance.py). I am not sure why we need to download the stock data day by day rather than all days of interests together, which will accelarate the data downloading more during the training.