commit
1bd819ac4d
125
tests/ticker.py
125
tests/ticker.py
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@ -25,6 +25,8 @@ class TestTicker(unittest.TestCase):
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def setUpClass(cls):
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cls.session = session_gbl
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cls.proxy = None
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@classmethod
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def tearDownClass(cls):
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if cls.session is not None:
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@ -144,6 +146,129 @@ class TestTicker(unittest.TestCase):
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# dat.earnings_trend
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# dat.earnings_forecasts
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def test_goodTicker_withProxy(self):
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# that yfinance works when full api is called on same instance of ticker
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tkr = "IBM"
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dat = yf.Ticker(tkr, session=self.session)
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dat._fetch_ticker_tz(proxy=self.proxy, timeout=5, debug_mode=False, raise_errors=False)
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dat._get_ticker_tz(proxy=self.proxy, timeout=5, debug_mode=False, raise_errors=False)
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dat.history(period="1wk", proxy=self.proxy)
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v = dat.stats(proxy=self.proxy)
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self.assertIsNotNone(v)
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self.assertTrue(len(v) > 0)
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v = dat.get_recommendations(proxy=self.proxy)
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self.assertIsNotNone(v)
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self.assertFalse(v.empty)
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v = dat.get_calendar(proxy=self.proxy)
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self.assertIsNotNone(v)
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self.assertFalse(v.empty)
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v = dat.get_major_holders(proxy=self.proxy)
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self.assertIsNotNone(v)
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self.assertFalse(v.empty)
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v = dat.get_institutional_holders(proxy=self.proxy)
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self.assertIsNotNone(v)
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self.assertFalse(v.empty)
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v = dat.get_mutualfund_holders(proxy=self.proxy)
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self.assertIsNotNone(v)
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self.assertFalse(v.empty)
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v = dat.get_info(proxy=self.proxy)
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self.assertIsNotNone(v)
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self.assertTrue(len(v) > 0)
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v = dat.get_sustainability(proxy=self.proxy)
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self.assertIsNotNone(v)
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self.assertFalse(v.empty)
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v = dat.get_recommendations_summary(proxy=self.proxy)
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self.assertIsNotNone(v)
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self.assertFalse(v.empty)
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v = dat.get_analyst_price_target(proxy=self.proxy)
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self.assertIsNotNone(v)
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self.assertFalse(v.empty)
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v = dat.get_rev_forecast(proxy=self.proxy)
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self.assertIsNotNone(v)
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self.assertFalse(v.empty)
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v = dat.get_earnings_forecast(proxy=self.proxy)
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self.assertIsNotNone(v)
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self.assertFalse(v.empty)
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v = dat.get_trend_details(proxy=self.proxy)
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self.assertIsNotNone(v)
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self.assertFalse(v.empty)
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v = dat.get_earnings_trend(proxy=self.proxy)
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self.assertIsNotNone(v)
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self.assertFalse(v.empty)
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v = dat.get_earnings(proxy=self.proxy)
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self.assertIsNotNone(v)
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self.assertFalse(v.empty)
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v = dat.get_income_stmt(proxy=self.proxy)
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self.assertIsNotNone(v)
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self.assertFalse(v.empty)
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v = dat.get_incomestmt(proxy=self.proxy)
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self.assertIsNotNone(v)
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self.assertFalse(v.empty)
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v = dat.get_financials(proxy=self.proxy)
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self.assertIsNotNone(v)
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self.assertFalse(v.empty)
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v = dat.get_balance_sheet(proxy=self.proxy)
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self.assertIsNotNone(v)
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self.assertFalse(v.empty)
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v = dat.get_balancesheet(proxy=self.proxy)
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self.assertIsNotNone(v)
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self.assertFalse(v.empty)
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v = dat.get_cash_flow(proxy=self.proxy)
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self.assertIsNotNone(v)
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self.assertFalse(v.empty)
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v = dat.get_cashflow(proxy=self.proxy)
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self.assertIsNotNone(v)
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self.assertFalse(v.empty)
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v = dat.get_shares(proxy=self.proxy)
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self.assertIsNotNone(v)
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self.assertFalse(v.empty)
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v = dat.get_shares_full(proxy=self.proxy)
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self.assertIsNotNone(v)
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self.assertFalse(v.empty)
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v = dat.get_isin(proxy=self.proxy)
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self.assertIsNotNone(v)
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self.assertTrue(v != "")
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v = dat.get_news(proxy=self.proxy)
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self.assertIsNotNone(v)
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self.assertTrue(len(v) > 0)
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v = dat.get_earnings_dates(proxy=self.proxy)
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self.assertIsNotNone(v)
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self.assertFalse(v.empty)
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# TODO: enable after merge
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# dat.get_history_metadata(proxy=self.proxy)
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# self.assertIsNotNone(v)
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# self.assertTrue(len(v) > 0)
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class TestTickerHistory(unittest.TestCase):
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session = None
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@ -186,12 +186,6 @@ class TickerBase:
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if params["interval"] == "30m":
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params["interval"] = "15m"
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# setup proxy in requests format
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if proxy is not None:
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if isinstance(proxy, dict) and "https" in proxy:
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proxy = proxy["https"]
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proxy = {"https": proxy}
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#if the ticker is MUTUALFUND or ETF, then get capitalGains events
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params["events"] = "div,splits,capitalGains"
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@ -217,6 +211,7 @@ class TickerBase:
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data = get_fn(
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url=url,
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params=params,
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proxy=proxy,
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timeout=timeout
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)
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if "Will be right back" in data.text or data is None:
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@ -1502,9 +1497,9 @@ class TickerBase:
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return data
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@property
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def fast_info(self):
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def get_fast_info(self, proxy=None):
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if self._fast_info is None:
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self._fast_info = FastInfo(self)
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self._fast_info = FastInfo(self, proxy=proxy)
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return self._fast_info
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@property
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@ -1723,7 +1718,7 @@ class TickerBase:
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logger = utils.get_yf_logger()
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# Process dates
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tz = self._get_ticker_tz(proxy=None, timeout=10)
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tz = self._get_ticker_tz(proxy=proxy, timeout=10)
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dt_now = _pd.Timestamp.utcnow().tz_convert(tz)
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if start is not None:
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start_ts = utils._parse_user_dt(start, tz)
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@ -1747,8 +1742,8 @@ class TickerBase:
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ts_url_base = "https://query2.finance.yahoo.com/ws/fundamentals-timeseries/v1/finance/timeseries/{0}?symbol={0}".format(self.ticker)
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shares_url = ts_url_base + "&period1={}&period2={}".format(int(start.timestamp()), int(end.timestamp()))
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try:
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json_str = self._data.cache_get(shares_url).text
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json_data = _json.loads(json_str)
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json_data = self._data.cache_get(url=shares_url, proxy=proxy)
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json_data = json_data.json()
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except:
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logger.error("%s: Yahoo web request for share count failed", self.ticker)
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return None
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@ -1921,10 +1916,10 @@ class TickerBase:
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return dates
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def get_history_metadata(self) -> dict:
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def get_history_metadata(self, proxy=None) -> dict:
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if self._history_metadata is None:
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# Request intraday data, because then Yahoo returns exchange schedule.
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self.history(period="1wk", interval="1h", prepost=True)
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self.history(period="1wk", interval="1h", prepost=True, proxy=proxy)
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if self._history_metadata_formatted is False:
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self._history_metadata = utils.format_history_metadata(self._history_metadata)
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@ -65,7 +65,7 @@ class TickerData:
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def _get_proxy(self, proxy):
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# setup proxy in requests format
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if proxy is not None:
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if isinstance(proxy, dict) and "https" in proxy:
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if isinstance(proxy, (dict, frozendict)) and "https" in proxy:
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proxy = proxy["https"]
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proxy = {"https": proxy}
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return proxy
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@ -51,19 +51,19 @@ class Financials:
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def get_income_time_series(self, freq="yearly", proxy=None) -> pd.DataFrame:
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res = self._income_time_series
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if freq not in res:
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res[freq] = self._fetch_time_series("income", freq, proxy=None)
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res[freq] = self._fetch_time_series("income", freq, proxy)
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return res[freq]
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def get_balance_sheet_time_series(self, freq="yearly", proxy=None) -> pd.DataFrame:
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res = self._balance_sheet_time_series
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if freq not in res:
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res[freq] = self._fetch_time_series("balance-sheet", freq, proxy=None)
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res[freq] = self._fetch_time_series("balance-sheet", freq, proxy)
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return res[freq]
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def get_cash_flow_time_series(self, freq="yearly", proxy=None) -> pd.DataFrame:
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res = self._cash_flow_time_series
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if freq not in res:
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res[freq] = self._fetch_time_series("cash-flow", freq, proxy=None)
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res[freq] = self._fetch_time_series("cash-flow", freq, proxy)
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return res[freq]
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@utils.log_indent_decorator
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@ -34,7 +34,7 @@ class Holders:
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def _scrape(self, proxy):
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ticker_url = "{}/{}".format(self._SCRAPE_URL_, self._data.ticker)
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try:
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resp = self._data.cache_get(ticker_url + '/holders', proxy)
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resp = self._data.cache_get(ticker_url + '/holders', proxy=proxy)
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holders = pd.read_html(resp.text)
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except Exception:
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holders = []
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@ -77,8 +77,9 @@ class InfoDictWrapper(MutableMapping):
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class FastInfo:
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# Contain small subset of info[] items that can be fetched faster elsewhere.
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# Imitates a dict.
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def __init__(self, tickerBaseObject):
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def __init__(self, tickerBaseObject, proxy=None):
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self._tkr = tickerBaseObject
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self.proxy = proxy
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self._prices_1y = None
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self._prices_1wk_1h_prepost = None
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if self._prices_1y is None:
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# Temporarily disable error printing
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logging.disable(logging.CRITICAL)
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self._prices_1y = self._tkr.history(period="380d", auto_adjust=False, keepna=True)
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self._prices_1y = self._tkr.history(period="380d", auto_adjust=False, keepna=True, proxy=self.proxy)
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logging.disable(logging.NOTSET)
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self._md = self._tkr.get_history_metadata()
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self._md = self._tkr.get_history_metadata(proxy=self.proxy)
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try:
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ctp = self._md["currentTradingPeriod"]
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self._today_open = pd.to_datetime(ctp["regular"]["start"], unit='s', utc=True).tz_convert(self.timezone)
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if self._prices_1wk_1h_prepost is None:
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# Temporarily disable error printing
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logging.disable(logging.CRITICAL)
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self._prices_1wk_1h_prepost = self._tkr.history(period="1wk", interval="1h", auto_adjust=False, prepost=True)
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self._prices_1wk_1h_prepost = self._tkr.history(period="1wk", interval="1h", auto_adjust=False, prepost=True, proxy=self.proxy)
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logging.disable(logging.NOTSET)
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return self._prices_1wk_1h_prepost
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@ -211,7 +212,7 @@ class FastInfo:
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if self._prices_1wk_1h_reg is None:
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# Temporarily disable error printing
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logging.disable(logging.CRITICAL)
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self._prices_1wk_1h_reg = self._tkr.history(period="1wk", interval="1h", auto_adjust=False, prepost=False)
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self._prices_1wk_1h_reg = self._tkr.history(period="1wk", interval="1h", auto_adjust=False, prepost=False, proxy=self.proxy)
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logging.disable(logging.NOTSET)
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return self._prices_1wk_1h_reg
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@ -220,7 +221,7 @@ class FastInfo:
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return self._md
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self._get_1y_prices()
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self._md = self._tkr.get_history_metadata()
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self._md = self._tkr.get_history_metadata(proxy=self.proxy)
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return self._md
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def _exchange_open_now(self):
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@ -253,7 +254,7 @@ class FastInfo:
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if self._tkr._history_metadata is None:
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self._get_1y_prices()
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md = self._tkr.get_history_metadata()
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md = self._tkr.get_history_metadata(proxy=self.proxy)
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self._currency = md["currency"]
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return self._currency
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@ -264,7 +265,7 @@ class FastInfo:
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if self._tkr._history_metadata is None:
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self._get_1y_prices()
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md = self._tkr.get_history_metadata()
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md = self._tkr.get_history_metadata(proxy=self.proxy)
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self._quote_type = md["instrumentType"]
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return self._quote_type
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@ -289,7 +290,7 @@ class FastInfo:
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if self._shares is not None:
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return self._shares
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shares = self._tkr.get_shares_full(start=pd.Timestamp.utcnow().date()-pd.Timedelta(days=548))
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shares = self._tkr.get_shares_full(start=pd.Timestamp.utcnow().date()-pd.Timedelta(days=548), proxy=self.proxy)
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# if shares is None:
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# # Requesting 18 months failed, so fallback to shares which should include last year
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# shares = self._tkr.get_shares()
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@ -137,6 +137,10 @@ class Ticker(TickerBase):
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def info(self) -> dict:
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return self.get_info()
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@property
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def fast_info(self):
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return self.get_fast_info()
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@property
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def calendar(self) -> _pd.DataFrame:
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return self.get_calendar()
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