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Author SHA1 Message Date
ValueRaider dfffa6a551 Bump version to 0.1.96 2022-12-20 20:50:01 +00:00
ValueRaider 787b89c269
Merge pull request #1258 from ranaroussi/r0.1/fix/info-not-caching
Another info[] fix for #1256
2022-12-20 20:48:27 +00:00
ValueRaider 882f8b3367 Another info[] fix for #1256 2022-12-19 22:50:12 +00:00
ValueRaider 338a94a8f3 Bump version to 0.1.95 2022-12-19 21:46:58 +00:00
ValueRaider e108a543fa
Merge pull request #1257 from ranaroussi/r0.1/fix/quotes-html-parsing
Fix quotes html parsing when missing root.App.main
2022-12-19 21:43:42 +00:00
ValueRaider 071c3937b5 Add 'G7W.DU' to test 2022-12-19 16:48:10 +00:00
ValueRaider a279d06810 Fix quotes html parsing when missing root.App.main 2022-12-19 16:18:43 +00:00
ValueRaider 80db9dfe3c Bump version to 0.1.94 2022-12-19 11:17:51 +00:00
ValueRaider 6bb23e05c2 Fix delisted ticker info[] 2022-12-19 11:16:45 +00:00
ValueRaider edf2f69b62 Bump version to 0.1.93 2022-12-18 22:16:28 +00:00
ValueRaider ce4c2e457d Fix Ticker.shares 2022-12-18 22:15:44 +00:00
ValueRaider 4fc15251a0 Bump version to 0.1.92 2022-12-18 21:45:07 +00:00
ValueRaider c4600d6bd9 Fix setup.py 2022-12-18 21:44:30 +00:00
ValueRaider 14a839582d Bump version to 0.1.91 2022-12-18 21:39:08 +00:00
ValueRaider 3ae0434567
Merge pull request #1255 from ranaroussi/fix/decode-Yahoo-encryption
Backport Yahoo decryption
2022-12-18 21:37:26 +00:00
ValueRaider f24dab2f26 Add 'cryptography' requirement 2022-12-18 21:35:07 +00:00
ValueRaider b47adf0a90 Backport Yahoo decryption 2022-12-18 20:42:03 +00:00
ValueRaider 3537ec3e4b Bump version to 0.1.90 2022-12-13 15:36:36 +00:00
ValueRaider 6a306b0353
Merge pull request #1237 from ranaroussi/r0.1/fix/lxml
Restore lxml dep, set min ver = 4.9.1
2022-12-13 15:35:12 +00:00
ValueRaider 6e3282badb Restore lxml dep, set min ver = 4.9.1 2022-12-13 15:03:13 +00:00
ValueRaider 829683ca02 Bump version to 0.1.89 2022-12-12 22:06:28 +00:00
ValueRaider 3011cb324d Bump version to 0.1.88 2022-12-12 22:04:02 +00:00
ValueRaider 366cfc0795
Merge pull request #1231 from ranaroussi/r0.1/fix/reqs
Bump pandas to 1.3.0 ; Remove unused lxml
2022-12-10 18:17:51 +00:00
ValueRaider cbd4b924b8 Bump pandas to 1.3.0 ; Remove unused lxml 2022-12-10 14:25:07 +00:00
ValueRaider 56759e3f3c Bump version to 0.1.87 2022-11-16 12:38:10 +00:00
ValueRaider c193428b38
Merge pull request #1163 from ranaroussi/patch/threads-print-deadlock
Fix disable prints inside threads (bpython deadlock)
2022-11-16 12:36:48 +00:00
ValueRaider a625d9e9c5
Merge pull request #1176 from ranaroussi/patch/dst-nonexistent
Fix localizing midnight when non-existent (DST)
2022-11-16 12:33:54 +00:00
ValueRaider 36e80a73f7 Fix localizing midnight when non-existent (DST) 2022-11-16 12:28:29 +00:00
ValueRaider cdae1cf226 Bump version to 0.1.86 2022-11-14 12:49:43 +00:00
ValueRaider bca569318e
Merge pull request #1170 from ranaroussi/patch/default-start
Backport #1169 (default start)
2022-11-13 11:52:51 +00:00
ValueRaider d11cd85a66 Backport #1169 (default start) 2022-11-13 11:51:41 +00:00
ValueRaider 2d32a6e204
Merge pull request #1162 from ranaroussi/patch/tz-csv-error
Fix corrupt tkr-tz-csv halting code
2022-11-10 21:51:10 +00:00
ValueRaider bad6456a44 Fix disable prints inside threads (bpython deadlock) 2022-11-10 18:30:34 +00:00
ValueRaider 1687ae66ab Fix corrupt tkr-tz-csv halting code 2022-11-10 14:19:21 +00:00
ValueRaider ddc34348d9
Merge pull request #1142 from ranaroussi/patch-0.1/delisted-tkr-errors
Improve handling delisted tickers
2022-11-03 22:56:16 +00:00
ValueRaider 1d74cfeb19
Merge pull request #1141 from ranaroussi/patch-0.1/trailing-peg-ratio
Move get 'trailingPegRatio' into _get_info(), simplify & optimise
2022-11-03 22:55:39 +00:00
ValueRaider 1589d07b56 Move get 'trailingPegRatio' into _get_info(), simplify & optimise 2022-11-03 22:53:04 +00:00
ValueRaider d261237320 Improve handling delisted tickers 2022-11-03 22:49:12 +00:00
ValueRaider 66af3080dd Bump version to 0.1.85 2022-11-03 19:04:45 +00:00
ValueRaider 9d396b9559
Merge pull request #1135 from ranaroussi/patch/unknown-ticker-timezone
Backport ticker tz verification for nice error
2022-11-02 15:18:26 +00:00
ValueRaider 23b6ad12c1 Backport ticker tz verification for nice error 2022-10-31 21:14:50 +00:00
ValueRaider 22131e9fc7
Merge pull request #1124 from Jossan84/main
Bugfix: Get logo url when no website exists
2022-10-27 22:34:18 +01:00
ValueRaider e99e61f95a Bump version to 0.1.84 2022-10-26 00:12:29 +01:00
ValueRaider a3fe95ea27 Make tz-cache thread-safe 2022-10-26 00:09:23 +01:00
ValueRaider 000cb70bcb Bump version to 0.1.83 2022-10-25 23:23:32 +01:00
ValueRaider c8d9d06e75 Expose _fetch_ticker_tz() arguments 2022-10-25 23:21:56 +01:00
ValueRaider a5e07a0375 Bump version to 0.1.82 2022-10-25 23:15:48 +01:00
ValueRaider a0a12bcf4c Backport _fetch_ticker_tz() 2022-10-25 23:07:48 +01:00
Jose Manuel 42e5751705 Bugfix: Get logo url when no website exists 2022-09-19 13:54:56 +02:00
10 changed files with 415 additions and 126 deletions

View File

@ -1,6 +1,60 @@
Change Log
===========
0.1.96
------
- Fix info[] not caching #1258
0.1.95
------
- Fix info[] bug #1257
0.1.94
------
- Fix delisted ticker info[]
0.1.93
------
- Fix Ticker.shares
0.1.92
------
- Decrypt new Yahoo encryption #1255
0.1.90
------
- Restore lxml req, increase min ver #1237
0.1.89
------
- Remove unused incompatible dependency #1222
- Fix minimum Pandas version #1230
0.1.87
------
- Fix localizing midnight when non-existent (DST) #1176
- Fix thread deadlock in bpython #1163
0.1.86
------
- Fix 'trailingPegRatio' #1141
- Improve handling delisted tickers #1142
- Fix corrupt tkr-tz-csv halting code #1162
- Change default start to 1900-01-01 #1170
0.1.85
------
- Fix info['log_url'] #1062
- Fix handling delisted ticker #1137
0.1.84
------
- Make tz-cache thread-safe
0.1.83
------
- Reduce spam-effect of tz-fetch
0.1.81
------
- Fix unhandled tz-cache exception #1107

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@ -274,12 +274,12 @@ To install `yfinance` using `conda`, see
### Requirements
- [Python](https://www.python.org) \>= 2.7, 3.4+
- [Pandas](https://github.com/pydata/pandas) (tested to work with
\>=0.23.1)
- [Numpy](http://www.numpy.org) \>= 1.11.1
- [requests](http://docs.python-requests.org/en/master/) \>= 2.14.2
- [lxml](https://pypi.org/project/lxml/) \>= 4.5.1
- [appdirs](https://pypi.org/project/appdirs) \>=1.4.4
- [Pandas](https://github.com/pydata/pandas) \>= 1.3.0
- [Numpy](http://www.numpy.org) \>= 1.16.5
- [requests](http://docs.python-requests.org/en/master/) \>= 2.26
- [lxml](https://pypi.org/project/lxml/) \>= 4.9.1
- [appdirs](https://pypi.org/project/appdirs) \>= 1.4.4
- [cryptography](https://pypi.org/project/cryptography) \>=3.3.2
### Optional (if you want to use `pandas_datareader`)

View File

@ -1,5 +1,5 @@
{% set name = "yfinance" %}
{% set version = "0.1.58" %}
{% set version = "0.1.96" %}
package:
name: "{{ name|lower }}"
@ -16,22 +16,24 @@ build:
requirements:
host:
- pandas >=0.24.0
- pandas >=1.3.0
- numpy >=1.16.5
- requests >=2.21
- requests >=2.26
- multitasking >=0.0.7
- lxml >=4.5.1
- lxml >=4.9.1
- appdirs >= 1.4.4
- cryptography >= 3.3.2
- pip
- python
run:
- pandas >=0.24.0
- pandas >=1.3.0
- numpy >=1.16.5
- requests >=2.21
- requests >=2.26
- multitasking >=0.0.7
- lxml >=4.5.1
- lxml >=4.9.1
- appdirs >= 1.4.4
- cryptography >= 3.3.2
- python
test:

View File

@ -1,6 +1,7 @@
pandas>=0.24.0
pandas>=1.3.0
numpy>=1.16.5
requests>=2.26
multitasking>=0.0.7
lxml>=4.5.1
lxml>=4.9.1
appdirs>=1.4.4
cryptography>=3.3.2

View File

@ -61,9 +61,10 @@ setup(
platforms=['any'],
keywords='pandas, yahoo finance, pandas datareader',
packages=find_packages(exclude=['contrib', 'docs', 'tests', 'examples']),
install_requires=['pandas>=0.24.0', 'numpy>=1.15',
install_requires=['pandas>=1.3.0', 'numpy>=1.16.5',
'requests>=2.26', 'multitasking>=0.0.7',
'lxml>=4.5.1', 'appdirs>=1.4.4'],
'lxml>=4.9.1', 'appdirs>=1.4.4',
'cryptography>=3.3.2'],
entry_points={
'console_scripts': [
'sample=sample:main',

View File

@ -15,21 +15,90 @@ Sanity check for most common library uses all working
import yfinance as yf
import unittest
import datetime
symbols = ['MSFT', 'IWO', 'VFINX', '^GSPC', 'BTC-USD']
tickers = [yf.Ticker(symbol) for symbol in symbols]
session = None
import requests_cache ; session = requests_cache.CachedSession("yfinance.cache", expire_after=24*60*60)
# Good symbols = all attributes should work
good_symbols = ['MSFT', 'IWO', 'VFINX', '^GSPC', 'BTC-USD']
good_tickers = [yf.Ticker(symbol, session=session) for symbol in good_symbols]
# Dodgy symbols = Yahoo data incomplete, so exclude from some tests
dodgy_symbols = ["G7W.DU"]
dodgy_tickers = [yf.Ticker(symbol, session=session) for symbol in dodgy_symbols]
symbols = good_symbols + dodgy_symbols
tickers = good_tickers + dodgy_tickers
# Delisted = no data expected but yfinance shouldn't raise exception
delisted_symbols = ["BRK.B", "SDLP"]
delisted_tickers = [yf.Ticker(symbol, session=session) for symbol in delisted_symbols]
class TestTicker(unittest.TestCase):
def setUp(self):
d_today = datetime.date.today()
d_today -= datetime.timedelta(days=30)
self.start_d = datetime.date(d_today.year, d_today.month, 1)
def test_info_history(self):
# always should have info and history for valid symbols
for ticker in tickers:
# always should have info and history for valid symbols
assert(ticker.info is not None and ticker.info != {})
history = ticker.history(period="max")
history = ticker.history(period="1mo")
assert(history.empty is False and history is not None)
histories = yf.download(symbols, period="1mo", session=session)
assert(histories.empty is False and histories is not None)
for ticker in tickers:
assert(ticker.info is not None and ticker.info != {})
history = ticker.history(start=self.start_d)
assert(history.empty is False and history is not None)
histories = yf.download(symbols, start=self.start_d, session=session)
assert(histories.empty is False and histories is not None)
def test_info_history_nofail(self):
# should not throw Exception for delisted tickers, just print a message
for ticker in delisted_tickers:
history = ticker.history(period="1mo")
histories = yf.download(delisted_symbols, period="1mo", session=session)
histories = yf.download(delisted_symbols[0], period="1mo", session=session)
histories = yf.download(delisted_symbols[1], period="1mo")#, session=session)
for ticker in delisted_tickers:
history = ticker.history(start=self.start_d)
histories = yf.download(delisted_symbols, start=self.start_d, session=session)
histories = yf.download(delisted_symbols[0], start=self.start_d, session=session)
histories = yf.download(delisted_symbols[1], start=self.start_d, session=session)
def test_attributes(self):
for ticker in tickers:
ticker.isin
ticker.major_holders
ticker.institutional_holders
ticker.mutualfund_holders
ticker.dividends
ticker.splits
ticker.actions
ticker.info
ticker.info["trailingPegRatio"]
ticker.calendar
ticker.recommendations
ticker.earnings
ticker.quarterly_earnings
ticker.financials
ticker.quarterly_financials
ticker.balance_sheet
ticker.quarterly_balance_sheet
ticker.cashflow
ticker.quarterly_cashflow
ticker.sustainability
ticker.options
ticker.news
ticker.shares
ticker.earnings_history
ticker.earnings_dates
def test_attributes_nofail(self):
# should not throw Exception for delisted tickers, just print a message
for ticker in delisted_tickers:
ticker.isin
ticker.major_holders
ticker.institutional_holders
@ -56,8 +125,7 @@ class TestTicker(unittest.TestCase):
ticker.earnings_dates
def test_holders(self):
for ticker in tickers:
assert(ticker.info is not None and ticker.info != {})
for ticker in good_tickers:
assert(ticker.major_holders is not None)
assert(ticker.institutional_holders is not None)

View File

@ -145,22 +145,22 @@ class TickerBase():
debug_mode = True
if "debug" in kwargs and isinstance(kwargs["debug"], bool):
debug_mode = kwargs["debug"]
if "many" in kwargs and kwargs["many"]:
# Disable prints with threads, it deadlocks/throws
debug_mode = False
err_msg = "No data found for this date range, symbol may be delisted"
if start or period is None or period.lower() == "max":
# Check can get TZ. Fail => probably delisted
try:
tz = self._get_ticker_tz()
except KeyError as e:
if "exchangeTimezoneName" in str(e):
shared._DFS[self.ticker] = utils.empty_df()
shared._ERRORS[self.ticker] = err_msg
if "many" not in kwargs and debug_mode:
print('- %s: %s' % (self.ticker, err_msg))
return utils.empty_df()
else:
raise
tz = self._get_ticker_tz(debug_mode, proxy, timeout)
if tz is None:
# Every valid ticker has a timezone. Missing = problem
shared._DFS[self.ticker] = utils.empty_df()
shared._ERRORS[self.ticker] = err_msg
if debug_mode:
print('- %s: %s' % (self.ticker, err_msg))
return utils.empty_df()
if end is None:
end = int(_time.time())
@ -170,7 +170,8 @@ class TickerBase():
if interval == "1m":
start = end - 604800 # Subtract 7 days
else:
start = -631159200
#time stamp of 01/01/1900
start = -2208994789
else:
start = utils._parse_user_dt(start, tz)
params = {"period1": start, "period2": end}
@ -218,7 +219,7 @@ class TickerBase():
if data is None or not type(data) is dict or 'status_code' in data.keys():
shared._DFS[self.ticker] = utils.empty_df()
shared._ERRORS[self.ticker] = err_msg
if "many" not in kwargs and debug_mode:
if debug_mode:
print('- %s: %s' % (self.ticker, err_msg))
return utils.empty_df()
@ -226,7 +227,7 @@ class TickerBase():
err_msg = data["chart"]["error"]["description"]
shared._DFS[self.ticker] = utils.empty_df()
shared._ERRORS[self.ticker] = err_msg
if "many" not in kwargs and debug_mode:
if debug_mode:
print('- %s: %s' % (self.ticker, err_msg))
return shared._DFS[self.ticker]
@ -234,7 +235,7 @@ class TickerBase():
not data["chart"]["result"]:
shared._DFS[self.ticker] = utils.empty_df()
shared._ERRORS[self.ticker] = err_msg
if "many" not in kwargs and debug_mode:
if debug_mode:
print('- %s: %s' % (self.ticker, err_msg))
return shared._DFS[self.ticker]
@ -249,7 +250,7 @@ class TickerBase():
except Exception:
shared._DFS[self.ticker] = utils.empty_df()
shared._ERRORS[self.ticker] = err_msg
if "many" not in kwargs and debug_mode:
if debug_mode:
print('- %s: %s' % (self.ticker, err_msg))
return shared._DFS[self.ticker]
@ -285,7 +286,7 @@ class TickerBase():
err_msg = "back_adjust failed with %s" % e
shared._DFS[self.ticker] = utils.empty_df()
shared._ERRORS[self.ticker] = err_msg
if "many" not in kwargs and debug_mode:
if debug_mode:
print('- %s: %s' % (self.ticker, err_msg))
if rounding:
@ -315,7 +316,7 @@ class TickerBase():
else:
# If a midnight is during DST transition hour when clocks roll back,
# meaning clock hits midnight twice, then use the 2nd (ambiguous=True)
df.index = _pd.to_datetime(df.index.date).tz_localize(tz_exchange, ambiguous=True)
df.index = _pd.to_datetime(df.index.date).tz_localize(tz_exchange, ambiguous=True, nonexistent='shift_forward')
df.index.name = "Date"
# duplicates and missing rows cleanup
@ -331,23 +332,79 @@ class TickerBase():
# ------------------------
def _get_ticker_tz(self):
def _get_ticker_tz(self, debug_mode, proxy, timeout):
if not self._tz is None:
return self._tz
tkr_tz = utils.cache_lookup_tkr_tz(self.ticker)
if tkr_tz is not None:
invalid_value = isinstance(tkr_tz, str)
if not invalid_value:
try:
_tz.timezone(tz)
except:
invalid_value = True
if invalid_value:
# Clear from cache and force re-fetch
utils.cache_store_tkr_tz(self.ticker, None)
tkr_tz = None
if tkr_tz is None:
tkr_tz = self.info["exchangeTimezoneName"]
# info fetch is relatively slow so cache timezone
try:
utils.cache_store_tkr_tz(self.ticker, tkr_tz)
except PermissionError:
# System probably read-only, so cannot cache
pass
tkr_tz = self._fetch_ticker_tz(debug_mode, proxy, timeout)
if tkr_tz is not None:
try:
utils.cache_store_tkr_tz(self.ticker, tkr_tz)
except PermissionError:
# System probably read-only, so cannot cache
pass
self._tz = tkr_tz
return tkr_tz
def _fetch_ticker_tz(self, debug_mode, proxy, timeout):
# Query Yahoo for basic price data just to get returned timezone
params = {"range":"1d", "interval":"1d"}
# setup proxy in requests format
if proxy is not None:
if isinstance(proxy, dict) and "https" in proxy:
proxy = proxy["https"]
proxy = {"https": proxy}
# Getting data from json
url = "{}/v8/finance/chart/{}".format(self._base_url, self.ticker)
session = self.session or _requests
try:
data = session.get(url=url, params=params, proxies=proxy, headers=utils.user_agent_headers, timeout=timeout)
data = data.json()
except Exception as e:
if debug_mode:
print("Failed to get ticker '{}' reason: {}".format(self.ticker, e))
return None
else:
error = data.get('chart', {}).get('error', None)
if error:
# explicit error from yahoo API
if debug_mode:
print("Got error from yahoo api for ticker {}, Error: {}".format(self.ticker, error))
else:
try:
return data["chart"]["result"][0]["meta"]["exchangeTimezoneName"]
except Exception as err:
if debug_mode:
print("Could not get exchangeTimezoneName for ticker '{}' reason: {}".format(self.ticker, err))
print("Got response: ")
print("-------------")
print(" {}".format(data))
print("-------------")
return None
def _get_info(self, proxy=None):
# setup proxy in requests format
if proxy is not None:
@ -382,7 +439,10 @@ class TickerBase():
self._sustainability = s[~s.index.isin(
['maxAge', 'ratingYear', 'ratingMonth'])]
else:
self._sustainability = utils.empty_df()
except Exception:
self._sustainability = utils.empty_df()
pass
# info (be nice to python 2)
@ -425,9 +485,12 @@ class TickerBase():
self._info['logo_url'] = ""
try:
domain = self._info['website'].split(
'://')[1].split('/')[0].replace('www.', '')
self._info['logo_url'] = 'https://logo.clearbit.com/%s' % domain
if not 'website' in self._info:
self._info['logo_url'] = 'https://logo.clearbit.com/%s.com' % self._info['shortName'].split(' ')[0].split(',')[0]
else:
domain = self._info['website'].split(
'://')[1].split('/')[0].replace('www.', '')
self._info['logo_url'] = 'https://logo.clearbit.com/%s' % domain
except Exception:
pass
@ -455,8 +518,32 @@ class TickerBase():
self._recommendations = rec[[
'Firm', 'To Grade', 'From Grade', 'Action']].sort_index()
except Exception:
self._recommendations = utils.empty_df()
pass
# Complementary key-statistics. For now just want 'trailing PEG ratio'
session = self.session or _requests
keys = {"trailingPegRatio"}
if len(keys)>0:
# For just one/few variable is faster to query directly:
url = "https://query1.finance.yahoo.com/ws/fundamentals-timeseries/v1/finance/timeseries/{}?symbol={}".format(self.ticker, self.ticker)
for k in keys:
url += "&type="+k
# Request 6 months of data
url += "&period1={}".format(int((_datetime.datetime.now()-_datetime.timedelta(days=365//2)).timestamp()))
url += "&period2={}".format(int((_datetime.datetime.now()+_datetime.timedelta(days=1)).timestamp()))
json_str = session.get(url=url, proxies=proxy, headers=utils.user_agent_headers).text
json_data = _json.loads(json_str)
key_stats = json_data["timeseries"]["result"][0]
if k not in key_stats:
# Yahoo website prints N/A, indicates Yahoo lacks necessary data to calculate
v = None
else:
# Select most recent (last) raw value in list:
v = key_stats[k][-1]["reportedValue"]["raw"]
self._info[k] = v
def _get_fundamentals(self, proxy=None):
def cleanup(data):
df = _pd.DataFrame(data).drop(columns=['maxAge'])
@ -616,48 +703,6 @@ class TickerBase():
except Exception:
pass
# Complementary key-statistics (currently fetching the important trailingPegRatio which is the value shown in the website)
res = {}
try:
my_headers = {'user-agent': 'curl/7.55.1', 'accept': 'application/json', 'content-type': 'application/json',
'referer': 'https://finance.yahoo.com/', 'cache-control': 'no-cache', 'connection': 'close'}
p = _re.compile(r'root\.App\.main = (.*);')
r = _requests.session().get('https://finance.yahoo.com/quote/{}/key-statistics?p={}'.format(self.ticker,
self.ticker), headers=my_headers)
q_results = {}
my_qs_keys = ['pegRatio'] # QuoteSummaryStore
# , 'quarterlyPegRatio'] # QuoteTimeSeriesStore
my_ts_keys = ['trailingPegRatio']
# Complementary key-statistics
data = _json.loads(p.findall(r.text)[0])
key_stats = data['context']['dispatcher']['stores']['QuoteTimeSeriesStore']
q_results.setdefault(self.ticker, [])
for i in my_ts_keys:
# j=0
try:
# res = {i: key_stats['timeSeries'][i][1]['reportedValue']['raw']}
# We need to loop over multiple items, if they exist: 0,1,2,..
zzz = key_stats['timeSeries'][i]
for j in range(len(zzz)):
if key_stats['timeSeries'][i][j]:
res = {i: key_stats['timeSeries']
[i][j]['reportedValue']['raw']}
q_results[self.ticker].append(res)
# print(res)
# q_results[ticker].append(res)
except:
q_results[ticker].append({i: np.nan})
res = {'Company': ticker}
q_results[ticker].append(res)
except Exception:
pass
if 'trailingPegRatio' in res:
self._info['trailingPegRatio'] = res['trailingPegRatio']
self._fundamentals = True
def get_recommendations(self, proxy=None, as_dict=False, *args, **kwargs):
@ -803,6 +848,10 @@ class TickerBase():
self.get_info(proxy=proxy)
if "shortName" in self._info:
q = self._info['shortName']
if q is None:
err_msg = "Cannot map to ISIN code, symbol may be delisted"
print('- %s: %s' % (self.ticker, err_msg))
return None
url = 'https://markets.businessinsider.com/ajax/' \
'SearchController_Suggest?max_results=25&query=%s' \
@ -901,8 +950,10 @@ class TickerBase():
dates = _pd.concat([dates, data], axis=0)
page_offset += page_size
if dates is None:
raise Exception("No data found, symbol may be delisted")
if (dates is None) or dates.shape[0]==0:
err_msg = "No earnings dates found, symbol may be delisted"
print('- %s: %s' % (self.ticker, err_msg))
return None
dates = dates.reset_index(drop=True)
# Drop redundant columns

View File

@ -198,7 +198,7 @@ def _download_one_threaded(ticker, start=None, end=None,
data = _download_one(ticker, start, end, auto_adjust, back_adjust,
actions, period, interval, prepost, proxy, rounding,
keepna, timeout)
keepna, timeout, many=True)
shared._DFS[ticker.upper()] = data
if progress:
shared._PROGRESS_BAR.animate()
@ -208,11 +208,11 @@ def _download_one(ticker, start=None, end=None,
auto_adjust=False, back_adjust=False,
actions=False, period="max", interval="1d",
prepost=False, proxy=None, rounding=False,
keepna=False, timeout=None):
keepna=False, timeout=None, many=False):
return Ticker(ticker).history(period=period, interval=interval,
start=start, end=end, prepost=prepost,
actions=actions, auto_adjust=auto_adjust,
back_adjust=back_adjust, proxy=proxy,
rounding=rounding, keepna=keepna, many=True,
timeout=timeout)
rounding=rounding, keepna=keepna, timeout=timeout,
many=many)

View File

@ -31,6 +31,21 @@ import sys as _sys
import os as _os
import appdirs as _ad
from base64 import b64decode
import hashlib
usePycryptodome = False # slightly faster
# usePycryptodome = True
if usePycryptodome:
# NOTE: if decide to use 'pycryptodome', set min version to 3.6.6
from Crypto.Cipher import AES
from Crypto.Util.Padding import unpad
else:
from cryptography.hazmat.primitives import padding
from cryptography.hazmat.primitives.ciphers import Cipher, algorithms, modes
from threading import Lock
mutex = Lock()
try:
import ujson as _json
except ImportError:
@ -106,24 +121,112 @@ def get_html(url, proxy=None, session=None):
return html
def decrypt_cryptojs_stores(data):
"""
Yahoo has started encrypting data stores, this method decrypts it.
:param data: Python dict of the json data
:return: The decrypted string data in data['context']['dispatcher']['stores']
"""
_cs = data["_cs"]
# Assumes _cr has format like: '{"words":[-449732894,601032952,157396918,2056341829],"sigBytes":16}';
_cr = _json.loads(data["_cr"])
_cr = b"".join(int.to_bytes(i, length=4, byteorder="big", signed=True) for i in _cr["words"])
password = hashlib.pbkdf2_hmac("sha1", _cs.encode("utf8"), _cr, 1, dklen=32).hex()
encrypted_stores = data['context']['dispatcher']['stores']
encrypted_stores = b64decode(encrypted_stores)
assert encrypted_stores[0:8] == b"Salted__"
salt = encrypted_stores[8:16]
encrypted_stores = encrypted_stores[16:]
key, iv = _EVPKDF(password, salt, keySize=32, ivSize=16, iterations=1, hashAlgorithm="md5")
if usePycryptodome:
cipher = AES.new(key, AES.MODE_CBC, iv=iv)
plaintext = cipher.decrypt(encrypted_stores)
plaintext = unpad(plaintext, 16, style="pkcs7")
else:
cipher = Cipher(algorithms.AES(key), modes.CBC(iv))
decryptor = cipher.decryptor()
plaintext = decryptor.update(encrypted_stores) + decryptor.finalize()
unpadder = padding.PKCS7(128).unpadder()
plaintext = unpadder.update(plaintext) + unpadder.finalize()
plaintext = plaintext.decode("utf-8")
return plaintext
def _EVPKDF(password, salt, keySize=32, ivSize=16, iterations=1, hashAlgorithm="md5") -> tuple:
"""OpenSSL EVP Key Derivation Function
Args:
password (Union[str, bytes, bytearray]): Password to generate key from.
salt (Union[bytes, bytearray]): Salt to use.
keySize (int, optional): Output key length in bytes. Defaults to 32.
ivSize (int, optional): Output Initialization Vector (IV) length in bytes. Defaults to 16.
iterations (int, optional): Number of iterations to perform. Defaults to 1.
hashAlgorithm (str, optional): Hash algorithm to use for the KDF. Defaults to 'md5'.
Returns:
key, iv: Derived key and Initialization Vector (IV) bytes.
Taken from: https://gist.github.com/rafiibrahim8/0cd0f8c46896cafef6486cb1a50a16d3
OpenSSL original code: https://github.com/openssl/openssl/blob/master/crypto/evp/evp_key.c#L78
"""
assert iterations > 0, "Iterations can not be less than 1."
if isinstance(password, str):
password = password.encode("utf-8")
final_length = keySize + ivSize
key_iv = b""
block = None
while len(key_iv) < final_length:
hasher = hashlib.new(hashAlgorithm)
if block:
hasher.update(block)
hasher.update(password)
hasher.update(salt)
block = hasher.digest()
for _ in range(1, iterations):
block = hashlib.new(hashAlgorithm, block).digest()
key_iv += block
key, iv = key_iv[:keySize], key_iv[keySize:final_length]
return key, iv
def get_json(url, proxy=None, session=None):
session = session or _requests
html = session.get(url=url, proxies=proxy, headers=user_agent_headers).text
if "QuoteSummaryStore" not in html:
html = session.get(url=url, proxies=proxy).text
if "QuoteSummaryStore" not in html:
return {}
if not "root.App.main =" in html:
return {}
json_str = html.split('root.App.main =')[1].split(
'(this)')[0].split(';\n}')[0].strip()
data = _json.loads(json_str)[
'context']['dispatcher']['stores']['QuoteSummaryStore']
data = _json.loads(json_str)
if "_cs" in data and "_cr" in data:
data_stores = _json.loads(decrypt_cryptojs_stores(data))
else:
if "context" in data and "dispatcher" in data["context"]:
# Keep old code, just in case
data_stores = data['context']['dispatcher']['stores']
else:
data_stores = data
if not 'QuoteSummaryStore' in data_stores:
# Problem in data. Either delisted, or Yahoo spam triggered
return {}
data = data_stores['QuoteSummaryStore']
# add data about Shares Outstanding for companies' tickers if they are available
try:
data['annualBasicAverageShares'] = _json.loads(
json_str)['context']['dispatcher']['stores'][
'QuoteTimeSeriesStore']['timeSeries']['annualBasicAverageShares']
data['annualBasicAverageShares'] = \
data_stores['QuoteTimeSeriesStore']['timeSeries']['annualBasicAverageShares']
except Exception:
pass
@ -332,27 +435,36 @@ def cache_lookup_tkr_tz(tkr):
if not _os.path.isfile(fp):
return None
df = _pd.read_csv(fp)
f = df["Ticker"] == tkr
if sum(f) == 0:
mutex.acquire()
df = _pd.read_csv(fp, index_col="Ticker", on_bad_lines="skip")
mutex.release()
if tkr in df.index:
return df.loc[tkr,"Tz"]
else:
return None
return df["Tz"][f].iloc[0]
def cache_store_tkr_tz(tkr,tz):
df = _pd.DataFrame({"Ticker":[tkr], "Tz":[tz]})
dp = get_cache_dirpath()
fp = _os.path.join(dp, "tkr-tz.csv")
mutex.acquire()
if not _os.path.isdir(dp):
_os.makedirs(dp)
fp = _os.path.join(dp, "tkr-tz.csv")
if not _os.path.isfile(fp):
df.to_csv(fp, index=False)
return
if (not _os.path.isfile(fp)) and (tz is not None):
df = _pd.DataFrame({"Tz":[tz]}, index=[tkr])
df.index.name = "Ticker"
df.to_csv(fp)
df_all = _pd.read_csv(fp)
f = df_all["Ticker"]==tkr
if sum(f) > 0:
raise Exception("Tkr {} tz already in cache".format(tkr))
_pd.concat([df_all,df]).to_csv(fp, index=False)
else:
df = _pd.read_csv(fp, index_col="Ticker", on_bad_lines="skip")
if tz is None:
# Delete if in cache:
if tkr in df.index:
df.drop(tkr).to_csv(fp)
else:
if tkr in df.index:
raise Exception("Tkr {} tz already in cache".format(tkr))
df.loc[tkr,"Tz"] = tz
df.to_csv(fp)
mutex.release()

View File

@ -1 +1 @@
version = "0.1.81"
version = "0.1.96"