yfinance/yfinance/base.py

1919 lines
73 KiB
Python

#!/usr/bin/env python
# -*- coding: utf-8 -*-
#
# yfinance - market data downloader
# https://github.com/ranaroussi/yfinance
#
# Copyright 2017-2019 Ran Aroussi
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
#
from __future__ import print_function
import logging
import time as _time
import datetime as _datetime
import dateutil as _dateutil
from typing import Optional
import pandas as _pd
import numpy as _np
import pandas as pd
from .data import TickerData
from urllib.parse import quote as urlencode
from . import utils
from . import shared
from .scrapers.analysis import Analysis
from .scrapers.fundamentals import Fundamentals
from .scrapers.holders import Holders
from .scrapers.quote import Quote
import json as _json
_BASE_URL_ = 'https://query2.finance.yahoo.com'
_SCRAPE_URL_ = 'https://finance.yahoo.com/quote'
_ROOT_URL_ = 'https://finance.yahoo.com'
logger = logging.getLogger(__name__)
class FastInfo:
# Contain small subset of info[] items that can be fetched faster elsewhere.
# Imitates a dict.
def __init__(self, tickerBaseObject):
self._tkr = tickerBaseObject
self._prices_1y = None
self._prices_1wk_1h_prepost = None
self._prices_1wk_1h_reg = None
self._md = None
self._currency = None
self._quote_type = None
self._exchange = None
self._timezone = None
self._shares = None
self._mcap = None
self._open = None
self._day_high = None
self._day_low = None
self._last_price = None
self._last_volume = None
self._prev_close = None
self._reg_prev_close = None
self._50d_day_average = None
self._200d_day_average = None
self._year_high = None
self._year_low = None
self._year_change = None
self._10d_avg_vol = None
self._3mo_avg_vol = None
# attrs = utils.attributes(self)
# self.keys = attrs.keys()
# utils.attributes is calling each method, bad! Have to hardcode
_properties = ["currency", "quote_type", "exchange", "timezone"]
_properties += ["shares", "market_cap"]
_properties += ["last_price", "previous_close", "open", "day_high", "day_low"]
_properties += ["regular_market_previous_close"]
_properties += ["last_volume"]
_properties += ["fifty_day_average", "two_hundred_day_average", "ten_day_average_volume", "three_month_average_volume"]
_properties += ["year_high", "year_low", "year_change"]
# Because released before fixing key case, need to officially support
# camel-case but also secretly support snake-case
base_keys = [k for k in _properties if not '_' in k]
sc_keys = [k for k in _properties if '_' in k]
self._sc_to_cc_key = {k:utils.snake_case_2_camelCase(k) for k in sc_keys}
self._cc_to_sc_key = {v:k for k,v in self._sc_to_cc_key.items()}
self._public_keys = sorted(base_keys + list(self._sc_to_cc_key.values()))
self._keys = sorted(self._public_keys + sc_keys)
# dict imitation:
def keys(self):
return self._public_keys
def items(self):
return [(k,self[k]) for k in self._public_keys]
def values(self):
return [self[k] for k in self._public_keys]
def get(self, key, default=None):
if key in self.keys():
if key in self._cc_to_sc_key:
key = self._cc_to_sc_key[key]
return self[key]
return default
def __getitem__(self, k):
if not isinstance(k, str):
raise KeyError(f"key must be a string")
if not k in self._keys:
raise KeyError(f"'{k}' not valid key. Examine 'FastInfo.keys()'")
if k in self._cc_to_sc_key:
k = self._cc_to_sc_key[k]
return getattr(self, k)
def __contains__(self, k):
return k in self.keys()
def __iter__(self):
return iter(self.keys())
def __str__(self):
return "lazy-loading dict with keys = " + str(self.keys())
def __repr__(self):
return self.__str__()
def toJSON(self, indent=4):
d = {k:self[k] for k in self.keys()}
return _json.dumps({k:self[k] for k in self.keys()}, indent=indent)
def _get_1y_prices(self, fullDaysOnly=False):
if self._prices_1y is None:
self._prices_1y = self._tkr.history(period="380d", auto_adjust=False, debug=False, keepna=True)
self._md = self._tkr.get_history_metadata()
try:
ctp = self._md["currentTradingPeriod"]
self._today_open = pd.to_datetime(ctp["regular"]["start"], unit='s', utc=True).tz_convert(self.timezone)
self._today_close = pd.to_datetime(ctp["regular"]["end"], unit='s', utc=True).tz_convert(self.timezone)
self._today_midnight = self._today_close.ceil("D")
except:
self._today_open = None
self._today_close = None
self._today_midnight = None
raise
if self._prices_1y.empty:
return self._prices_1y
dnow = pd.Timestamp.utcnow().tz_convert(self.timezone).date()
d1 = dnow
d0 = (d1 + _datetime.timedelta(days=1)) - utils._interval_to_timedelta("1y")
if fullDaysOnly and self._exchange_open_now():
# Exclude today
d1 -= utils._interval_to_timedelta("1d")
return self._prices_1y.loc[str(d0):str(d1)]
def _get_1wk_1h_prepost_prices(self):
if self._prices_1wk_1h_prepost is None:
self._prices_1wk_1h_prepost = self._tkr.history(period="1wk", interval="1h", auto_adjust=False, prepost=True, debug=False)
return self._prices_1wk_1h_prepost
def _get_1wk_1h_reg_prices(self):
if self._prices_1wk_1h_reg is None:
self._prices_1wk_1h_reg = self._tkr.history(period="1wk", interval="1h", auto_adjust=False, prepost=False, debug=False)
return self._prices_1wk_1h_reg
def _get_exchange_metadata(self):
if self._md is not None:
return self._md
self._get_1y_prices()
self._md = self._tkr.get_history_metadata()
return self._md
def _exchange_open_now(self):
t = pd.Timestamp.utcnow()
self._get_exchange_metadata()
# if self._today_open is None and self._today_close is None:
# r = False
# else:
# r = self._today_open <= t and t < self._today_close
# if self._today_midnight is None:
# r = False
# elif self._today_midnight.date() > t.tz_convert(self.timezone).date():
# r = False
# else:
# r = t < self._today_midnight
last_day_cutoff = self._get_1y_prices().index[-1] + _datetime.timedelta(days=1)
last_day_cutoff += _datetime.timedelta(minutes=20)
r = t < last_day_cutoff
# print("_exchange_open_now() returning", r)
return r
@property
def currency(self):
if self._currency is not None:
return self._currency
if self._tkr._history_metadata is None:
self._get_1y_prices()
md = self._tkr.get_history_metadata()
self._currency = md["currency"]
return self._currency
@property
def quote_type(self):
if self._quote_type is not None:
return self._quote_type
if self._tkr._history_metadata is None:
self._get_1y_prices()
md = self._tkr.get_history_metadata()
self._quote_type = md["instrumentType"]
return self._quote_type
@property
def exchange(self):
if self._exchange is not None:
return self._exchange
self._exchange = self._get_exchange_metadata()["exchangeName"]
return self._exchange
@property
def timezone(self):
if self._timezone is not None:
return self._timezone
self._timezone = self._get_exchange_metadata()["exchangeTimezoneName"]
return self._timezone
@property
def shares(self):
if self._shares is not None:
return self._shares
shares = self._tkr.get_shares_full(start=pd.Timestamp.utcnow().date()-pd.Timedelta(days=548))
if shares is None:
# Requesting 18 months failed, so fallback to shares which should include last year
shares = self._tkr.get_shares()
if shares is not None:
if isinstance(shares, pd.DataFrame):
shares = shares[shares.columns[0]]
self._shares = int(shares.iloc[-1])
return self._shares
@property
def last_price(self):
if self._last_price is not None:
return self._last_price
prices = self._get_1y_prices()
if prices.empty:
md = self._get_exchange_metadata()
if "regularMarketPrice" in md:
self._last_price = md["regularMarketPrice"]
else:
self._last_price = float(prices["Close"].iloc[-1])
if _np.isnan(self._last_price):
md = self._get_exchange_metadata()
if "regularMarketPrice" in md:
self._last_price = md["regularMarketPrice"]
return self._last_price
@property
def previous_close(self):
if self._prev_close is not None:
return self._prev_close
prices = self._get_1wk_1h_prepost_prices()
fail = False
if prices.empty:
fail = True
else:
prices = prices[["Close"]].groupby(prices.index.date).last()
if prices.shape[0] < 2:
# Very few symbols have previousClose despite no
# no trading data e.g. 'QCSTIX'.
fail = True
else:
self._prev_close = float(prices["Close"].iloc[-2])
if fail:
# Fallback to original info[] if available.
self._tkr.info # trigger fetch
k = "previousClose"
if self._tkr._quote._retired_info is not None and k in self._tkr._quote._retired_info:
self._prev_close = self._tkr._quote._retired_info[k]
return self._prev_close
@property
def regular_market_previous_close(self):
if self._reg_prev_close is not None:
return self._reg_prev_close
prices = self._get_1y_prices()
if prices.shape[0] == 1:
# Tiny % of tickers don't return daily history before last trading day,
# so backup option is hourly history:
prices = self._get_1wk_1h_reg_prices()
prices = prices[["Close"]].groupby(prices.index.date).last()
if prices.shape[0] < 2:
# Very few symbols have regularMarketPreviousClose despite no
# no trading data. E.g. 'QCSTIX'.
# So fallback to original info[] if available.
self._tkr.info # trigger fetch
k = "regularMarketPreviousClose"
if self._tkr._quote._retired_info is not None and k in self._tkr._quote._retired_info:
self._reg_prev_close = self._tkr._quote._retired_info[k]
else:
self._reg_prev_close = float(prices["Close"].iloc[-2])
return self._reg_prev_close
@property
def open(self):
if self._open is not None:
return self._open
prices = self._get_1y_prices()
if prices.empty:
self._open = None
else:
self._open = float(prices["Open"].iloc[-1])
if _np.isnan(self._open):
self._open = None
return self._open
@property
def day_high(self):
if self._day_high is not None:
return self._day_high
prices = self._get_1y_prices()
if prices.empty:
self._day_high = None
else:
self._day_high = float(prices["High"].iloc[-1])
if _np.isnan(self._day_high):
self._day_high = None
return self._day_high
@property
def day_low(self):
if self._day_low is not None:
return self._day_low
prices = self._get_1y_prices()
if prices.empty:
self._day_low = None
else:
self._day_low = float(prices["Low"].iloc[-1])
if _np.isnan(self._day_low):
self._day_low = None
return self._day_low
@property
def last_volume(self):
if self._last_volume is not None:
return self._last_volume
prices = self._get_1y_prices()
self._last_volume = None if prices.empty else int(prices["Volume"].iloc[-1])
return self._last_volume
@property
def fifty_day_average(self):
if self._50d_day_average is not None:
return self._50d_day_average
prices = self._get_1y_prices(fullDaysOnly=True)
if prices.empty:
self._50d_day_average = None
else:
n = prices.shape[0]
a = n-50
b = n
if a < 0:
a = 0
self._50d_day_average = float(prices["Close"].iloc[a:b].mean())
return self._50d_day_average
@property
def two_hundred_day_average(self):
if self._200d_day_average is not None:
return self._200d_day_average
prices = self._get_1y_prices(fullDaysOnly=True)
if prices.empty:
self._200d_day_average = None
else:
n = prices.shape[0]
a = n-200
b = n
if a < 0:
a = 0
self._200d_day_average = float(prices["Close"].iloc[a:b].mean())
return self._200d_day_average
@property
def ten_day_average_volume(self):
if self._10d_avg_vol is not None:
return self._10d_avg_vol
prices = self._get_1y_prices(fullDaysOnly=True)
if prices.empty:
self._10d_avg_vol = None
else:
n = prices.shape[0]
a = n-10
b = n
if a < 0:
a = 0
self._10d_avg_vol = int(prices["Volume"].iloc[a:b].mean())
return self._10d_avg_vol
@property
def three_month_average_volume(self):
if self._3mo_avg_vol is not None:
return self._3mo_avg_vol
prices = self._get_1y_prices(fullDaysOnly=True)
if prices.empty:
self._3mo_avg_vol = None
else:
dt1 = prices.index[-1]
dt0 = dt1 - utils._interval_to_timedelta("3mo") + utils._interval_to_timedelta("1d")
self._3mo_avg_vol = int(prices.loc[dt0:dt1, "Volume"].mean())
return self._3mo_avg_vol
@property
def year_high(self):
if self._year_high is not None:
return self._year_high
prices = self._get_1y_prices(fullDaysOnly=True)
if prices.empty:
prices = self._get_1y_prices(fullDaysOnly=False)
self._year_high = float(prices["High"].max())
return self._year_high
@property
def year_low(self):
if self._year_low is not None:
return self._year_low
prices = self._get_1y_prices(fullDaysOnly=True)
if prices.empty:
prices = self._get_1y_prices(fullDaysOnly=False)
self._year_low = float(prices["Low"].min())
return self._year_low
@property
def year_change(self):
if self._year_change is not None:
return self._year_change
prices = self._get_1y_prices(fullDaysOnly=True)
if prices.shape[0] >= 2:
self._year_change = (prices["Close"].iloc[-1] - prices["Close"].iloc[0]) / prices["Close"].iloc[0]
self._year_change = float(self._year_change)
return self._year_change
@property
def market_cap(self):
if self._mcap is not None:
return self._mcap
try:
shares = self.shares
except Exception as e:
if "Cannot retrieve share count" in str(e):
shares = None
else:
raise
if shares is None:
# Very few symbols have marketCap despite no share count.
# E.g. 'BTC-USD'
# So fallback to original info[] if available.
self._tkr.info
k = "marketCap"
if self._tkr._quote._retired_info is not None and k in self._tkr._quote._retired_info:
self._mcap = self._tkr._quote._retired_info[k]
else:
self._mcap = float(shares * self.last_price)
return self._mcap
class TickerBase:
def __init__(self, ticker, session=None):
self.ticker = ticker.upper()
self.session = session
self._history = None
self._history_metadata = None
self._base_url = _BASE_URL_
self._scrape_url = _SCRAPE_URL_
self._tz = None
self._isin = None
self._news = []
self._shares = None
self._earnings_dates = {}
self._earnings = None
self._financials = None
# accept isin as ticker
if utils.is_isin(self.ticker):
self.ticker = utils.get_ticker_by_isin(self.ticker, None, session)
self._data: TickerData = TickerData(self.ticker, session=session)
self._analysis = Analysis(self._data)
self._holders = Holders(self._data)
self._quote = Quote(self._data)
self._fundamentals = Fundamentals(self._data)
self._fast_info = FastInfo(self)
def stats(self, proxy=None):
ticker_url = "{}/{}".format(self._scrape_url, self.ticker)
# get info and sustainability
data = self._data.get_json_data_stores(proxy=proxy)["QuoteSummaryStore"]
return data
def history(self, period="1mo", interval="1d",
start=None, end=None, prepost=False, actions=True,
auto_adjust=True, back_adjust=False, repair=False, keepna=False,
proxy=None, rounding=False, timeout=10,
debug=True, raise_errors=False) -> pd.DataFrame:
"""
:Parameters:
period : str
Valid periods: 1d,5d,1mo,3mo,6mo,1y,2y,5y,10y,ytd,max
Either Use period parameter or use start and end
interval : str
Valid intervals: 1m,2m,5m,15m,30m,60m,90m,1h,1d,5d,1wk,1mo,3mo
Intraday data cannot extend last 60 days
start: str
Download start date string (YYYY-MM-DD) or _datetime.
Default is 1900-01-01
end: str
Download end date string (YYYY-MM-DD) or _datetime.
Default is now
prepost : bool
Include Pre and Post market data in results?
Default is False
auto_adjust: bool
Adjust all OHLC automatically? Default is True
back_adjust: bool
Back-adjusted data to mimic true historical prices
repair: bool or "silent"
Detect currency unit 100x mixups and attempt repair.
If True, fix & print summary. If "silent", just fix.
Default is False
keepna: bool
Keep NaN rows returned by Yahoo?
Default is False
proxy: str
Optional. Proxy server URL scheme. Default is None
rounding: bool
Round values to 2 decimal places?
Optional. Default is False = precision suggested by Yahoo!
timeout: None or float
If not None stops waiting for a response after given number of
seconds. (Can also be a fraction of a second e.g. 0.01)
Default is 10 seconds.
debug: bool
If passed as False, will suppress
error message printing to console.
raise_errors: bool
If True, then raise errors as
exceptions instead of printing to console.
"""
if start or period is None or period.lower() == "max":
# Check can get TZ. Fail => probably delisted
tz = self._get_ticker_tz(debug, proxy, timeout)
if tz is None:
# Every valid ticker has a timezone. Missing = problem
err_msg = "No timezone found, symbol may be delisted"
shared._DFS[self.ticker] = utils.empty_df()
shared._ERRORS[self.ticker] = err_msg
if debug:
if raise_errors:
raise Exception('%s: %s' % (self.ticker, err_msg))
else:
print('- %s: %s' % (self.ticker, err_msg))
return utils.empty_df()
if end is None:
end = int(_time.time())
else:
end = utils._parse_user_dt(end, tz)
if start is None:
if interval == "1m":
start = end - 604800 # Subtract 7 days
else:
_UNIX_TIMESTAMP_1900 = -2208994789
start = _UNIX_TIMESTAMP_1900
else:
start = utils._parse_user_dt(start, tz)
params = {"period1": start, "period2": end}
else:
period = period.lower()
params = {"range": period}
params["interval"] = interval.lower()
params["includePrePost"] = prepost
# 1) fix weired bug with Yahoo! - returning 60m for 30m bars
if params["interval"] == "30m":
params["interval"] = "15m"
# setup proxy in requests format
if proxy is not None:
if isinstance(proxy, dict) and "https" in proxy:
proxy = proxy["https"]
proxy = {"https": proxy}
#if the ticker is MUTUALFUND or ETF, then get capitalGains events
params["events"] = "div,splits,capitalGains"
# Getting data from json
url = "{}/v8/finance/chart/{}".format(self._base_url, self.ticker)
data = None
try:
get_fn = self._data.get
if end is not None:
end_dt = _pd.Timestamp(end, unit='s').tz_localize("UTC")
dt_now = end_dt.tzinfo.localize(_datetime.datetime.utcnow())
data_delay = _datetime.timedelta(minutes=30)
if end_dt+data_delay <= dt_now:
# Date range in past so safe to fetch through cache:
get_fn = self._data.cache_get
data = get_fn(
url=url,
params=params,
timeout=timeout
)
if "Will be right back" in data.text or data is None:
raise RuntimeError("*** YAHOO! FINANCE IS CURRENTLY DOWN! ***\n"
"Our engineers are working quickly to resolve "
"the issue. Thank you for your patience.")
data = data.json()
except Exception:
pass
# Store the meta data that gets retrieved simultaneously
try:
self._history_metadata = data["chart"]["result"][0]["meta"]
except Exception:
self._history_metadata = {}
self._history_metadata = utils.format_history_metadata(self._history_metadata)
err_msg = "No data found for this date range, symbol may be delisted"
fail = False
if data is None or not type(data) is dict:
fail = True
elif type(data) is dict and 'status_code' in data:
err_msg += "(Yahoo status_code = {})".format(data["status_code"])
fail = True
elif "chart" in data and data["chart"]["error"]:
err_msg = data["chart"]["error"]["description"]
fail = True
elif "chart" not in data or data["chart"]["result"] is None or not data["chart"]["result"]:
fail = True
elif period is not None and "timestamp" not in data["chart"]["result"][0] and period not in \
self._history_metadata["validRanges"]:
# User provided a bad period. The minimum should be '1d', but sometimes Yahoo accepts '1h'.
err_msg = "Period '{}' is invalid, must be one of {}".format(period, self._history_metadata[
"validRanges"])
fail = True
if fail:
shared._DFS[self.ticker] = utils.empty_df()
shared._ERRORS[self.ticker] = err_msg
if debug:
if raise_errors:
raise Exception('%s: %s' % (self.ticker, err_msg))
else:
print('%s: %s' % (self.ticker, err_msg))
return utils.empty_df()
# parse quotes
try:
quotes = utils.parse_quotes(data["chart"]["result"][0])
# Yahoo bug fix - it often appends latest price even if after end date
if end and not quotes.empty:
endDt = _pd.to_datetime(_datetime.datetime.utcfromtimestamp(end))
if quotes.index[quotes.shape[0] - 1] >= endDt:
quotes = quotes.iloc[0:quotes.shape[0] - 1]
except Exception:
shared._DFS[self.ticker] = utils.empty_df()
shared._ERRORS[self.ticker] = err_msg
if debug:
if raise_errors:
raise Exception('%s: %s' % (self.ticker, err_msg))
else:
print('%s: %s' % (self.ticker, err_msg))
return shared._DFS[self.ticker]
# 2) fix weired bug with Yahoo! - returning 60m for 30m bars
if interval.lower() == "30m":
quotes2 = quotes.resample('30T')
quotes = _pd.DataFrame(index=quotes2.last().index, data={
'Open': quotes2['Open'].first(),
'High': quotes2['High'].max(),
'Low': quotes2['Low'].min(),
'Close': quotes2['Close'].last(),
'Adj Close': quotes2['Adj Close'].last(),
'Volume': quotes2['Volume'].sum()
})
try:
quotes['Dividends'] = quotes2['Dividends'].max()
except Exception:
pass
try:
quotes['Stock Splits'] = quotes2['Dividends'].max()
except Exception:
pass
# Select useful info from metadata
quote_type = self._history_metadata["instrumentType"]
expect_capital_gains = quote_type in ('MUTUALFUND', 'ETF')
tz_exchange = self._history_metadata["exchangeTimezoneName"]
# Note: ordering is important. If you change order, run the tests!
quotes = utils.set_df_tz(quotes, params["interval"], tz_exchange)
quotes = utils.fix_Yahoo_dst_issue(quotes, params["interval"])
quotes = utils.fix_Yahoo_returning_live_separate(quotes, params["interval"], tz_exchange)
intraday = params["interval"][-1] in ("m", 'h')
if not prepost and intraday and "tradingPeriods" in self._history_metadata:
quotes = utils.fix_Yahoo_returning_prepost_unrequested(quotes, params["interval"], self._history_metadata)
# actions
dividends, splits, capital_gains = utils.parse_actions(data["chart"]["result"][0])
if not expect_capital_gains:
capital_gains = None
if start is not None:
# Note: use pandas Timestamp as datetime.utcfromtimestamp has bugs on windows
# https://github.com/python/cpython/issues/81708
startDt = _pd.Timestamp(start, unit='s')
if dividends is not None:
dividends = dividends[dividends.index>=startDt]
if capital_gains is not None:
capital_gains = capital_gains[capital_gains.index>=startDt]
if splits is not None:
splits = splits[splits.index >= startDt]
if end is not None:
endDt = _pd.Timestamp(end, unit='s')
if dividends is not None:
dividends = dividends[dividends.index<endDt]
if capital_gains is not None:
capital_gains = capital_gains[capital_gains.index<endDt]
if splits is not None:
splits = splits[splits.index < endDt]
if splits is not None:
splits = utils.set_df_tz(splits, interval, tz_exchange)
if dividends is not None:
dividends = utils.set_df_tz(dividends, interval, tz_exchange)
if capital_gains is not None:
capital_gains = utils.set_df_tz(capital_gains, interval, tz_exchange)
# Prepare for combine
intraday = params["interval"][-1] in ("m", 'h')
if not intraday:
# If localizing a midnight during DST transition hour when clocks roll back,
# meaning clock hits midnight twice, then use the 2nd (ambiguous=True)
quotes.index = _pd.to_datetime(quotes.index.date).tz_localize(tz_exchange, ambiguous=True, nonexistent='shift_forward')
if dividends.shape[0] > 0:
dividends.index = _pd.to_datetime(dividends.index.date).tz_localize(tz_exchange, ambiguous=True, nonexistent='shift_forward')
if splits.shape[0] > 0:
splits.index = _pd.to_datetime(splits.index.date).tz_localize(tz_exchange, ambiguous=True, nonexistent='shift_forward')
# Combine
df = quotes.sort_index()
if dividends.shape[0] > 0:
df = utils.safe_merge_dfs(df, dividends, interval)
if "Dividends" in df.columns:
df.loc[df["Dividends"].isna(), "Dividends"] = 0
else:
df["Dividends"] = 0.0
if splits.shape[0] > 0:
df = utils.safe_merge_dfs(df, splits, interval)
if "Stock Splits" in df.columns:
df.loc[df["Stock Splits"].isna(), "Stock Splits"] = 0
else:
df["Stock Splits"] = 0.0
if expect_capital_gains:
if capital_gains.shape[0] > 0:
df = utils.safe_merge_dfs(df, capital_gains, interval)
if "Capital Gains" in df.columns:
df.loc[df["Capital Gains"].isna(),"Capital Gains"] = 0
else:
df["Capital Gains"] = 0.0
if repair==True or repair=="silent":
# Do this before auto/back adjust
df = self._fix_zeroes(df, interval, tz_exchange, prepost, silent=(repair=="silent"))
df = self._fix_unit_mixups(df, interval, tz_exchange, prepost, silent=(repair=="silent"))
# Auto/back adjust
try:
if auto_adjust:
df = utils.auto_adjust(df)
elif back_adjust:
df = utils.back_adjust(df)
except Exception as e:
if auto_adjust:
err_msg = "auto_adjust failed with %s" % e
else:
err_msg = "back_adjust failed with %s" % e
shared._DFS[self.ticker] = utils.empty_df()
shared._ERRORS[self.ticker] = err_msg
if debug:
if raise_errors:
raise Exception('%s: %s' % (self.ticker, err_msg))
else:
print('%s: %s' % (self.ticker, err_msg))
if rounding:
df = _np.round(df, data[
"chart"]["result"][0]["meta"]["priceHint"])
df['Volume'] = df['Volume'].fillna(0).astype(_np.int64)
if intraday:
df.index.name = "Datetime"
else:
df.index.name = "Date"
# duplicates and missing rows cleanup
df = df[~df.index.duplicated(keep='first')]
self._history = df.copy()
if not actions:
df = df.drop(columns=["Dividends", "Stock Splits", "Capital Gains"], errors='ignore')
if not keepna:
mask_nan_or_zero = (df.isna() | (df == 0)).all(axis=1)
df = df.drop(mask_nan_or_zero.index[mask_nan_or_zero])
return df
# ------------------------
def _reconstruct_intervals_batch(self, df, interval, prepost, tag=-1, silent=False):
if not isinstance(df, _pd.DataFrame):
raise Exception("'df' must be a Pandas DataFrame not", type(df))
if interval == "1m":
# Can't go smaller than 1m so can't reconstruct
return df
# Reconstruct values in df using finer-grained price data. Delimiter marks what to reconstruct
debug = False
# debug = True
if interval[1:] in ['d', 'wk', 'mo']:
# Interday data always includes pre & post
prepost = True
intraday = False
else:
intraday = True
price_cols = [c for c in ["Open", "High", "Low", "Close", "Adj Close"] if c in df]
data_cols = price_cols + ["Volume"]
# If interval is weekly then can construct with daily. But if smaller intervals then
# restricted to recent times:
intervals = ["1wk", "1d", "1h", "30m", "15m", "5m", "2m", "1m"]
itds = {i:utils._interval_to_timedelta(interval) for i in intervals}
nexts = {intervals[i]:intervals[i+1] for i in range(len(intervals)-1)}
min_lookbacks = {"1wk":None, "1d":None, "1h":_datetime.timedelta(days=730)}
for i in ["30m", "15m", "5m", "2m"]:
min_lookbacks[i] = _datetime.timedelta(days=60)
min_lookbacks["1m"] = _datetime.timedelta(days=30)
if interval in nexts:
sub_interval = nexts[interval]
td_range = itds[interval]
else:
logger.critical("Have not implemented repair for '%s' interval. Contact developers", interval)
raise Exception("why here")
return df
df = df.sort_index()
f_repair = df[data_cols].to_numpy()==tag
f_repair_rows = f_repair.any(axis=1)
# Ignore old intervals for which Yahoo won't return finer data:
m = min_lookbacks[sub_interval]
if m is None:
min_dt = None
else:
m -= _datetime.timedelta(days=1) # allow space for 1-day padding
min_dt = _pd.Timestamp.utcnow() - m
min_dt = min_dt.tz_convert(df.index.tz).ceil("D")
if debug:
print(f"- min_dt={min_dt} interval={interval} sub_interval={sub_interval}")
if min_dt is not None:
f_recent = df.index >= min_dt
f_repair_rows = f_repair_rows & f_recent
if not f_repair_rows.any():
if debug:
print("data too old to repair")
return df
dts_to_repair = df.index[f_repair_rows]
indices_to_repair = _np.where(f_repair_rows)[0]
if len(dts_to_repair) == 0:
if debug:
print("dts_to_repair[] is empty")
return df
df_v2 = df.copy()
f_good = ~(df[price_cols].isna().any(axis=1))
f_good = f_good & (df[price_cols].to_numpy()!=tag).all(axis=1)
df_good = df[f_good]
# Group nearby NaN-intervals together to reduce number of Yahoo fetches
dts_groups = [[dts_to_repair[0]]]
last_dt = dts_to_repair[0]
last_ind = indices_to_repair[0]
td = utils._interval_to_timedelta(interval)
# Note on setting max size: have to allow space for adding good data
if sub_interval == "1mo":
grp_max_size = _dateutil.relativedelta.relativedelta(years=2)
elif sub_interval == "1wk":
grp_max_size = _dateutil.relativedelta.relativedelta(years=2)
elif sub_interval == "1d":
grp_max_size = _dateutil.relativedelta.relativedelta(years=2)
elif sub_interval == "1h":
grp_max_size = _dateutil.relativedelta.relativedelta(years=1)
elif sub_interval == "1m":
grp_max_size = _datetime.timedelta(days=5) # allow 2 days for buffer below
else:
grp_max_size = _datetime.timedelta(days=30)
if debug:
print("- grp_max_size =", grp_max_size)
for i in range(1, len(dts_to_repair)):
ind = indices_to_repair[i]
dt = dts_to_repair[i]
if dt.date() < dts_groups[-1][0].date()+grp_max_size:
dts_groups[-1].append(dt)
else:
dts_groups.append([dt])
last_dt = dt
last_ind = ind
if debug:
print("Repair groups:")
for g in dts_groups:
print(f"- {g[0]} -> {g[-1]}")
# Add some good data to each group, so can calibrate prices later:
for i in range(len(dts_groups)):
g = dts_groups[i]
g0 = g[0]
i0 = df_good.index.get_indexer([g0], method="nearest")[0]
if i0 > 0:
if (min_dt is None or df_good.index[i0-1] >= min_dt) and \
((not intraday) or df_good.index[i0-1].date()==g0.date()):
i0 -= 1
gl = g[-1]
il = df_good.index.get_indexer([gl], method="nearest")[0]
if il < len(df_good)-1:
if (not intraday) or df_good.index[il+1].date()==gl.date():
il += 1
good_dts = df_good.index[i0:il+1]
dts_groups[i] += good_dts.to_list()
dts_groups[i].sort()
n_fixed = 0
for g in dts_groups:
df_block = df[df.index.isin(g)]
if debug:
print("- df_block:")
print(df_block)
start_dt = g[0]
start_d = start_dt.date()
if sub_interval == "1h" and (_datetime.date.today() - start_d) > _datetime.timedelta(days=729):
# Don't bother requesting more price data, Yahoo will reject
if debug:
print(f"- Don't bother requesting {sub_interval} price data, Yahoo will reject")
continue
elif sub_interval in ["30m", "15m"] and (_datetime.date.today() - start_d) > _datetime.timedelta(days=59):
# Don't bother requesting more price data, Yahoo will reject
if debug:
print(f"- Don't bother requesting {sub_interval} price data, Yahoo will reject")
continue
td_1d = _datetime.timedelta(days=1)
if interval in "1wk":
fetch_start = start_d - td_range # need previous week too
fetch_end = g[-1].date() + td_range
elif interval == "1d":
fetch_start = start_d
fetch_end = g[-1].date() + td_range
else:
fetch_start = g[0]
fetch_end = g[-1] + td_range
# The first and last day returned by Yahoo can be slightly wrong, so add buffer:
fetch_start -= td_1d
fetch_end += td_1d
if intraday:
fetch_start = fetch_start.date()
fetch_end = fetch_end.date()+td_1d
if debug:
print(f"- fetching {sub_interval} prepost={prepost} {fetch_start}->{fetch_end}")
r = "silent" if silent else True
df_fine = self.history(start=fetch_start, end=fetch_end, interval=sub_interval, auto_adjust=False, actions=False, prepost=prepost, repair=r, keepna=True)
if df_fine is None or df_fine.empty:
if not silent:
logger.warning("Cannot reconstruct because Yahoo not returning data in interval")
continue
# Discard the buffer
df_fine = df_fine.loc[g[0] : g[-1]+itds[sub_interval]-_datetime.timedelta(milliseconds=1)]
df_fine["ctr"] = 0
if interval == "1wk":
weekdays = ["MON", "TUE", "WED", "THU", "FRI", "SAT", "SUN"]
week_end_day = weekdays[(df_block.index[0].weekday()+7-1)%7]
df_fine["Week Start"] = df_fine.index.tz_localize(None).to_period("W-"+week_end_day).start_time
grp_col = "Week Start"
elif interval == "1d":
df_fine["Day Start"] = pd.to_datetime(df_fine.index.date)
grp_col = "Day Start"
else:
df_fine.loc[df_fine.index.isin(df_block.index), "ctr"] = 1
df_fine["intervalID"] = df_fine["ctr"].cumsum()
df_fine = df_fine.drop("ctr", axis=1)
grp_col = "intervalID"
df_fine = df_fine[~df_fine[price_cols].isna().all(axis=1)]
df_fine_grp = df_fine.groupby(grp_col)
df_new = df_fine_grp.agg(
Open=("Open", "first"),
Close=("Close", "last"),
AdjClose=("Adj Close", "last"),
Low=("Low", "min"),
High=("High", "max"),
Volume=("Volume", "sum")).rename(columns={"AdjClose":"Adj Close"})
if grp_col in ["Week Start", "Day Start"]:
df_new.index = df_new.index.tz_localize(df_fine.index.tz)
else:
df_fine["diff"] = df_fine["intervalID"].diff()
new_index = _np.append([df_fine.index[0]], df_fine.index[df_fine["intervalID"].diff()>0])
df_new.index = new_index
if debug:
print("- df_new:")
print(df_new)
# Calibrate! Check whether 'df_fine' has different split-adjustment.
# If different, then adjust to match 'df'
common_index = _np.intersect1d(df_block.index, df_new.index)
if len(common_index) == 0:
# Can't calibrate so don't attempt repair
if debug:
print("Can't calibrate so don't attempt repair")
continue
df_new_calib = df_new[df_new.index.isin(common_index)][price_cols].to_numpy()
df_block_calib = df_block[df_block.index.isin(common_index)][price_cols].to_numpy()
calib_filter = (df_block_calib != tag)
if not calib_filter.any():
# Can't calibrate so don't attempt repair
if debug:
print("Can't calibrate so don't attempt repair")
continue
# Avoid divide-by-zero warnings:
for j in range(len(price_cols)):
f = ~calib_filter[:,j]
if f.any():
df_block_calib[f,j] = 1
df_new_calib[f,j] = 1
ratios = df_block_calib[calib_filter] / df_new_calib[calib_filter]
weights = df_fine_grp.size()
weights.index = df_new.index
weights = weights[weights.index.isin(common_index)].to_numpy().astype(float)
weights = weights[:,None] # transpose
weights = _np.tile(weights, len(price_cols)) # 1D -> 2D
weights = weights[calib_filter] # flatten
ratio = _np.average(ratios, weights=weights)
if debug:
print(f"- price calibration ratio (raw) = {ratio}")
ratio_rcp = round(1.0 / ratio, 1)
ratio = round(ratio, 1)
if ratio == 1 and ratio_rcp == 1:
# Good!
pass
else:
if ratio > 1:
# data has different split-adjustment than fine-grained data
# Adjust fine-grained to match
df_new[price_cols] *= ratio
df_new["Volume"] /= ratio
elif ratio_rcp > 1:
# data has different split-adjustment than fine-grained data
# Adjust fine-grained to match
df_new[price_cols] *= 1.0 / ratio_rcp
df_new["Volume"] *= ratio_rcp
# Repair!
bad_dts = df_block.index[(df_block[price_cols+["Volume"]]==tag).to_numpy().any(axis=1)]
if debug:
no_fine_data_dts = []
for idx in bad_dts:
if not idx in df_new.index:
# Yahoo didn't return finer-grain data for this interval,
# so probably no trading happened.
no_fine_data_dts.append(idx)
if len(no_fine_data_dts) > 0:
print(f"Yahoo didn't return finer-grain data for these intervals:")
print(no_fine_data_dts)
for idx in bad_dts:
if not idx in df_new.index:
# Yahoo didn't return finer-grain data for this interval,
# so probably no trading happened.
continue
df_new_row = df_new.loc[idx]
if interval == "1wk":
df_last_week = df_new.iloc[df_new.index.get_loc(idx)-1]
df_fine = df_fine.loc[idx:]
df_bad_row = df.loc[idx]
bad_fields = df_bad_row.index[df_bad_row==tag].to_numpy()
if "High" in bad_fields:
df_v2.loc[idx, "High"] = df_new_row["High"]
if "Low" in bad_fields:
df_v2.loc[idx, "Low"] = df_new_row["Low"]
if "Open" in bad_fields:
if interval == "1wk" and idx != df_fine.index[0]:
# Exchange closed Monday. In this case, Yahoo sets Open to last week close
df_v2.loc[idx, "Open"] = df_last_week["Close"]
df_v2.loc[idx, "Low"] = min(df_v2.loc[idx, "Open"], df_v2.loc[idx, "Low"])
else:
df_v2.loc[idx, "Open"] = df_new_row["Open"]
if "Close" in bad_fields:
df_v2.loc[idx, "Close"] = df_new_row["Close"]
# Assume 'Adj Close' also corrupted, easier than detecting whether true
df_v2.loc[idx, "Adj Close"] = df_new_row["Adj Close"]
if "Volume" in bad_fields:
df_v2.loc[idx, "Volume"] = df_new_row["Volume"]
n_fixed += 1
if debug:
print("df_v2:") ; print(df_v2)
return df_v2
def _fix_unit_mixups(self, df, interval, tz_exchange, prepost, silent=False):
# Sometimes Yahoo returns few prices in cents/pence instead of $/£
# I.e. 100x bigger
# Easy to detect and fix, just look for outliers = ~100x local median
if df.shape[0] == 0:
return df
if df.shape[0] == 1:
# Need multiple rows to confidently identify outliers
return df
df2 = df.copy()
if df.index.tz is None:
df2.index = df2.index.tz_localize(tz_exchange)
elif df2.index.tz != tz_exchange:
df2.index = df2.index.tz_convert(tz_exchange)
# Only import scipy if users actually want function. To avoid
# adding it to dependencies.
from scipy import ndimage as _ndimage
data_cols = ["High", "Open", "Low", "Close", "Adj Close"] # Order important, separate High from Low
data_cols = [c for c in data_cols if c in df2.columns]
f_zeroes = (df2[data_cols]==0).any(axis=1).to_numpy()
if f_zeroes.any():
df2_zeroes = df2[f_zeroes]
df2 = df2[~f_zeroes]
else:
df2_zeroes = None
if df2.shape[0] <= 1:
return df
df2_data = df2[data_cols].to_numpy()
median = _ndimage.median_filter(df2_data, size=(3, 3), mode="wrap")
ratio = df2_data / median
ratio_rounded = (ratio / 20).round() * 20 # round ratio to nearest 20
f = ratio_rounded == 100
if not f.any():
return df
# Mark values to send for repair
tag = -1.0
for i in range(len(data_cols)):
fi = f[:,i]
c = data_cols[i]
df2.loc[fi, c] = tag
n_before = df2_data.sum()
df2 = self._reconstruct_intervals_batch(df2, interval, prepost, tag, silent)
df2_tagged = df2[data_cols].to_numpy()==tag
n_after = (df2[data_cols].to_numpy()==tag).sum()
if n_after > 0:
# This second pass will *crudely* "fix" any remaining errors in High/Low
# simply by ensuring they don't contradict e.g. Low = 100x High.
f = df2_tagged
for i in range(f.shape[0]):
fi = f[i,:]
if not fi.any():
continue
idx = df2.index[i]
c = "Open"
j = data_cols.index(c)
if fi[j]:
df2.loc[idx, c] = df.loc[idx, c] * 0.01
#
c = "Close"
j = data_cols.index(c)
if fi[j]:
df2.loc[idx, c] = df.loc[idx, c] * 0.01
#
c = "Adj Close"
j = data_cols.index(c)
if fi[j]:
df2.loc[idx, c] = df.loc[idx, c] * 0.01
#
c = "High"
j = data_cols.index(c)
if fi[j]:
df2.loc[idx, c] = df2.loc[idx, ["Open", "Close"]].max()
#
c = "Low"
j = data_cols.index(c)
if fi[j]:
df2.loc[idx, c] = df2.loc[idx, ["Open", "Close"]].min()
df2_tagged = df2[data_cols].to_numpy()==tag
n_after_crude = df2_tagged.sum()
else:
n_after_crude = n_after
n_fixed = n_before - n_after_crude
n_fixed_crudely = n_after - n_after_crude
if not silent and n_fixed > 0:
report_msg = f"{self.ticker}: fixed {n_fixed}/{n_before} currency unit mixups "
if n_fixed_crudely > 0:
report_msg += f"({n_fixed_crudely} crudely) "
report_msg += f"in {interval} price data"
logger.info('%s', report_msg)
# Restore original values where repair failed
f = df2_tagged
for j in range(len(data_cols)):
fj = f[:,j]
if fj.any():
c = data_cols[j]
df2.loc[fj, c] = df.loc[fj, c]
if df2_zeroes is not None:
df2 = _pd.concat([df2, df2_zeroes]).sort_index()
df2.index = _pd.to_datetime()
return df2
def _fix_zeroes(self, df, interval, tz_exchange, prepost, silent=False):
# Sometimes Yahoo returns prices=0 or NaN when trades occurred.
# But most times when prices=0 or NaN returned is because no trades.
# Impossible to distinguish, so only attempt repair if few or rare.
if df.shape[0] == 0:
return df
debug = False
# debug = True
intraday = interval[-1] in ("m", 'h')
df = df.sort_index() # important!
df2 = df.copy()
if df2.index.tz is None:
df2.index = df2.index.tz_localize(tz_exchange)
elif df2.index.tz != tz_exchange:
df2.index = df2.index.tz_convert(tz_exchange)
price_cols = [c for c in ["Open", "High", "Low", "Close", "Adj Close"] if c in df2.columns]
f_prices_bad = (df2[price_cols] == 0.0) | df2[price_cols].isna()
df2_reserve = None
if intraday:
# Ignore days with >50% intervals containing NaNs
grp = pd.Series(f_prices_bad.any(axis=1), name="nan").groupby(f_prices_bad.index.date)
nan_pct = grp.sum() / grp.count()
dts = nan_pct.index[nan_pct>0.5]
f_zero_or_nan_ignore = _np.isin(f_prices_bad.index.date, dts)
df2_reserve = df2[f_zero_or_nan_ignore]
df2 = df2[~f_zero_or_nan_ignore]
f_prices_bad = (df2[price_cols] == 0.0) | df2[price_cols].isna()
f_high_low_good = (~df2["High"].isna().to_numpy()) & (~df2["Low"].isna().to_numpy())
f_change = df2["High"].to_numpy() != df2["Low"].to_numpy()
f_vol_bad = (df2["Volume"]==0).to_numpy() & f_high_low_good & f_change
# Check whether worth attempting repair
f_prices_bad = f_prices_bad.to_numpy()
f_bad_rows = f_prices_bad.any(axis=1) | f_vol_bad
if not f_bad_rows.any():
if debug:
print("no bad data to repair")
return df
if f_prices_bad.sum() == len(price_cols)*len(df2):
# Need some good data to calibrate
if debug:
print("no good data to calibrate")
return df
data_cols = price_cols + ["Volume"]
# Mark values to send for repair
tag = -1.0
for i in range(len(price_cols)):
c = price_cols[i]
df2.loc[f_prices_bad[:,i], c] = tag
df2.loc[f_vol_bad, "Volume"] = tag
# If volume=0 or NaN for bad prices, then tag volume for repair
f_vol_zero_or_nan = (df2["Volume"].to_numpy()==0) | (df2["Volume"].isna().to_numpy())
df2.loc[f_prices_bad.any(axis=1) & f_vol_zero_or_nan, "Volume"] = tag
# If volume=0 or NaN but price moved in interval, then tag volume for repair
df2.loc[f_change & f_vol_zero_or_nan, "Volume"] = tag
df2_tagged = df2[data_cols].to_numpy()==tag
n_before = df2_tagged.sum()
dts_tagged = df2.index[df2_tagged.any(axis=1)]
df3 = self._reconstruct_intervals_batch(df2, interval, prepost, tag, silent)
df3_tagged = df3[data_cols].to_numpy()==tag
n_after = df3_tagged.sum()
dts_not_repaired = df3.index[df3_tagged.any(axis=1)]
n_fixed = n_before - n_after
if not silent and n_fixed > 0:
msg = f"{self.ticker}: fixed {n_fixed}/{n_before} value=0 errors in {interval} price data"
if n_fixed < 4:
dts_repaired = sorted(list(set(dts_tagged).difference(dts_not_repaired)))
msg += f": {dts_repaired}"
logger.info('%s', msg)
if df2_reserve is not None:
df3 = _pd.concat([df3, df2_reserve]).sort_index()
# Restore original values where repair failed (i.e. remove tag values)
f = df3[data_cols].to_numpy()==tag
for j in range(len(data_cols)):
fj = f[:,j]
if fj.any():
c = data_cols[j]
df3.loc[fj, c] = df.loc[fj, c]
return df3
def _get_ticker_tz(self, debug_mode, proxy, timeout):
if self._tz is not None:
return self._tz
cache = utils.get_tz_cache()
tz = cache.lookup(self.ticker)
if tz and not utils.is_valid_timezone(tz):
# Clear from cache and force re-fetch
cache.store(self.ticker, None)
tz = None
if tz is None:
tz = self._fetch_ticker_tz(debug_mode, proxy, timeout)
if utils.is_valid_timezone(tz):
# info fetch is relatively slow so cache timezone
cache.store(self.ticker, tz)
else:
tz = None
self._tz = tz
return tz
def _fetch_ticker_tz(self, debug_mode, proxy, timeout):
# Query Yahoo for fast price data just to get returned timezone
params = {"range": "1d", "interval": "1d"}
# Getting data from json
url = "{}/v8/finance/chart/{}".format(self._base_url, self.ticker)
try:
data = self._data.cache_get(url=url, params=params, proxy=proxy, 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_recommendations(self, proxy=None, as_dict=False):
self._quote.proxy = proxy
data = self._quote.recommendations
if as_dict:
return data.to_dict()
return data
def get_calendar(self, proxy=None, as_dict=False):
self._quote.proxy = proxy
data = self._quote.calendar
if as_dict:
return data.to_dict()
return data
def get_major_holders(self, proxy=None, as_dict=False):
self._holders.proxy = proxy
data = self._holders.major
if as_dict:
return data.to_dict()
return data
def get_institutional_holders(self, proxy=None, as_dict=False):
self._holders.proxy = proxy
data = self._holders.institutional
if data is not None:
if as_dict:
return data.to_dict()
return data
def get_mutualfund_holders(self, proxy=None, as_dict=False):
self._holders.proxy = proxy
data = self._holders.mutualfund
if data is not None:
if as_dict:
return data.to_dict()
return data
def get_info(self, proxy=None) -> dict:
self._quote.proxy = proxy
data = self._quote.info
return data
@property
def fast_info(self):
return self._fast_info
@property
def basic_info(self):
print("WARNING: 'Ticker.basic_info' is renamed to 'Ticker.fast_info', hopefully purpose is clearer")
return self.fast_info
def get_sustainability(self, proxy=None, as_dict=False):
self._quote.proxy = proxy
data = self._quote.sustainability
if as_dict:
return data.to_dict()
return data
def get_recommendations_summary(self, proxy=None, as_dict=False):
self._quote.proxy = proxy
data = self._quote.recommendations
if as_dict:
return data.to_dict()
return data
def get_analyst_price_target(self, proxy=None, as_dict=False):
self._analysis.proxy = proxy
data = self._analysis.analyst_price_target
if as_dict:
return data.to_dict()
return data
def get_rev_forecast(self, proxy=None, as_dict=False):
self._analysis.proxy = proxy
data = self._analysis.rev_est
if as_dict:
return data.to_dict()
return data
def get_earnings_forecast(self, proxy=None, as_dict=False):
self._analysis.proxy = proxy
data = self._analysis.eps_est
if as_dict:
return data.to_dict()
return data
def get_trend_details(self, proxy=None, as_dict=False):
self._analysis.proxy = proxy
data = self._analysis.analyst_trend_details
if as_dict:
return data.to_dict()
return data
def get_earnings_trend(self, proxy=None, as_dict=False):
self._analysis.proxy = proxy
data = self._analysis.earnings_trend
if as_dict:
return data.to_dict()
return data
def get_earnings(self, proxy=None, as_dict=False, freq="yearly"):
"""
:Parameters:
as_dict: bool
Return table as Python dict
Default is False
freq: str
"yearly" or "quarterly"
Default is "yearly"
proxy: str
Optional. Proxy server URL scheme
Default is None
"""
self._fundamentals.proxy = proxy
data = self._fundamentals.earnings[freq]
if as_dict:
dict_data = data.to_dict()
dict_data['financialCurrency'] = 'USD' if 'financialCurrency' not in self._earnings else self._earnings[
'financialCurrency']
return dict_data
return data
def get_income_stmt(self, proxy=None, as_dict=False, pretty=False, freq="yearly", legacy=False):
"""
:Parameters:
as_dict: bool
Return table as Python dict
Default is False
pretty: bool
Format row names nicely for readability
Default is False
freq: str
"yearly" or "quarterly"
Default is "yearly"
legacy: bool
Return old financials tables. Useful for when new tables not available
Default is False
proxy: str
Optional. Proxy server URL scheme
Default is None
"""
self._fundamentals.proxy = proxy
if legacy:
data = self._fundamentals.financials.get_income_scrape(freq=freq, proxy=proxy)
else:
data = self._fundamentals.financials.get_income_time_series(freq=freq, proxy=proxy)
if pretty:
data = data.copy()
data.index = utils.camel2title(data.index, sep=' ', acronyms=["EBIT", "EBITDA", "EPS", "NI"])
if as_dict:
return data.to_dict()
return data
def get_incomestmt(self, proxy=None, as_dict=False, pretty=False, freq="yearly", legacy=False):
return self.get_income_stmt(proxy, as_dict, pretty, freq, legacy)
def get_financials(self, proxy=None, as_dict=False, pretty=False, freq="yearly", legacy=False):
return self.get_income_stmt(proxy, as_dict, pretty, freq, legacy)
def get_balance_sheet(self, proxy=None, as_dict=False, pretty=False, freq="yearly", legacy=False):
"""
:Parameters:
as_dict: bool
Return table as Python dict
Default is False
pretty: bool
Format row names nicely for readability
Default is False
freq: str
"yearly" or "quarterly"
Default is "yearly"
legacy: bool
Return old financials tables. Useful for when new tables not available
Default is False
proxy: str
Optional. Proxy server URL scheme
Default is None
"""
self._fundamentals.proxy = proxy
if legacy:
data = self._fundamentals.financials.get_balance_sheet_scrape(freq=freq, proxy=proxy)
else:
data = self._fundamentals.financials.get_balance_sheet_time_series(freq=freq, proxy=proxy)
if pretty:
data = data.copy()
data.index = utils.camel2title(data.index, sep=' ', acronyms=["PPE"])
if as_dict:
return data.to_dict()
return data
def get_balancesheet(self, proxy=None, as_dict=False, pretty=False, freq="yearly", legacy=False):
return self.get_balance_sheet(proxy, as_dict, pretty, freq, legacy)
def get_cash_flow(self, proxy=None, as_dict=False, pretty=False, freq="yearly", legacy=False):
"""
:Parameters:
as_dict: bool
Return table as Python dict
Default is False
pretty: bool
Format row names nicely for readability
Default is False
freq: str
"yearly" or "quarterly"
Default is "yearly"
legacy: bool
Return old financials tables. Useful for when new tables not available
Default is False
proxy: str
Optional. Proxy server URL scheme
Default is None
"""
self._fundamentals.proxy = proxy
if legacy:
data = self._fundamentals.financials.get_cash_flow_scrape(freq=freq, proxy=proxy)
else:
data = self._fundamentals.financials.get_cash_flow_time_series(freq=freq, proxy=proxy)
if pretty:
data = data.copy()
data.index = utils.camel2title(data.index, sep=' ', acronyms=["PPE"])
if as_dict:
return data.to_dict()
return data
def get_cashflow(self, proxy=None, as_dict=False, pretty=False, freq="yearly", legacy=False):
return self.get_cash_flow(proxy, as_dict, pretty, freq, legacy)
def get_dividends(self, proxy=None):
if self._history is None:
self.history(period="max", proxy=proxy)
if self._history is not None and "Dividends" in self._history:
dividends = self._history["Dividends"]
return dividends[dividends != 0]
return []
def get_capital_gains(self, proxy=None):
if self._history is None:
self.history(period="max", proxy=proxy)
if self._history is not None and "Capital Gains" in self._history:
capital_gains = self._history["Capital Gains"]
return capital_gains[capital_gains != 0]
return []
def get_splits(self, proxy=None):
if self._history is None:
self.history(period="max", proxy=proxy)
if self._history is not None and "Stock Splits" in self._history:
splits = self._history["Stock Splits"]
return splits[splits != 0]
return []
def get_actions(self, proxy=None):
if self._history is None:
self.history(period="max", proxy=proxy)
if self._history is not None and "Dividends" in self._history and "Stock Splits" in self._history:
action_columns = ["Dividends", "Stock Splits"]
if "Capital Gains" in self._history:
action_columns.append("Capital Gains")
actions = self._history[action_columns]
return actions[actions != 0].dropna(how='all').fillna(0)
return []
def get_shares(self, proxy=None, as_dict=False):
self._fundamentals.proxy = proxy
data = self._fundamentals.shares
if as_dict:
return data.to_dict()
return data
def get_shares_full(self, start=None, end=None, proxy=None):
# Process dates
tz = self._get_ticker_tz(debug_mode=False, proxy=None, timeout=10)
dt_now = _pd.Timestamp.utcnow().tz_convert(tz)
if start is not None:
start_ts = utils._parse_user_dt(start, tz)
start = _pd.Timestamp.fromtimestamp(start_ts).tz_localize("UTC").tz_convert(tz)
start_d = start.date()
if end is not None:
end_ts = utils._parse_user_dt(end, tz)
end = _pd.Timestamp.fromtimestamp(end_ts).tz_localize("UTC").tz_convert(tz)
end_d = end.date()
if end is None:
end = dt_now
if start is None:
start = end - _pd.Timedelta(days=548) # 18 months
if start >= end:
logger.error("Start date must be before end")
return None
start = start.floor("D")
end = end.ceil("D")
# Fetch
ts_url_base = "https://query2.finance.yahoo.com/ws/fundamentals-timeseries/v1/finance/timeseries/{0}?symbol={0}".format(self.ticker)
shares_url = ts_url_base + "&period1={}&period2={}".format(int(start.timestamp()), int(end.timestamp()))
try:
json_str = self._data.cache_get(shares_url).text
json_data = _json.loads(json_str)
except:
logger.error("%s: Yahoo web request for share count failed", self.ticker)
return None
try:
fail = json_data["finance"]["error"]["code"] == "Bad Request"
except:
fail = False
if fail:
logger.error(f"%s: Yahoo web request for share count failed", self.ticker)
return None
shares_data = json_data["timeseries"]["result"]
if not "shares_out" in shares_data[0]:
return None
try:
df = _pd.Series(shares_data[0]["shares_out"], index=_pd.to_datetime(shares_data[0]["timestamp"], unit="s"))
except Exception as e:
logger.error(f"%s: Failed to parse shares count data: %s", self.ticker, e)
return None
df.index = df.index.tz_localize(tz)
df = df.sort_index()
return df
def get_isin(self, proxy=None) -> Optional[str]:
# *** experimental ***
if self._isin is not None:
return self._isin
ticker = self.ticker.upper()
if "-" in ticker or "^" in ticker:
self._isin = '-'
return self._isin
q = ticker
self._quote.proxy = proxy
if self._quote.info is None:
# Don't print error message cause self._quote.info will print one
return None
if "shortName" in self._quote.info:
q = self._quote.info['shortName']
url = 'https://markets.businessinsider.com/ajax/' \
'SearchController_Suggest?max_results=25&query=%s' \
% urlencode(q)
data = self._data.cache_get(url=url, proxy=proxy).text
search_str = '"{}|'.format(ticker)
if search_str not in data:
if q.lower() in data.lower():
search_str = '"|'
if search_str not in data:
self._isin = '-'
return self._isin
else:
self._isin = '-'
return self._isin
self._isin = data.split(search_str)[1].split('"')[0].split('|')[0]
return self._isin
def get_news(self, proxy=None):
if self._news:
return self._news
# Getting data from json
url = "{}/v1/finance/search?q={}".format(self._base_url, self.ticker)
data = self._data.cache_get(url=url, proxy=proxy)
if "Will be right back" in data.text:
raise RuntimeError("*** YAHOO! FINANCE IS CURRENTLY DOWN! ***\n"
"Our engineers are working quickly to resolve "
"the issue. Thank you for your patience.")
data = data.json()
# parse news
self._news = data.get("news", [])
return self._news
def get_earnings_dates(self, limit=12, proxy=None) -> Optional[pd.DataFrame]:
"""
Get earning dates (future and historic)
:param limit: max amount of upcoming and recent earnings dates to return.
Default value 12 should return next 4 quarters and last 8 quarters.
Increase if more history is needed.
:param proxy: requests proxy to use.
:return: pandas dataframe
"""
if self._earnings_dates and limit in self._earnings_dates:
return self._earnings_dates[limit]
page_size = min(limit, 100) # YF caps at 100, don't go higher
page_offset = 0
dates = None
while True:
url = "{}/calendar/earnings?symbol={}&offset={}&size={}".format(
_ROOT_URL_, self.ticker, page_offset, page_size)
data = self._data.cache_get(url=url, proxy=proxy).text
if "Will be right back" in data:
raise RuntimeError("*** YAHOO! FINANCE IS CURRENTLY DOWN! ***\n"
"Our engineers are working quickly to resolve "
"the issue. Thank you for your patience.")
try:
data = _pd.read_html(data)[0]
except ValueError:
if page_offset == 0:
# Should not fail on first page
if "Showing Earnings for:" in data:
# Actually YF was successful, problem is company doesn't have earnings history
dates = utils.empty_earnings_dates_df()
break
if dates is None:
dates = data
else:
dates = _pd.concat([dates, data], axis=0)
page_offset += page_size
# got less data then we asked for or already fetched all we requested, no need to fetch more pages
if len(data) < page_size or len(dates) >= limit:
dates = dates.iloc[:limit]
break
else:
# do not fetch more than needed next time
page_size = min(limit - len(dates), page_size)
if dates is None or dates.shape[0] == 0:
err_msg = "No earnings dates found, symbol may be delisted"
logger.error('%s: %s', self.ticker, err_msg)
return None
dates = dates.reset_index(drop=True)
# Drop redundant columns
dates = dates.drop(["Symbol", "Company"], axis=1)
# Convert types
for cn in ["EPS Estimate", "Reported EPS", "Surprise(%)"]:
dates.loc[dates[cn] == '-', cn] = "NaN"
dates[cn] = dates[cn].astype(float)
# Convert % to range 0->1:
dates["Surprise(%)"] *= 0.01
# Parse earnings date string
cn = "Earnings Date"
# - remove AM/PM and timezone from date string
tzinfo = dates[cn].str.extract('([AP]M[a-zA-Z]*)$')
dates[cn] = dates[cn].replace(' [AP]M[a-zA-Z]*$', '', regex=True)
# - split AM/PM from timezone
tzinfo = tzinfo[0].str.extract('([AP]M)([a-zA-Z]*)', expand=True)
tzinfo.columns = ["AM/PM", "TZ"]
# - combine and parse
dates[cn] = dates[cn] + ' ' + tzinfo["AM/PM"]
dates[cn] = _pd.to_datetime(dates[cn], format="%b %d, %Y, %I %p")
# - instead of attempting decoding of ambiguous timezone abbreviation, just use 'info':
self._quote.proxy = proxy
tz = self._get_ticker_tz(debug_mode=False, proxy=proxy, timeout=30)
dates[cn] = dates[cn].dt.tz_localize(tz)
dates = dates.set_index("Earnings Date")
self._earnings_dates[limit] = dates
return dates
def get_history_metadata(self) -> dict:
if self._history_metadata is None:
# Request intraday data, because then Yahoo returns exchange schedule.
self.history(period="1wk", interval="1h", prepost=True)
return self._history_metadata