243 lines
8.9 KiB
Python
243 lines
8.9 KiB
Python
#!/usr/bin/env python
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# -*- coding: utf-8 -*-
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#
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# yfinance - market data downloader
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# https://github.com/ranaroussi/yfinance
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#
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# Copyright 2017-2019 Ran Aroussi
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#
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# Licensed under the Apache License, Version 2.0 (the "License");
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# you may not use this file except in compliance with the License.
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# You may obtain a copy of the License at
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#
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# http://www.apache.org/licenses/LICENSE-2.0
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#
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# Unless required by applicable law or agreed to in writing, software
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# distributed under the License is distributed on an "AS IS" BASIS,
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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# See the License for the specific language governing permissions and
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# limitations under the License.
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#
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from __future__ import print_function
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import logging
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import time as _time
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import multitasking as _multitasking
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import pandas as _pd
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from . import Ticker, utils
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from . import shared
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logger = logging.getLogger(__name__)
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def download(tickers, start=None, end=None, actions=False, threads=True, ignore_tz=None,
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group_by='column', auto_adjust=False, back_adjust=False, repair=False, keepna=False,
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progress=True, period="max", show_errors=True, interval="1d", prepost=False,
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proxy=None, rounding=False, timeout=10):
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"""Download yahoo tickers
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:Parameters:
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tickers : str, list
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List of tickers to download
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period : str
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Valid periods: 1d,5d,1mo,3mo,6mo,1y,2y,5y,10y,ytd,max
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Either Use period parameter or use start and end
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interval : str
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Valid intervals: 1m,2m,5m,15m,30m,60m,90m,1h,1d,5d,1wk,1mo,3mo
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Intraday data cannot extend last 60 days
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start: str
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Download start date string (YYYY-MM-DD) or _datetime.
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Default is 1900-01-01
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end: str
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Download end date string (YYYY-MM-DD) or _datetime.
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Default is now
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group_by : str
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Group by 'ticker' or 'column' (default)
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prepost : bool
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Include Pre and Post market data in results?
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Default is False
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auto_adjust: bool
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Adjust all OHLC automatically? Default is False
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repair: bool
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Detect currency unit 100x mixups and attempt repair
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Default is False
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keepna: bool
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Keep NaN rows returned by Yahoo?
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Default is False
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actions: bool
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Download dividend + stock splits data. Default is False
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threads: bool / int
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How many threads to use for mass downloading. Default is True
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ignore_tz: bool
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When combining from different timezones, ignore that part of datetime.
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Default depends on interval. Intraday = False. Day+ = True.
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proxy: str
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Optional. Proxy server URL scheme. Default is None
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rounding: bool
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Optional. Round values to 2 decimal places?
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show_errors: bool
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Optional. Doesn't print errors if False
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timeout: None or float
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If not None stops waiting for a response after given number of
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seconds. (Can also be a fraction of a second e.g. 0.01)
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"""
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if ignore_tz is None:
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# Set default value depending on interval
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if interval[1:] in ['m', 'h']:
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# Intraday
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ignore_tz = False
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else:
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ignore_tz = True
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# create ticker list
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tickers = tickers if isinstance(
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tickers, (list, set, tuple)) else tickers.replace(',', ' ').split()
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# accept isin as ticker
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shared._ISINS = {}
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_tickers_ = []
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for ticker in tickers:
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if utils.is_isin(ticker):
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isin = ticker
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ticker = utils.get_ticker_by_isin(ticker, proxy)
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shared._ISINS[ticker] = isin
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_tickers_.append(ticker)
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tickers = _tickers_
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tickers = list(set([ticker.upper() for ticker in tickers]))
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if progress:
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shared._PROGRESS_BAR = utils.ProgressBar(len(tickers), 'completed')
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# reset shared._DFS
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shared._DFS = {}
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shared._ERRORS = {}
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# download using threads
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if threads:
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if threads is True:
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threads = min([len(tickers), _multitasking.cpu_count() * 2])
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_multitasking.set_max_threads(threads)
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for i, ticker in enumerate(tickers):
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_download_one_threaded(ticker, period=period, interval=interval,
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start=start, end=end, prepost=prepost,
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actions=actions, auto_adjust=auto_adjust,
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back_adjust=back_adjust, repair=repair, keepna=keepna,
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progress=(progress and i > 0), proxy=proxy,
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rounding=rounding, timeout=timeout)
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while len(shared._DFS) < len(tickers):
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_time.sleep(0.01)
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# download synchronously
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else:
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for i, ticker in enumerate(tickers):
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data = _download_one(ticker, period=period, interval=interval,
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start=start, end=end, prepost=prepost,
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actions=actions, auto_adjust=auto_adjust,
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back_adjust=back_adjust, repair=repair, keepna=keepna,
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proxy=proxy,
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rounding=rounding, timeout=timeout)
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shared._DFS[ticker.upper()] = data
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if progress:
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shared._PROGRESS_BAR.animate()
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if progress:
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shared._PROGRESS_BAR.completed()
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if shared._ERRORS:
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if show_errors:
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print('\n%.f Failed download%s:' % (
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len(shared._ERRORS), 's' if len(shared._ERRORS) > 1 else ''))
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# print(shared._ERRORS)
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print("\n".join(['- %s: %s' %
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v for v in list(shared._ERRORS.items())]))
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else:
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logger.error('%d failed downloads: %s',
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len(shared._ERRORS), shared._ERRORS)
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if ignore_tz:
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for tkr in shared._DFS.keys():
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if (shared._DFS[tkr] is not None) and (shared._DFS[tkr].shape[0] > 0):
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shared._DFS[tkr].index = shared._DFS[tkr].index.tz_localize(None)
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if len(tickers) == 1:
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ticker = tickers[0]
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return shared._DFS[shared._ISINS.get(ticker, ticker)]
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try:
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data = _pd.concat(shared._DFS.values(), axis=1, sort=True,
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keys=shared._DFS.keys())
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except Exception:
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_realign_dfs()
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data = _pd.concat(shared._DFS.values(), axis=1, sort=True,
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keys=shared._DFS.keys())
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# switch names back to isins if applicable
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data.rename(columns=shared._ISINS, inplace=True)
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if group_by == 'column':
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data.columns = data.columns.swaplevel(0, 1)
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data.sort_index(level=0, axis=1, inplace=True)
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return data
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def _realign_dfs():
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idx_len = 0
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idx = None
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for df in shared._DFS.values():
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if len(df) > idx_len:
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idx_len = len(df)
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idx = df.index
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for key in shared._DFS.keys():
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try:
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shared._DFS[key] = _pd.DataFrame(
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index=idx, data=shared._DFS[key]).drop_duplicates()
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except Exception:
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shared._DFS[key] = _pd.concat([
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utils.empty_df(idx), shared._DFS[key].dropna()
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], axis=0, sort=True)
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# remove duplicate index
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shared._DFS[key] = shared._DFS[key].loc[
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~shared._DFS[key].index.duplicated(keep='last')]
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@_multitasking.task
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def _download_one_threaded(ticker, start=None, end=None,
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auto_adjust=False, back_adjust=False, repair=False,
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actions=False, progress=True, period="max",
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interval="1d", prepost=False, proxy=None,
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keepna=False, rounding=False, timeout=10):
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try:
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data = _download_one(ticker, start, end, auto_adjust, back_adjust, repair,
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actions, period, interval, prepost, proxy, rounding,
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keepna, timeout)
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except Exception as e:
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# glob try/except needed as current thead implementation breaks if exception is raised.
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shared._DFS[ticker] = utils.empty_df()
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shared._ERRORS[ticker] = repr(e)
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else:
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shared._DFS[ticker.upper()] = data
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if progress:
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shared._PROGRESS_BAR.animate()
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def _download_one(ticker, start=None, end=None,
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auto_adjust=False, back_adjust=False, repair=False,
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actions=False, period="max", interval="1d",
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prepost=False, proxy=None, rounding=False,
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keepna=False, timeout=10):
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return Ticker(ticker).history(
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period=period, interval=interval,
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start=start, end=end, prepost=prepost,
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actions=actions, auto_adjust=auto_adjust,
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back_adjust=back_adjust, repair=repair, proxy=proxy,
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rounding=rounding, keepna=keepna, timeout=timeout,
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debug=False, raise_errors=False # debug and raise_errors false to not log and raise errors in threads
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)
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