Bump version to 0.1.86

Backport #1169 (default start)

.github/ISSUE_TEMPLATE/bug_report.md

@@ -14,4 +14,7 @@ Before posting an issue - please upgrade to the latest version and confirm the i
 Upgrade using:
 `$ pip install yfinance --upgrade --no-cache-dir`
 
-Bug still there? Delete this content and submit your bug report here...
+Bug still there? Delete this content and submit your bug report here and provide the following, as best you can:
+
+- Simple code that reproduces your problem
+- The error message

CHANGELOG.rst

@@ -1,6 +1,43 @@
 Change Log
 ===========
 
+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
+
+0.1.80
+------
+- Fix `download(ignore_tz=True)` for single ticker #1097
+- Fix rare case of error "Cannot infer DST time" #1100
+
+0.1.79
+------
+- Fix when Yahoo returns price=NaNs on dividend day
+
+0.1.78
+------
+- Fix download() when different timezones #1085
+
 0.1.77
 ------
 - Fix user experience bug #1078

README.md

@@ -48,8 +48,6 @@ Yahoo! finance API is intended for personal use only.**
 
 The `Ticker` module, which allows you to access ticker data in a more Pythonic way:
 
-Note: yahoo finance datetimes are received as UTC.
-
 ```python
 import yfinance as yf
 
@@ -187,6 +185,11 @@ data = yf.download(  # or pdr.get_data_yahoo(...
         # (optional, default is '1d')
         interval = "1m",
 
+        # Whether to ignore timezone when aligning ticker data from 
+        # different timezones. Default is True. False may be useful for 
+        # minute/hourly data.
+        ignore_tz = False,
+
         # group by ticker (to access via data['SPY'])
         # (optional, default is 'column')
         group_by = 'ticker',
@@ -209,6 +212,18 @@ data = yf.download(  # or pdr.get_data_yahoo(...
     )
 ```
 
+### Timezone cache store
+
+When fetching price data, all dates are localized to stock exchange timezone. 
+But timezone retrieval is relatively slow, so yfinance attemps to cache them 
+in your users cache folder. 
+You can direct cache to use a different location with `set_tz_cache_location()`:
+```python
+import yfinance as yf
+yf.set_tz_cache_location("custom/cache/location")
+...
+```
+
 ### Managing Multi-Level Columns
 
 The following answer on Stack Overflow is for [How to deal with

test_yfinance.py

@@ -15,21 +15,83 @@ Sanity check for most common library uses all working
 
 import yfinance as yf
 import unittest
+import datetime
+
+session = None
+import requests_cache ; session = requests_cache.CachedSession("yfinance.cache", expire_after=24*60*60)
 
 symbols = ['MSFT', 'IWO', 'VFINX', '^GSPC', 'BTC-USD']
-tickers = [yf.Ticker(symbol) for symbol in symbols]
+tickers = [yf.Ticker(symbol, session=session) for symbol in symbols]
+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

yfinance/__init__.py

@@ -23,6 +23,7 @@ from . import version
 from .ticker import Ticker
 from .tickers import Tickers
 from .multi import download
+from .utils import set_tz_cache_location
 
 __version__ = version.version
 __author__ = "Ran Aroussi"
@@ -42,4 +43,4 @@ def pdr_override():
         pass
 
 
-__all__ = ['download', 'Ticker', 'Tickers', 'pdr_override']
+__all__ = ['download', 'Ticker', 'Tickers', 'pdr_override', 'set_tz_cache_location']

yfinance/base.py

@@ -150,17 +150,14 @@ class TickerBase():
 
         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 "many" not in kwargs and debug_mode:
+                    print('- %s: %s' % (self.ticker, err_msg))
+                return utils.empty_df()
 
             if end is None:
                 end = int(_time.time())
@@ -170,7 +167,8 @@ 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}
@@ -293,9 +291,6 @@ class TickerBase():
                 "chart"]["result"][0]["meta"]["priceHint"])
         quotes['Volume'] = quotes['Volume'].fillna(0).astype(_np.int64)
 
-        if not keepna:
-            quotes.dropna(inplace=True)
-
         # actions
         dividends, splits = utils.parse_actions(data["chart"]["result"][0])
 
@@ -316,35 +311,97 @@ class TickerBase():
         elif params["interval"] == "1h":
             pass
         else:
-            df.index = _pd.to_datetime(df.index.date).tz_localize(tz_exchange)
+            # 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.name = "Date"
 
         # duplicates and missing rows cleanup
-        df.dropna(how='all', inplace=True)
         df = df[~df.index.duplicated(keep='first')]
-
         self._history = df.copy()
-
         if not actions:
-            df.drop(columns=["Dividends", "Stock Splits"], inplace=True)
+            df = df.drop(columns=["Dividends", "Stock Splits"])
+        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 _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
-            utils.cache_store_tkr_tz(self.ticker, tkr_tz)
+            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:
@@ -422,9 +479,12 @@ 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
 
@@ -454,6 +514,29 @@ class TickerBase():
         except Exception:
             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'])
@@ -613,48 +696,6 @@ 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):
@@ -800,6 +841,10 @@ 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' \
@@ -898,8 +943,10 @@ 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

yfinance/multi.py

@@ -29,7 +29,7 @@ from . import Ticker, utils
 from . import shared
 
 
-def download(tickers, start=None, end=None, actions=False, threads=True,
+def download(tickers, start=None, end=None, actions=False, threads=True, ignore_tz=True, 
              group_by='column', auto_adjust=False, back_adjust=False, keepna=False,
              progress=True, period="max", show_errors=True, interval="1d", prepost=False,
              proxy=None, rounding=False, timeout=None, **kwargs):
@@ -63,6 +63,9 @@ def download(tickers, start=None, end=None, actions=False, threads=True,
             Download dividend + stock splits data. Default is False
         threads: bool / int
             How many threads to use for mass downloading. Default is True
+        ignore_tz: bool
+            When combining from different timezones, ignore that part of datetime.
+            Default is True
         proxy: str
             Optional. Proxy server URL scheme. Default is None
         rounding: bool
@@ -136,16 +139,21 @@ def download(tickers, start=None, end=None, actions=False, threads=True,
         print("\n".join(['- %s: %s' %
                          v for v in list(shared._ERRORS.items())]))
 
+    if ignore_tz:
+        for tkr in shared._DFS.keys():
+            if (shared._DFS[tkr] is not None) and (shared._DFS[tkr].shape[0]>0):
+                shared._DFS[tkr].index = shared._DFS[tkr].index.tz_localize(None)
+
     if len(tickers) == 1:
         ticker = tickers[0]
         return shared._DFS[shared._ISINS.get(ticker, ticker)]
 
     try:
-        data = _pd.concat(shared._DFS.values(), axis=1,
+        data = _pd.concat(shared._DFS.values(), axis=1, sort=True,
                           keys=shared._DFS.keys())
     except Exception:
         _realign_dfs()
-        data = _pd.concat(shared._DFS.values(), axis=1,
+        data = _pd.concat(shared._DFS.values(), axis=1, sort=True,
                           keys=shared._DFS.keys())
 
     # switch names back to isins if applicable

yfinance/utils.py

@@ -31,6 +31,9 @@ import sys as _sys
 import os as _os
 import appdirs as _ad
 
+from threading import Lock
+mutex = Lock()
+
 try:
     import ujson as _json
 except ImportError:
@@ -316,34 +319,52 @@ class ProgressBar:
 
 
 # Simple file cache of ticker->timezone:
+_cache_dp = None
 def get_cache_dirpath():
-    return _os.path.join(_ad.user_cache_dir(), "py-yfinance")
+    if _cache_dp is None:
+        dp = _os.path.join(_ad.user_cache_dir(), "py-yfinance")
+    else:
+        dp = _os.path.join(_cache_dp, "py-yfinance")
+    return dp
+def set_tz_cache_location(dp):
+    global _cache_dp
+    _cache_dp = dp
+
 def cache_lookup_tkr_tz(tkr):
     fp = _os.path.join(get_cache_dirpath(), "tkr-tz.csv")
     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()
 

yfinance/version.py

@@ -1 +1 @@
-version = "0.1.77"
+version = "0.1.86"