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51 Commits

Author SHA1 Message Date
ValueRaider
dfffa6a551 Bump version to 0.1.96 2022-12-20 20:50:01 +00:00
ValueRaider
787b89c269 Merge pull request #1258 from ranaroussi/r0.1/fix/info-not-caching
Another info[] fix for #1256
2022-12-20 20:48:27 +00:00
ValueRaider
882f8b3367 Another info[] fix for #1256 2022-12-19 22:50:12 +00:00
ValueRaider
338a94a8f3 Bump version to 0.1.95 2022-12-19 21:46:58 +00:00
ValueRaider
e108a543fa Merge pull request #1257 from ranaroussi/r0.1/fix/quotes-html-parsing
Fix quotes html parsing when missing root.App.main
2022-12-19 21:43:42 +00:00
ValueRaider
071c3937b5 Add 'G7W.DU' to test 2022-12-19 16:48:10 +00:00
ValueRaider
a279d06810 Fix quotes html parsing when missing root.App.main 2022-12-19 16:18:43 +00:00
ValueRaider
80db9dfe3c Bump version to 0.1.94 2022-12-19 11:17:51 +00:00
ValueRaider
6bb23e05c2 Fix delisted ticker info[] 2022-12-19 11:16:45 +00:00
ValueRaider
edf2f69b62 Bump version to 0.1.93 2022-12-18 22:16:28 +00:00
ValueRaider
ce4c2e457d Fix Ticker.shares 2022-12-18 22:15:44 +00:00
ValueRaider
4fc15251a0 Bump version to 0.1.92 2022-12-18 21:45:07 +00:00
ValueRaider
c4600d6bd9 Fix setup.py 2022-12-18 21:44:30 +00:00
ValueRaider
14a839582d Bump version to 0.1.91 2022-12-18 21:39:08 +00:00
ValueRaider
3ae0434567 Merge pull request #1255 from ranaroussi/fix/decode-Yahoo-encryption
Backport Yahoo decryption
2022-12-18 21:37:26 +00:00
ValueRaider
f24dab2f26 Add 'cryptography' requirement 2022-12-18 21:35:07 +00:00
ValueRaider
b47adf0a90 Backport Yahoo decryption 2022-12-18 20:42:03 +00:00
ValueRaider
3537ec3e4b Bump version to 0.1.90 2022-12-13 15:36:36 +00:00
ValueRaider
6a306b0353 Merge pull request #1237 from ranaroussi/r0.1/fix/lxml
Restore lxml dep, set min ver = 4.9.1
2022-12-13 15:35:12 +00:00
ValueRaider
6e3282badb Restore lxml dep, set min ver = 4.9.1 2022-12-13 15:03:13 +00:00
ValueRaider
829683ca02 Bump version to 0.1.89 2022-12-12 22:06:28 +00:00
ValueRaider
3011cb324d Bump version to 0.1.88 2022-12-12 22:04:02 +00:00
ValueRaider
366cfc0795 Merge pull request #1231 from ranaroussi/r0.1/fix/reqs
Bump pandas to 1.3.0 ; Remove unused lxml
2022-12-10 18:17:51 +00:00
ValueRaider
cbd4b924b8 Bump pandas to 1.3.0 ; Remove unused lxml 2022-12-10 14:25:07 +00:00
ValueRaider
56759e3f3c Bump version to 0.1.87 2022-11-16 12:38:10 +00:00
ValueRaider
c193428b38 Merge pull request #1163 from ranaroussi/patch/threads-print-deadlock
Fix disable prints inside threads (bpython deadlock)
2022-11-16 12:36:48 +00:00
ValueRaider
a625d9e9c5 Merge pull request #1176 from ranaroussi/patch/dst-nonexistent
Fix localizing midnight when non-existent (DST)
2022-11-16 12:33:54 +00:00
ValueRaider
36e80a73f7 Fix localizing midnight when non-existent (DST) 2022-11-16 12:28:29 +00:00
ValueRaider
cdae1cf226 Bump version to 0.1.86 2022-11-14 12:49:43 +00:00
ValueRaider
bca569318e Merge pull request #1170 from ranaroussi/patch/default-start
Backport #1169 (default start)
2022-11-13 11:52:51 +00:00
ValueRaider
d11cd85a66 Backport #1169 (default start) 2022-11-13 11:51:41 +00:00
ValueRaider
2d32a6e204 Merge pull request #1162 from ranaroussi/patch/tz-csv-error
Fix corrupt tkr-tz-csv halting code
2022-11-10 21:51:10 +00:00
ValueRaider
bad6456a44 Fix disable prints inside threads (bpython deadlock) 2022-11-10 18:30:34 +00:00
ValueRaider
1687ae66ab Fix corrupt tkr-tz-csv halting code 2022-11-10 14:19:21 +00:00
ValueRaider
ddc34348d9 Merge pull request #1142 from ranaroussi/patch-0.1/delisted-tkr-errors
Improve handling delisted tickers
2022-11-03 22:56:16 +00:00
ValueRaider
1d74cfeb19 Merge pull request #1141 from ranaroussi/patch-0.1/trailing-peg-ratio
Move get 'trailingPegRatio' into _get_info(), simplify & optimise
2022-11-03 22:55:39 +00:00
ValueRaider
1589d07b56 Move get 'trailingPegRatio' into _get_info(), simplify & optimise 2022-11-03 22:53:04 +00:00
ValueRaider
d261237320 Improve handling delisted tickers 2022-11-03 22:49:12 +00:00
ValueRaider
66af3080dd Bump version to 0.1.85 2022-11-03 19:04:45 +00:00
ValueRaider
9d396b9559 Merge pull request #1135 from ranaroussi/patch/unknown-ticker-timezone
Backport ticker tz verification for nice error
2022-11-02 15:18:26 +00:00
ValueRaider
23b6ad12c1 Backport ticker tz verification for nice error 2022-10-31 21:14:50 +00:00
ValueRaider
22131e9fc7 Merge pull request #1124 from Jossan84/main
Bugfix: Get logo url when no website exists
2022-10-27 22:34:18 +01:00
ValueRaider
e99e61f95a Bump version to 0.1.84 2022-10-26 00:12:29 +01:00
ValueRaider
a3fe95ea27 Make tz-cache thread-safe 2022-10-26 00:09:23 +01:00
ValueRaider
000cb70bcb Bump version to 0.1.83 2022-10-25 23:23:32 +01:00
ValueRaider
c8d9d06e75 Expose _fetch_ticker_tz() arguments 2022-10-25 23:21:56 +01:00
ValueRaider
a5e07a0375 Bump version to 0.1.82 2022-10-25 23:15:48 +01:00
ValueRaider
a0a12bcf4c Backport _fetch_ticker_tz() 2022-10-25 23:07:48 +01:00
Ran Aroussi
c49cf626bb Update bug_report.md 2022-10-24 11:37:15 +01:00
Ran Aroussi
fa6f3fc537 Update bug_report.md 2022-10-24 11:37:03 +01:00
Jose Manuel
42e5751705 Bugfix: Get logo url when no website exists 2022-09-19 13:54:56 +02:00
11 changed files with 419 additions and 127 deletions

View File

@@ -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

View File

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

View File

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

View File

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

View File

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

View File

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

View File

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

View File

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

View File

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

View File

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

View File

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