Version 0.2.62

sync dev -> main

.github/ISSUE_TEMPLATE/bug_report.yaml

@@ -54,7 +54,7 @@ body:
   - type: textarea
     id: debug-log
     attributes:
-      label: "Debug log"
+      label: "Debug log from yf.enable_debug_mode()"
       description: "Run code with debug logging enabled - `yf.enable_debug_mode()` - and post the full output. Context: https://github.com/ranaroussi/yfinance/tree/main#logging"
     validations:
       required: true
@@ -63,7 +63,7 @@ body:
     id: bad-data-proof
     attributes:
       label: "Bad data proof"
-      description: "If `yfinance` returning bad data, show proof here. Best is screenshot of finance.yahoo.com"
+      description: "If `yfinance` returning bad data, show proof of good data here. Best proof is screenshot of finance.yahoo.com"
     validations:
       required: false
 

.github/workflows/deploy_doc.yml

@@ -3,7 +3,8 @@ name: Build and Deploy Sphinx Docs
 on:
   push:
     branches:
-      - dev-documented
+      - main
+      # - dev-documented
   workflow_dispatch:
 
 jobs:

.github/workflows/pytest.yml.disabled

@@ -0,0 +1,35 @@
+name: Pytest
+
+on:
+  pull_request:
+    branches:
+      - master
+      - main
+      - dev
+
+jobs:
+  test:
+    runs-on: ubuntu-latest
+
+    steps:
+    - name: Checkout code
+      uses: actions/checkout@v3
+
+    - name: Set up Python
+      uses: actions/setup-python@v4
+      with:
+        python-version: "3.12"
+        cache: 'pip'
+
+    - name: Install dependencies
+      run: |
+        python -m pip install --upgrade pip
+        pip install -r requirements.txt pytest
+
+    - name: Run non-cache tests
+      run: pytest tests/ --ignore tests/test_cache.py --ignore tests/test_price_repair.py
+
+    - name: Run cache tests
+      run: |
+        pytest tests/test_cache.py::TestCache
+        pytest tests/test_cache.py::TestCacheNoPermission

.github/workflows/ruff.yml

@@ -9,5 +9,7 @@ jobs:
   ruff:
     runs-on: ubuntu-latest
     steps:
-      - uses: actions/checkout@v3
-      - uses: chartboost/ruff-action@v1
+      - uses: actions/checkout@v4
+      - uses: astral-sh/ruff-action@v3
+        with:
+          args: check . --exclude yfinance/pricing_pb2.py

CHANGELOG.rst

@@ -1,6 +1,90 @@
 Change Log
 ===========
 
+0.2.62
+------
+Fix prices 'period=max' sometimes failing  # 2509
+ISIN cache  #2516
+Proxy:
+- fix false 'proxy deprecated' messages
+- fix ISIN + proxy  #2514
+- replace print_once with warnings  #2523
+Error handling:
+- detect rate-limit during crumb fetch  #2491
+- replace requests.HTTPError with curl_cffi
+
+0.2.61
+------
+Fix ALL type hints in websocket #2493
+
+0.2.60
+------
+Fix cookie reuse, and handle DNS blocking fc.yahoo.com #2483
+Fixes for websocket:
+- relax protobuf version #2485
+- increase websockets version #2485
+- fix type hints #2488
+Fix predefined screen offset #2440
+
+0.2.59
+------
+Fix the fix for rate-limit #2452
+Feature: live price data websocket #2201
+
+0.2.58
+------
+Fix false rate-limit problem #2430
+Fix predefined screen size/count #2425
+
+0.2.57
+------
+Fix proxy msg & pass-thru #2418
+
+0.2.56
+------
+Features:
+- Ticker lookups #2364
+- Config #2391
+Fixes:
+- converting end epoch to localized dt #2378
+- info IndexError #2382
+- AttributeError: module 'requests.cookies' has no attribute 'update' #2388
+- fix_Yahoo_returning_live_separate() #2389
+
+0.2.55
+------
+Features
+- TTM financials #2321
+Fixes
+- info IndexError #2354
+- earnings dates TZ #2366
+- price repair tweaks & fixes #2368
+- history caching #2345
+- backup fetch TZ from info #2369
+Maintenance
+- log user agent #2326
+
+0.2.54
+------
+Hotfix user-agent #2277
+
+0.2.53
+------
+Fixes:
+- Fix: Failed to parse holders JSON data  #2234
+- Fix: Bad data in Holders #2244
+- Stop CSRF-cookie-fetch fail killing yfinance #2249
+- Fix Market Docs #2250
+- Fix: Broken "See also" links in documentation #2253
+- Fix: Interval check and error message formatting in multi.py #2256
+Improve:
+- Add pre- / post-stock prices (and other useful information) #2212
+- Warn user when use download() without specifying auto_adjust #2230
+- Refactor: Earnings Dates – Switch to API Fetching #2247
+- Improve prices div repair #2260
+Maintenance:
+- Add GitHub Actions workflow and fix failing tests #2233
+
 0.2.52
 ------
 Features:

CONTRIBUTING.md

@@ -0,0 +1,60 @@
+# Contributing
+
+yfinance relies on the community to investigate bugs and contribute code.
+
+This is a quick short guide, full guide at https://ranaroussi.github.io/yfinance/development/index.html
+
+## Branches
+
+YFinance uses a two-layer branch model:
+
+* **dev**: new features & most bug-fixes merged here, tested together, conflicts fixed, etc.
+* **main**: stable branch where PIP releases are created.
+
+## Running a branch
+
+```bash
+pip install git+ranaroussi/yfinance.git@dev  # <- dev branch
+```
+
+https://ranaroussi.github.io/yfinance/development/running.html
+
+### I'm a GitHub newbie, how do I contribute code?
+
+1. Fork this project. If already forked, remember to `Sync fork`
+
+2. Implement your change in your fork, ideally in a specific branch
+
+3. Create a [Pull Request](https://github.com/ranaroussi/yfinance/pulls), from your fork to this project. If addressing an Issue, link to it
+
+https://ranaroussi.github.io/yfinance/development/code.html
+
+## Documentation website
+
+The new docs website is generated automatically from code. https://ranaroussi.github.io/yfinance/index.html
+
+Remember to updates docs when you change code, and check docs locally.
+
+https://ranaroussi.github.io/yfinance/development/documentation.html
+
+## Git tricks
+
+Help keep the Git commit history and [network graph](https://github.com/ranaroussi/yfinance/network) compact:
+
+* got a long descriptive commit message? `git commit -m "short sentence summary" -m "full commit message"`
+
+* combine multiple commits into 1 with `git squash`
+
+* `git rebase` is your friend: change base branch, or "merge in" updates
+
+https://ranaroussi.github.io/yfinance/development/code.html#git-stuff
+
+## Unit tests
+
+Tests have been written using the built-in Python module `unittest`. Examples:
+
+* Run all tests: `python -m unittest discover -s tests`
+
+https://ranaroussi.github.io/yfinance/development/testing.html
+
+> See the [Developer Guide](https://ranaroussi.github.io/yfinance/development/contributing.html#GIT-STUFF) for more information.

README.md

@@ -1,51 +1,50 @@
+<img src="./doc/yfinance-gh-logo-dark.webp#gh-dark-mode-only" height="100">
+<img src="./doc/yfinance-gh-logo-light.webp#gh-light-mode-only" height="100">
+
 # Download market data from Yahoo! Finance's API
 
-<table border=1 cellpadding=10><tr><td>
-
-#### \*\*\* IMPORTANT LEGAL DISCLAIMER \*\*\*
-
----
-
-**Yahoo!, Y!Finance, and Yahoo! finance are registered trademarks of
-Yahoo, Inc.**
-
-yfinance is **not** affiliated, endorsed, or vetted by Yahoo, Inc. It's
-an open-source tool that uses Yahoo's publicly available APIs, and is
-intended for research and educational purposes.
-
-**You should refer to Yahoo!'s terms of use**
-([here](https://policies.yahoo.com/us/en/yahoo/terms/product-atos/apiforydn/index.htm),
-[here](https://legal.yahoo.com/us/en/yahoo/terms/otos/index.html), and
-[here](https://policies.yahoo.com/us/en/yahoo/terms/index.htm)) **for
-details on your rights to use the actual data downloaded. Remember - the
-Yahoo! finance API is intended for personal use only.**
-
-</td></tr></table>
-
----
-
 <a target="new" href="https://pypi.python.org/pypi/yfinance"><img border=0 src="https://img.shields.io/badge/python-2.7,%203.6+-blue.svg?style=flat" alt="Python version"></a>
 <a target="new" href="https://pypi.python.org/pypi/yfinance"><img border=0 src="https://img.shields.io/pypi/v/yfinance.svg?maxAge=60%" alt="PyPi version"></a>
 <a target="new" href="https://pypi.python.org/pypi/yfinance"><img border=0 src="https://img.shields.io/pypi/status/yfinance.svg?maxAge=60" alt="PyPi status"></a>
 <a target="new" href="https://pypi.python.org/pypi/yfinance"><img border=0 src="https://img.shields.io/pypi/dm/yfinance.svg?maxAge=2592000&label=installs&color=%2327B1FF" alt="PyPi downloads"></a>
-<a target="new" href="https://www.codefactor.io/repository/github/ranaroussi/yfinance"><img border=0 src="https://www.codefactor.io/repository/github/ranaroussi/yfinance/badge" alt="CodeFactor"></a>
 <a target="new" href="https://github.com/ranaroussi/yfinance"><img border=0 src="https://img.shields.io/github/stars/ranaroussi/yfinance.svg?style=social&label=Star&maxAge=60" alt="Star this repo"></a>
-<a target="new" href="https://twitter.com/aroussi"><img border=0 src="https://img.shields.io/twitter/follow/aroussi.svg?style=social&label=Follow&maxAge=60" alt="Follow me on twitter"></a>
+<a target="new" href="https://x.com/intent/follow?screen_name=aroussi"><img border=0 src="https://img.shields.io/twitter/follow/aroussi.svg?style=social&label=Follow&maxAge=60" alt="Follow me on twitter"></a>
+
+
 
 **yfinance** offers a Pythonic way to fetch financial & market data from [Yahoo!Ⓡ finance](https://finance.yahoo.com).
 
+---
+
+> [!IMPORTANT]  
+> **Yahoo!, Y!Finance, and Yahoo! finance are registered trademarks of Yahoo, Inc.**
+>
+> yfinance is **not** affiliated, endorsed, or vetted by Yahoo, Inc. It's an open-source tool that uses Yahoo's publicly available APIs, and is intended for research and educational purposes.
+> 
+> **You should refer to Yahoo!'s terms of use** ([here](https://policies.yahoo.com/us/en/yahoo/terms/product-atos/apiforydn/index.htm), [here](https://legal.yahoo.com/us/en/yahoo/terms/otos/index.html), and [here](https://policies.yahoo.com/us/en/yahoo/terms/index.htm)) **for details on your rights to use the actual data downloaded.
+>
+> Remember - the Yahoo! finance API is intended for personal use only.**
+
+---
+
+> [!TIP]
+> THE NEW DOCUMENTATION WEBSITE IS NOW LIVE! 🤘
+> 
+> Visit [**ranaroussi.github.io/yfinance**](https://ranaroussi.github.io/yfinance)
+
+---
+
 ## Main components
 
 - `Ticker`: single ticker data
 - `Tickers`: multiple tickers' data
 - `download`: download market data for multiple tickers
-- `Market`: get infomation about a market
+- `Market`: get information about a market
+- `WebSocket` and `AsyncWebSocket`: live streaming data
 - `Search`: quotes and news from search
 - `Sector` and `Industry`: sector and industry information
 - `EquityQuery` and `Screener`: build query to screen market
 
-## **NEW DOCUMENTATION WEBSITE**: [ranaroussi.github.io/yfinance](https://ranaroussi.github.io/yfinance/index.html)
-
 ## Installation
 
 Install `yfinance` from PYPI using `pip`:
@@ -54,11 +53,11 @@ Install `yfinance` from PYPI using `pip`:
 $ pip install yfinance
 ```
 
-The list of changes can be found in the [Changelog](https://github.com/ranaroussi/yfinance/blob/main/CHANGELOG.rst)
+### [yfinance relies on the community to investigate bugs and contribute code. Here's how you can help.](CONTRIBUTING.md)
 
-## Developers: want to contribute?
+---
 
-`yfinance` relies on community to investigate bugs, review code, and contribute code. Developer guide: https://github.com/ranaroussi/yfinance/discussions/1084
+![Star History Chart](https://api.star-history.com/svg?repos=ranaroussi/yfinance)
 
 ---
 

doc/source/advanced/caching.rst

@@ -1,47 +1,6 @@
 Caching
 =======
 
-Smarter Scraping
-----------------
-
-Install the `nospam` package to cache API calls and reduce spam to Yahoo:
-
-.. code-block:: bash
-
-   pip install yfinance[nospam]
-
-To use a custom `requests` session, pass a `session=` argument to
-the Ticker constructor. This allows for caching calls to the API as well as a custom way to modify requests via  the `User-agent` header.
-
-.. code-block:: python
-
-   import requests_cache
-   session = requests_cache.CachedSession('yfinance.cache')
-   session.headers['User-agent'] = 'my-program/1.0'
-   ticker = yf.Ticker('MSFT', session=session)
-   
-   # The scraped response will be stored in the cache
-   ticker.actions
-
-
-Combine `requests_cache` with rate-limiting to avoid triggering Yahoo's rate-limiter/blocker that can corrupt data.
-
-.. code-block:: python
-
-   from requests import Session
-   from requests_cache import CacheMixin, SQLiteCache
-   from requests_ratelimiter import LimiterMixin, MemoryQueueBucket
-   from pyrate_limiter import Duration, RequestRate, Limiter
-   class CachedLimiterSession(CacheMixin, LimiterMixin, Session):
-      pass
-
-   session = CachedLimiterSession(
-      limiter=Limiter(RequestRate(2, Duration.SECOND*5)),  # max 2 requests per 5 seconds
-      bucket_class=MemoryQueueBucket,
-      backend=SQLiteCache("yfinance.cache"),
-   )
-
-
 Persistent Cache
 ----------------
 

doc/source/advanced/config.rst

@@ -0,0 +1,15 @@
+******
+Config
+******
+
+`yfinance` has a new global config for sharing common values.
+
+Proxy
+-----
+
+Set proxy once in config, affects all yfinance data fetches.
+
+.. code-block:: python
+
+   import yfinance as yf
+   yf.set_config(proxy="PROXY_SERVER")

doc/source/advanced/index.rst

@@ -6,6 +6,6 @@ Advanced
    :maxdepth: 2
 
    logging
-   proxy
+   config
    caching
    multi_level_columns

doc/source/advanced/proxy.rst

@@ -1,11 +0,0 @@
-************
-Proxy Server
-************
-
-You can download data via a proxy:
-
-.. code-block:: python
-
-   msft = yf.Ticker("MSFT")
-   msft.history(..., proxy="PROXY_SERVER")
-

doc/source/conf.py

@@ -10,8 +10,8 @@ sys.path.insert(0, os.path.abspath('../..'))
 # -- Project information -----------------------------------------------------
 # https://www.sphinx-doc.org/en/master/usage/configuration.html#project-information
 
-project = 'yfinance - market data downloader'
-copyright = '2017-2019 Ran Aroussi'
+project = 'yfinance / Pythonic access to market data'
+copyright = '2017-2025 Ran Aroussi'
 author = 'Ran Aroussi'
 
 # -- General configuration ---------------------------------------------------
@@ -29,7 +29,8 @@ exclude_patterns = []
 autoclass_content = 'both'
 autosummary_generate = True
 autodoc_default_options = {
-    'exclude-members': '__init__'
+    'exclude-members': '__init__',
+    'members': True,
 }
 
 # -- Options for HTML output -------------------------------------------------
@@ -39,7 +40,11 @@ html_title = 'yfinance'
 html_theme = 'pydata_sphinx_theme'
 html_theme_options = {
     "github_url": "https://github.com/ranaroussi/yfinance",
-    "navbar_align": "left"
+    "navbar_align": "left",
+    "logo": {
+      "image_light": "_static/logo-light.webp",
+      "image_dark": "_static/logo-dark.webp"
+   }
 }
 html_static_path = ['_static']
 html_css_files = ['yfinance.css']

doc/source/development/code.rst

@@ -0,0 +1,90 @@
+****
+Code
+****
+
+To support rapid development without breaking stable versions, this project uses a two-layer branch model:
+
+.. image:: assets/branches.png
+   :alt: Branching Model
+
+`Inspiration <https://miro.medium.com/max/700/1*2YagIpX6LuauC3ASpwHekg.png>`_
+
+- **dev**: New features and some bug fixes are merged here. This branch allows collective testing, conflict resolution, and further stabilization before merging into the stable branch.
+- **main**: Stable branch where PIP releases are created.
+
+By default, branches target **main**, but most contributions should target **dev**. 
+
+**Exceptions**:
+Direct merges to **main** are allowed if:
+
+- `yfinance` is massively broken
+- Part of `yfinance` is broken, and the fix is simple and isolated
+- Not updating the code (e.g. docs)
+
+Creating your branch
+--------------------
+
+1. Fork the repository on GitHub. If already forked, remember to ``Sync fork``
+
+2. Clone your forked repository:
+
+   .. code-block:: bash
+
+      git clone https://github.com/{user}/{repo}.git
+
+3. Create a new branch for your feature or bug fix, from appropriate base branch:
+
+   .. code-block:: bash
+
+      git checkout {base e.g. dev}
+      git pull
+      git checkout -b {your branch}
+
+4. Make your changes, commit them, and push your branch to GitHub. To keep the commit history and `network graph <https://github.com/ranaroussi/yfinance/network>`_ compact, give your commits a very short summary then description:
+
+   .. code-block:: bash
+
+      git commit -m "short sentence summary" -m "full commit message"
+      # Long message can be multiple lines (tip: copy-paste)
+
+6. `Open a pull request on Github <https://github.com/ranaroussi/yfinance/pulls>`_.
+
+Running a branch
+----------------
+
+Please see `this page </development/running>`_.
+
+Git stuff
+---------
+
+- You might be asked to move your branch from ``main`` to ``dev``. This is a ``git rebase``. Remember to update **all** branches involved.
+
+  .. code-block:: bash
+
+     # update all branches:
+     git checkout main
+     git pull
+     git checkout dev
+     git pull
+     # rebase from main to dev:
+     git checkout {your branch}
+     git pull
+     git rebase --onto dev main {your branch}
+     git push --force-with-lease origin {your branch}
+
+- ``git rebase`` can also be used to update your branch with new commits from base, but without adding a commit to your branch history like git merge does. This keeps history clean and avoids future merge problems.
+
+  .. code-block:: bash
+
+     git checkout {base branch e.g. dev}
+     git pull
+     git checkout {your branch}
+     git rebase {base}
+     git push --force-with-lease origin {your branch}
+
+- ``git squash`` tiny or negligible commits with meaningful ones, or to combine successive related commits. `git squash guide <https://docs.gitlab.com/ee/topics/git/git_rebase.html#interactive-rebase>`_
+
+  .. code-block:: bash
+
+     git rebase -i HEAD~2
+     git push --force-with-lease origin {your branch}

doc/source/development/contributing.rst

@@ -1,109 +0,0 @@
-********************************
-Contributiong to yfinance
-********************************
-
-`yfinance` relies on the community to investigate bugs and contribute code. Here’s how you can help:
-
-Contributing
-------------
-
-1. Fork the repository on GitHub.
-2. Clone your forked repository:
-
-   .. code-block:: bash
-
-      git clone https://github.com/your-username/yfinance.git
-
-3. Create a new branch for your feature or bug fix:
-
-   .. code-block:: bash
-
-      git checkout -b feature-branch-name
-
-4. Make your changes, commit them, and push your branch to GitHub. To keep the commit history and `network graph <https://github.com/ranaroussi/yfinance/network>`_ compact:
-
-   Use short summaries for commits
-
-   .. code-block:: shell
-
-      git commit -m "short summary" -m "full commit message"
-
-   **Squash** tiny or negligible commits with meaningful ones.
-
-   .. code-block:: shell
-
-      git rebase -i HEAD~2
-      git push --force-with-lease origin <branch-name>
-
-5. Open a pull request on the `yfinance` GitHub page.
-
-For more information, see the `Developer Guide <https://github.com/ranaroussi/yfinance/discussions/1084>`_.
-
-Branches
----------
-
-To support rapid development without breaking stable versions, this project uses a two-layer branch model:
-
-.. image:: assets/branches.png
-   :alt: Branching Model
-
-`Inspiration <https://miro.medium.com/max/700/1*2YagIpX6LuauC3ASpwHekg.png>`_
-
-- **dev**: New features and some bug fixes are merged here. This branch allows collective testing, conflict resolution, and further stabilization before merging into the stable branch.
-- **main**: Stable branch where PIP releases are created.
-
-By default, branches target **main**, but most contributions should target **dev**. 
-
-**Exceptions**:
-Direct merges to **main** are allowed if:
-
-- `yfinance` is massively broken
-- Part of `yfinance` is broken, and the fix is simple and isolated
-
-Unit Tests
-----------
-
-Tests are written using Python’s `unittest` module. Here are some ways to run tests:
-
-- **Run all price tests**:
-
-  .. code-block:: shell
-
-     python -m unittest tests.test_prices
-
-- **Run a subset of price tests**:
-
-  .. code-block:: shell
-
-     python -m unittest tests.test_prices.TestPriceRepair
-
-- **Run a specific test**:
-
-  .. code-block:: shell
-
-     python -m unittest tests.test_prices.TestPriceRepair.test_ticker_missing
-
-- **Run all tests**:
-
-  .. code-block:: shell
-
-     python -m unittest discover -s tests
-
-Rebasing
---------------
-
-If asked to move your branch from **main** to **dev**:
-
-1. Ensure all relevant branches are pulled.
-2. Run:
-
-   .. code-block:: shell
-
-      git checkout <your-branch>
-      git rebase --onto dev main <branch-name>
-      git push --force-with-lease origin <branch-name>
-
-Running the GitHub Version of yfinance
---------------------------------------
-
-To download and run a GitHub version of `yfinance`, refer to `GitHub discussion <https://github.com/ranaroussi/yfinance/discussions/1080>`_

doc/source/development/documentation.rst

@@ -1,15 +1,15 @@
-*************************************
-Contribution to the documentation
-*************************************
+*************
+Documentation
+*************
 
 .. contents:: Documentation:
    :local:
 
 About documentation
-------------------------
+-------------------
 * yfinance documentation is written in reStructuredText (rst) and built using Sphinx.
-* The documentation file is in `doc/source/..`.
-* Most of the notes under API References read from class and methods docstrings. These documentations, found in `doc/source/reference/api` is autogenerated by Sphinx and not included in git.
+* The documentation file is in ``doc/source/..``.
+* Most of the notes under API References read from class and methods docstrings. These documentations, found in ``doc/source/reference/api`` is autogenerated by Sphinx and not included in git.
 
 Building documentation locally
 -------------------------------
@@ -17,30 +17,38 @@ To build the documentation locally, follow these steps:
 
 1. **Install Required Dependencies**:
 
-   * Make sure `Sphinx` and any other dependencies are installed. If a `requirements.txt` file is available, you can install dependencies by running:
-   
-   .. code-block:: console
+   * Make sure ``Sphinx`` and any other dependencies are installed. If a ``requirements.txt`` file is available, you can install dependencies by running:
+
+   .. code-block:: bash
 
       pip install -r requirements.txt
-   
+      pip install Sphinx==8.0.2 pydata-sphinx-theme==0.15.4 Jinja2==3.1.4 sphinx-copybutton==0.5.2
+  
 
 2. **Build with Sphinx**:
     
    * After dependencies are installed, use the sphinx-build command to generate HTML documentation. 
-   * Go to `doc/` directory Run:
+   * Go to ``doc/`` directory Run:
 
-   .. code-block:: console
+   .. code-block:: bash
 
-      make clean && make html 
+      sphinx-build -b html doc/source doc/_build/html
 
 3. **View Documentation Locally**:
 
-   * Open `doc/build/html/index.html` in the browser to view the generated documentation.
+   .. code-block:: bash
 
-Building documentation on main 
--------------------------------
-The documentation updates are built on merge to `main` branch. This is done via GitHub Actions workflow based on `/yfinance/.github/workflows/deploy_doc.yml`.
+      python -m http.server -d ./doc/_build/html
 
-1. Reivew the changes locally and push to `dev`.
+   Then open "localhost:8000" in browser
 
-2. When `dev` gets merged to `main`, GitHub Actions workflow is automated to build documentation.
+
+Publishing documentation
+------------------------
+
+Merge into ``main`` branch triggers auto-generating documentation by action ``.github/workflows/deploy_doc.yml``.
+This publishes the generated HTML into branch ``documentation``.
+
+1. Review the changes locally and push to ``dev``.
+
+2. When ``dev`` gets merged to ``main``, GitHub Actions workflow is automated to build documentation.

doc/source/development/index.rst

@@ -2,9 +2,12 @@
 Development
 ===========
 
+yfinance relies on the community to investigate bugs and contribute code. Here's how you can help:
+
 .. toctree::
    :maxdepth: 1
 
-   contributing
+   code
+   running
    documentation
-   reporting_bug
+   testing

doc/source/development/reporting_bug.rst

@@ -1,5 +0,0 @@
-********************************
-Reporting a Bug
-********************************
-
-Open a new issue on our `GitHub <https://github.com/ranaroussi/yfinance/issues>`_.

doc/source/development/running.rst

@@ -0,0 +1,62 @@
+Running a branch
+================
+
+With PIP
+--------
+
+.. code-block:: bash
+
+   pip install git+https://github.com/{user}/{repo}.git@{branch}
+
+E.g.:
+
+.. code-block:: bash
+
+   pip install git+https://github.com/ranaroussi/yfinance.git@feature/name
+
+With Git
+--------
+
+1: Download from GitHub:
+
+.. code-block:: bash
+    git clone https://github.com/{user}/{repo}.git
+    pip install -r ./yfinance/requirements.txt
+
+Or if a specific branch:
+
+.. code-block:: bash
+    git clone -b {branch} https://github.com/{user}/{repo}.git
+    pip install -r ./yfinance/requirements.txt
+
+.. NOTE::
+    Only do the next part if you are installing globally
+
+    If you are installing for 1 specific project, then you can skip this step
+    and just `git clone` in the project directory
+
+2. Add download location to Python search path
+
+Two different ways, choose one:
+
+1) Add path to ``PYTHONPATH`` environment variable
+
+2) Add to top of Python file: 
+.. code-block:: python
+    import sys
+    sys.path.insert(0, "path/to/downloaded/yfinance")
+
+
+3: Verify
+
+.. code-block:: python
+    import yfinance
+    print(yfinance)
+
+Output should be:
+
+`<module 'yfinance' from 'path/to/downloaded/yfinance/yfinance/__init__.py'>`
+
+If output looks like this then you did step 2 wrong
+
+`<module 'yfinance' from '.../lib/python3.10/site-packages/yfinance/__init__.py'>`

doc/source/development/testing.rst

@@ -0,0 +1,50 @@
+Unit Tests
+----------
+
+Tests are written using Python's `unittest` module. Here are some ways to run tests:
+
+- **Run all price tests**:
+
+  .. code-block:: bash
+
+     python -m unittest tests.test_prices
+
+- **Run a subset of price tests**:
+
+  .. code-block:: bash
+
+     python -m unittest tests.test_prices.TestPriceRepair
+
+- **Run a specific test**:
+
+  .. code-block:: bash
+
+     python -m unittest tests.test_prices_repair.TestPriceRepair.test_ticker_missing
+
+- **General command**:
+
+  ..code-block:: bash
+
+     python -m unittest tests.{file}.{class}.{method}
+
+- **Run all tests**:
+
+  .. code-block:: bash
+
+     python -m unittest discover -s tests
+
+.. note::
+
+    The tests are currently failing already
+
+    Standard result:
+
+    **Failures:** 11
+
+    **Errors:** 93
+
+    **Skipped:** 1
+
+.. seealso::
+
+    See the ` ``unittest`` module <https://docs.python.org/3/library/unittest.html>`_ for more information.

doc/source/reference/examples/live_async.py

@@ -0,0 +1,23 @@
+import asyncio
+import yfinance as yf
+
+# define your message callback
+def message_handler(message):
+    print("Received message:", message)
+
+async def main():
+    # =======================
+    # With Context Manager
+    # =======================
+    async with yf.AsyncWebSocket() as ws:
+        await ws.subscribe(["AAPL", "BTC-USD"])
+        await ws.listen()
+
+    # =======================
+    # Without Context Manager
+    # =======================
+    ws = yf.AsyncWebSocket()
+    await ws.subscribe(["AAPL", "BTC-USD"])
+    await ws.listen()
+
+asyncio.run(main())

doc/source/reference/examples/live_sync.py

@@ -0,0 +1,19 @@
+import yfinance as yf
+
+# define your message callback
+def message_handler(message):
+    print("Received message:", message)
+
+# =======================
+# With Context Manager
+# =======================
+with yf.WebSocket() as ws:
+    ws.subscribe(["AAPL", "BTC-USD"])
+    ws.listen(message_handler)
+
+# =======================
+# Without Context Manager
+# =======================
+ws = yf.WebSocket()
+ws.subscribe(["AAPL", "BTC-USD"])
+ws.listen(message_handler)

doc/source/reference/examples/lookup.py

@@ -0,0 +1,33 @@
+import yfinance as yf
+
+# Get All
+all = yf.Lookup("AAPL").all
+all = yf.Lookup("AAPL").get_all(count=100)
+
+# Get Stocks
+stock = yf.Lookup("AAPL").stock
+stock = yf.Lookup("AAPL").get_stock(count=100)
+
+# Get Mutual Funds
+mutualfund = yf.Lookup("AAPL").mutualfund
+mutualfund = yf.Lookup("AAPL").get_mutualfund(count=100)
+
+# Get ETFs
+etf = yf.Lookup("AAPL").etf
+etf = yf.Lookup("AAPL").get_etf(count=100)
+
+# Get Indices
+index = yf.Lookup("AAPL").index
+index = yf.Lookup("AAPL").get_index(count=100)
+
+# Get Futures
+future = yf.Lookup("AAPL").future
+future = yf.Lookup("AAPL").get_future(count=100)
+
+# Get Currencies
+currency = yf.Lookup("AAPL").currency
+currency = yf.Lookup("AAPL").get_currency(count=100)
+
+# Get Cryptocurrencies
+cryptocurrency = yf.Lookup("AAPL").cryptocurrency
+cryptocurrency = yf.Lookup("AAPL").get_cryptocurrency(count=100)

doc/source/reference/examples/ticker.py

@@ -20,3 +20,6 @@ dat.info
 
 # analysis
 dat.analyst_price_targets
+
+# websocket
+dat.live()

doc/source/reference/examples/tickers.py

@@ -5,4 +5,7 @@ tickers = yf.Tickers('msft aapl goog')
 # access each ticker using (example)
 tickers.tickers['MSFT'].info
 tickers.tickers['AAPL'].history(period="1mo")
-tickers.tickers['GOOG'].actions
+tickers.tickers['GOOG'].actions
+
+# websocket
+tickers.live()

doc/source/reference/index.rst

@@ -15,14 +15,18 @@ The following are the publicly available classes, and functions exposed by the `
 
 - :attr:`Ticker <yfinance.Ticker>`: Class for accessing single ticker data.
 - :attr:`Tickers <yfinance.Tickers>`: Class for handling multiple tickers.
-- :attr:`MarketSummary <yfinance.MarketSummary>`: Class for accessing market summary.
+- :attr:`Market <yfinance.Market>`: Class for accessing market summary.
+- :attr:`download <yfinance.download>`: Function to download market data for multiple tickers.
 - :attr:`Search <yfinance.Search>`: Class for accessing search results.
+- :attr:`Lookup <yfinance.Lookup>`: Class for looking up tickers.
+- :class:`WebSocket <yfinance.WebSocket>`: Class for synchronously streaming live market data.
+- :class:`AsyncWebSocket <yfinance.AsyncWebSocket>`: Class for asynchronously streaming live market data.
 - :attr:`Sector <yfinance.Sector>`: Domain class for accessing sector information.
 - :attr:`Industry <yfinance.Industry>`: Domain class for accessing industry information.
-- :attr:`download <yfinance.download>`: Function to download market data for multiple tickers.
-- :attr:`EquityOperation <yfinance.EquityOperation>`: Class to build equity market operation.
-- :attr:`Query <yfinance.Query>`: Class to build query.
-- :attr:`Screener <yfinance.Screener>`: Class to screen the market using defined query.
+- :attr:`Market <yfinance.Market>`: Class for accessing market status & summary.
+- :attr:`EquityQuery <yfinance.EquityQuery>`: Class to build equity query filters.
+- :attr:`FundQuery <yfinance.FundQuery>`: Class to build fund query filters.
+- :attr:`screen <yfinance.screen>`: Run equity/fund queries.
 - :attr:`enable_debug_mode <yfinance.enable_debug_mode>`: Function to enable debug mode for logging.
 - :attr:`set_tz_cache_location <yfinance.set_tz_cache_location>`: Function to set the timezone cache location.
 
@@ -33,10 +37,13 @@ The following are the publicly available classes, and functions exposed by the `
 
    yfinance.ticker_tickers
    yfinance.stock
+   yfinance.market
    yfinance.financials
    yfinance.analysis
-   yfinance.marketsummary
+   yfinance.market
    yfinance.search
+   yfinance.lookup
+   yfinance.websocket
    yfinance.sector_industry
    yfinance.screener
    yfinance.functions

doc/source/reference/yfinance.financials.rst

@@ -10,12 +10,16 @@ Financials
 
    get_income_stmt
    income_stmt
+   quarterly_income_stmt
+   ttm_income_stmt
 
    get_balance_sheet
    balance_sheet
 
    get_cashflow
    cashflow
+   quarterly_cashflow
+   ttm_cashflow
 
    get_earnings
    earnings

doc/source/reference/yfinance.market.rst

@@ -1,16 +1,41 @@
 =====================
-Market Summary
+Market
 =====================
+
 .. currentmodule:: yfinance
+
+
 Class
 ------------
 The `Market` class, allows you to access market data in a Pythonic way.
+
 .. autosummary::
    :toctree: api/
+
    Market
 
 Market Sample Code
---------------------------
-The `Market` class, allows you to access market summary data in a Pythonic way.
+------------------
+
 .. literalinclude:: examples/market.py
-   :language: python
+   :language: python
+
+
+Markets
+------------
+There are 8 different markets available in Yahoo Finance.
+
+* US
+* GB
+
+\ 
+
+* ASIA
+* EUROPE
+
+\ 
+
+* RATES
+* COMMODITIES
+* CURRENCIES
+* CRYPTOCURRENCIES

doc/source/reference/yfinance.search.rst

@@ -1,5 +1,5 @@
 =====================
-Search & News
+Search & Lookup
 =====================
 
 .. currentmodule:: yfinance
@@ -14,9 +14,21 @@ The `Search` module, allows you to access search data in a Pythonic way.
 
    Search
 
-Search Sample Code
+The `Lookup` module, allows you to look up tickers in a Pythonic way.
+
+.. autosummary::
+   :toctree: api/
+
+   Lookup
+
+Sample Code
 ------------------
 The `Search` module, allows you to access search data in a Pythonic way.
 
 .. literalinclude:: examples/search.py
    :language: python
+
+The `Lookup` module, allows you to look up tickers in a Pythonic way.
+
+.. literalinclude:: examples/lookup.py
+   :language: python

doc/source/reference/yfinance.websocket.rst

@@ -0,0 +1,46 @@
+=====================
+WebSocket
+=====================
+
+.. currentmodule:: yfinance
+
+The `WebSocket` module allows you to stream live price data from Yahoo Finance using both synchronous and asynchronous clients.
+
+Classes
+------------
+
+.. autosummary::
+   :toctree: api/
+
+   WebSocket
+   AsyncWebSocket
+
+Synchronous WebSocket
+----------------------
+
+The `WebSocket` class provides a synchronous interface for subscribing to price updates.
+
+Sample Code:
+
+.. literalinclude:: examples/live_sync.py
+   :language: python
+
+Asynchronous WebSocket
+-----------------------
+
+The `AsyncWebSocket` class provides an asynchronous interface for subscribing to price updates.
+
+Sample Code:
+
+.. literalinclude:: examples/live_async.py
+   :language: python
+
+.. note::
+    If you're running asynchronous code in a Jupyter notebook, you may encounter issues with event loops. To resolve this, you need to import and apply `nest_asyncio` to allow nested event loops.
+
+    Add the following code before running asynchronous operations:
+
+    .. code-block:: python
+
+        import nest_asyncio
+        nest_asyncio.apply()

meta.yaml

@@ -1,5 +1,5 @@
 {% set name = "yfinance" %}
-{% set version = "0.2.52" %}
+{% set version = "0.2.62" %}
 
 package:
   name: "{{ name|lower }}"
@@ -26,8 +26,8 @@ requirements:
     - frozendict >=2.3.4
     - beautifulsoup4 >=4.11.1
     - html5lib >=1.1
+    - curl_cffi >=0.7
     - peewee >=3.16.2
-    # - pycryptodome >=3.6.6
     - pip
     - python
 
@@ -42,8 +42,8 @@ requirements:
     - frozendict >=2.3.4
     - beautifulsoup4 >=4.11.1
     - html5lib >=1.1
+    - curl_cffi >=0.7
     - peewee >=3.16.2
-    # - pycryptodome >=3.6.6
     - python
 
 test:

requirements.txt

@@ -2,13 +2,14 @@ pandas>=1.3.0
 numpy>=1.16.5
 requests>=2.31
 multitasking>=0.0.7
-lxml>=4.9.1
 platformdirs>=2.0.0
 pytz>=2022.5
 frozendict>=2.3.4
 beautifulsoup4>=4.11.1
-html5lib>=1.1
 peewee>=3.16.2
 requests_cache>=1.0
 requests_ratelimiter>=0.3.1
-scipy>=1.6.3
+scipy>=1.6.3
+curl_cffi>=0.7
+protobuf>=3.19.0
+websockets>=13.0

setup.py

@@ -61,13 +61,19 @@ setup(
     packages=find_packages(exclude=['contrib', 'docs', 'tests', 'examples']),
     install_requires=['pandas>=1.3.0', 'numpy>=1.16.5',
                       'requests>=2.31', 'multitasking>=0.0.7',
-                      'lxml>=4.9.1', 'platformdirs>=2.0.0', 'pytz>=2022.5',
+                      'platformdirs>=2.0.0', 'pytz>=2022.5',
                       'frozendict>=2.3.4', 'peewee>=3.16.2',
-                      'beautifulsoup4>=4.11.1', 'html5lib>=1.1'],
+                      'beautifulsoup4>=4.11.1', 'curl_cffi>=0.7',
+                      'protobuf>=3.19.0', 'websockets>=13.0'],
     extras_require={
         'nospam': ['requests_cache>=1.0', 'requests_ratelimiter>=0.3.1'],
         'repair': ['scipy>=1.6.3'],
     },
+    # Include protobuf files for websocket support
+    package_data={
+        'yfinance': ['pricing.proto', 'pricing_pb2.py'],
+    },
+    include_package_data=True,
     # Note: Pandas.read_html() needs html5lib & beautifulsoup4
     entry_points={
         'console_scripts': [

tests/context.py

@@ -5,10 +5,8 @@ import datetime as _dt
 import sys
 import os
 import yfinance
-from requests import Session
-from requests_cache import CacheMixin, SQLiteCache
-from requests_ratelimiter import LimiterMixin, MemoryQueueBucket
-from pyrate_limiter import Duration, RequestRate, Limiter
+# from requests_ratelimiter import LimiterSession
+# from pyrate_limiter import Duration, RequestRate, Limiter
 
 _parent_dp = os.path.abspath(os.path.join(os.path.dirname(__file__), '..'))
 _src_dp = _parent_dp
@@ -27,19 +25,24 @@ if os.path.isdir(testing_cache_dirpath):
         import shutil
         shutil.rmtree(testing_cache_dirpath)
 
+# Since switching to curl_cffi, the requests_ratelimiter|cache won't work.
+session_gbl = None
 
-# Setup a session to rate-limit and cache persistently:
-class CachedLimiterSession(CacheMixin, LimiterMixin, Session):
-    pass
-history_rate = RequestRate(1, Duration.SECOND*2)
-limiter = Limiter(history_rate)
-cache_fp = os.path.join(testing_cache_dirpath, "unittests-cache")
-session_gbl = CachedLimiterSession(
-    limiter=limiter,
-    bucket_class=MemoryQueueBucket,
-    backend=SQLiteCache(cache_fp, expire_after=_dt.timedelta(hours=1)),
-)
-# Use this instead if only want rate-limiting:
-# from requests_ratelimiter import LimiterSession
+# # Setup a session to only rate-limit
+# history_rate = RequestRate(1, Duration.SECOND)
+# limiter = Limiter(history_rate)
 # session_gbl = LimiterSession(limiter=limiter)
 
+# # Use this instead if you also want caching:
+# from requests_cache import CacheMixin, SQLiteCache
+# from requests_ratelimiter import LimiterMixin
+# from requests import Session
+# from pyrate_limiter import MemoryQueueBucket
+# class CachedLimiterSession(CacheMixin, LimiterMixin, Session):
+#     pass
+# cache_fp = os.path.join(testing_cache_dirpath, "unittests-cache")
+# session_gbl = CachedLimiterSession(
+#     limiter=limiter,
+#     bucket_class=MemoryQueueBucket,
+#     backend=SQLiteCache(cache_fp, expire_after=_dt.timedelta(hours=1)),
+# )

tests/data/KWS-L-1d-bad-div-fixed.csv

@@ -1,725 +0,0 @@
-Datetime,Open,High,Low,Close,Adj Close,Volume,Dividends,Stock Splits,Repaired?
-2022-01-04 00:00:00+00:00,29.46,29.98,28.52,28.66,20.53276113953462,169521.0,0.0,0.0,True
-2022-01-05 00:00:00+00:00,30.0,30.0,28.46,28.900000000000002,20.70470257643437,128698.0,0.0,0.0,True
-2022-01-06 00:00:00+00:00,28.2,28.560000000000002,27.5,27.82,19.930963478279654,374659.0,0.0,0.0,True
-2022-01-07 00:00:00+00:00,28.3,28.3,27.400000000000002,27.46,19.67305220029865,80410.0,0.0,0.0,True
-2022-01-10 00:00:00+00:00,28.16,28.240000000000002,26.2,26.580000000000002,19.042597925349927,135881.0,0.0,0.0,True
-2022-01-11 00:00:00+00:00,25.92,27.060000000000002,25.92,26.72,19.142895195909453,71414.0,0.0,0.0,True
-2022-01-12 00:00:00+00:00,26.72,26.96,26.060000000000002,26.8,19.200210178034187,68611.0,0.0,0.0,True
-2022-01-13 00:00:00+00:00,26.72,27.3239990234375,26.6,27.2,19.486779824446177,155917.0,0.0,0.0,True
-2022-01-14 00:00:00+00:00,27.52,27.52,26.36,26.560000000000002,19.028270495871666,66402.0,0.0,0.0,True
-2022-01-17 00:00:00+00:00,27.02,27.22,26.28,27.22,19.50111251813613,60092.0,0.0,0.0,True
-2022-01-18 00:00:00+00:00,27.66,27.66,26.0,26.86,19.243195975943426,128385.0,0.0,0.0,True
-2022-01-19 00:00:00+00:00,27.0,27.46,26.7,27.2,19.486779824446177,75141.0,0.0,0.0,True
-2022-01-20 00:00:00+00:00,26.900000000000002,27.7,26.81172119140625,27.54,19.730365427686156,99304.0,0.0,0.0,True
-2022-01-21 00:00:00+00:00,27.26,27.88,26.214208984375002,26.38,18.89931310214393,123570.0,0.0,0.0,True
-2022-01-24 00:00:00+00:00,26.14,26.261599121093752,24.72,24.88,17.824671663887276,148794.0,0.0,0.0,True
-2022-01-25 00:00:00+00:00,24.92,25.2,24.580000000000002,24.580000000000002,17.609746183815513,94318.0,0.0,0.0,True
-2022-01-26 00:00:00+00:00,25.52,25.52,24.400000000000002,24.66,17.667057656465794,265198.0,0.0,0.0,True
-2022-01-27 00:00:00+00:00,24.66,25.12669921875,24.400000000000002,24.82,17.78168762071526,248811.0,0.0,0.0,True
-2022-01-28 00:00:00+00:00,24.7,24.88,24.1,24.32,17.4234773174375,146209.0,0.0,0.0,True
-2022-01-31 00:00:00+00:00,25.3,25.46,24.3,25.2,18.05392983764899,495745.0,0.0,0.0,True
-2022-02-01 00:00:00+00:00,25.580000000000002,26.78,25.580000000000002,26.7,19.128567766431193,426366.0,0.0,0.0,True
-2022-02-02 00:00:00+00:00,25.5,27.28,25.5,26.38,18.89931310214393,134118.0,0.0,0.0,True
-2022-02-03 00:00:00+00:00,26.28,26.3639990234375,24.82,24.88,17.824671663887276,168782.0,0.0,0.0,True
-2022-02-04 00:00:00+00:00,24.6,25.14,24.400000000000002,24.76,17.738701822806014,110543.0,0.0,0.0,True
-2022-02-07 00:00:00+00:00,25.04,25.04,24.54,24.54,17.581089570121758,163853.0,0.0,0.0,True
-2022-02-08 00:00:00+00:00,24.64,24.64,23.8,24.12,17.280188984757043,146007.0,0.0,0.0,True
-2022-02-09 00:00:00+00:00,24.5,24.98,24.3,24.7,17.695716024896768,130747.0,0.0,0.0,True
-2022-02-10 00:00:00+00:00,24.52,24.7,24.080000000000002,24.46,17.523774587997018,113862.0,0.0,0.0,True
-2022-02-11 00:00:00+00:00,24.5,24.72,24.1,24.42,17.49511797430327,87108.0,0.0,0.0,True
-2022-02-14 00:00:00+00:00,24.42,24.42,23.34,23.98,17.179889959460297,79188.0,0.0,0.0,True
-2022-02-15 00:00:00+00:00,23.86,24.560000000000002,23.54,24.22,17.35183139636004,175846.0,0.0,0.0,True
-2022-02-16 00:00:00+00:00,24.580000000000002,24.580000000000002,23.76,23.98,17.179889959460297,62392.0,0.0,0.0,True
-2022-02-17 00:00:00+00:00,24.78,24.78,23.86,23.86,17.09392011837903,111791.0,0.0,0.0,True
-2022-02-18 00:00:00+00:00,23.84,23.94760009765625,23.36,23.48,16.821676146708075,61467.0,0.0,0.0,True
-2022-02-21 00:00:00+00:00,23.46,23.64919921875,22.82,23.080000000000002,16.53510474555885,71820.0,0.0,0.0,True
-2022-02-22 00:00:00+00:00,24.18,24.18,22.54,23.38,16.75003373510507,75721.0,0.0,0.0,True
-2022-02-23 00:00:00+00:00,23.78,24.04,23.02,23.02,16.492122457124065,122317.0,0.0,0.0,True
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tests/data/KWS-L-1d-bad-div.csv

@@ -1,725 +0,0 @@
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tests/data/SOLB-BR-1d-bad-div-fixed.csv

@@ -1,741 +0,0 @@
-Datetime,Open,High,Low,Close,Adj Close,Volume,Dividends,Stock Splits,Repaired?
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tests/data/SOLB-BR-1d-bad-div.csv

@@ -1,741 +0,0 @@
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-2024-09-20 00:00:00+02:00,34.599998474121094,34.599998474121094,33.93000030517578,34.279998779296875,34.279998779296875,547234,0.0,0.0
-2024-09-23 00:00:00+02:00,34.22999954223633,34.68000030517578,34.11000061035156,34.369998931884766,34.369998931884766,148293,0.0,0.0
-2024-09-24 00:00:00+02:00,34.709999084472656,35.13999938964844,34.279998779296875,34.279998779296875,34.279998779296875,214647,0.0,0.0
-2024-09-25 00:00:00+02:00,34.279998779296875,34.83000183105469,33.58000183105469,33.58000183105469,33.58000183105469,194543,0.0,0.0
-2024-09-26 00:00:00+02:00,34.0,34.119998931884766,33.650001525878906,34.119998931884766,34.119998931884766,198143,0.0,0.0
-2024-09-27 00:00:00+02:00,34.2400016784668,35.02000045776367,34.130001068115234,34.63999938964844,34.63999938964844,196448,0.0,0.0
-2024-09-30 00:00:00+02:00,34.150001525878906,35.45000076293945,34.0,35.20000076293945,35.20000076293945,261067,0.0,0.0
-2024-10-01 00:00:00+02:00,35.20000076293945,35.88999938964844,35.18000030517578,35.61000061035156,35.61000061035156,218502,0.0,0.0
-2024-10-02 00:00:00+02:00,35.61000061035156,36.810001373291016,35.45000076293945,36.310001373291016,36.310001373291016,185328,0.0,0.0
-2024-10-03 00:00:00+02:00,36.22999954223633,36.619998931884766,36.209999084472656,36.310001373291016,36.310001373291016,246827,0.0,0.0
-2024-10-04 00:00:00+02:00,36.209999084472656,37.560001373291016,36.13999938964844,37.5099983215332,37.5099983215332,298766,0.0,0.0
-2024-10-07 00:00:00+02:00,37.5,37.5099983215332,36.47999954223633,36.91999816894531,36.91999816894531,161195,0.0,0.0
-2024-10-08 00:00:00+02:00,36.7599983215332,36.7599983215332,35.66999816894531,35.93000030517578,35.93000030517578,144993,0.0,0.0
-2024-10-09 00:00:00+02:00,35.86000061035156,36.52000045776367,35.400001525878906,36.369998931884766,36.369998931884766,123249,0.0,0.0
-2024-10-10 00:00:00+02:00,36.619998931884766,37.0,36.439998626708984,36.959999084472656,36.959999084472656,127939,0.0,0.0
-2024-10-11 00:00:00+02:00,36.650001525878906,37.349998474121094,36.560001373291016,37.150001525878906,37.150001525878906,110000,0.0,0.0
-2024-10-14 00:00:00+02:00,37.349998474121094,38.0,37.0,38.0,38.0,215775,0.0,0.0
-2024-10-15 00:00:00+02:00,38.0,38.72999954223633,37.7400016784668,38.43000030517578,38.43000030517578,289899,0.0,0.0
-2024-10-16 00:00:00+02:00,38.5,39.31999969482422,38.310001373291016,39.31999969482422,39.31999969482422,351315,0.0,0.0
-2024-10-17 00:00:00+02:00,39.27000045776367,39.310001373291016,37.95000076293945,38.439998626708984,38.439998626708984,336837,0.0,0.0
-2024-10-18 00:00:00+02:00,38.209999084472656,39.369998931884766,37.939998626708984,39.349998474121094,39.349998474121094,284589,0.0,0.0
-2024-10-21 00:00:00+02:00,39.11000061035156,39.13999938964844,38.43000030517578,39.099998474121094,39.099998474121094,176237,0.0,0.0
-2024-10-22 00:00:00+02:00,39.119998931884766,39.369998931884766,38.63999938964844,38.900001525878906,38.900001525878906,219984,0.0,0.0
-2024-10-23 00:00:00+02:00,38.70000076293945,38.86000061035156,37.790000915527344,38.79999923706055,38.79999923706055,212351,0.0,0.0
-2024-10-24 00:00:00+02:00,38.70000076293945,38.939998626708984,38.36000061035156,38.68000030517578,38.68000030517578,118090,0.0,0.0
-2024-10-25 00:00:00+02:00,38.630001068115234,38.849998474121094,38.04999923706055,38.560001373291016,38.560001373291016,164039,0.0,0.0
-2024-10-28 00:00:00+01:00,38.560001373291016,38.81999969482422,37.84000015258789,38.25,38.25,156263,0.0,0.0
-2024-10-29 00:00:00+01:00,38.25,38.88999938964844,38.029998779296875,38.31999969482422,38.31999969482422,213012,0.0,0.0
-2024-10-30 00:00:00+01:00,37.75,38.04999923706055,37.029998779296875,37.029998779296875,37.029998779296875,397551,0.0,0.0
-2024-10-31 00:00:00+01:00,37.0,37.310001373291016,36.34000015258789,37.060001373291016,37.060001373291016,281687,0.0,0.0
-2024-11-01 00:00:00+01:00,36.84000015258789,37.43000030517578,36.84000015258789,37.2400016784668,37.2400016784668,81048,0.0,0.0
-2024-11-04 00:00:00+01:00,37.060001373291016,37.79999923706055,37.040000915527344,37.560001373291016,37.560001373291016,82632,0.0,0.0
-2024-11-05 00:00:00+01:00,37.560001373291016,37.95000076293945,37.369998931884766,37.95000076293945,37.95000076293945,199518,0.0,0.0
-2024-11-06 00:00:00+01:00,38.20000076293945,38.900001525878906,34.91999816894531,34.91999816894531,34.91999816894531,469899,0.0,0.0
-2024-11-07 00:00:00+01:00,34.08000183105469,34.900001525878906,33.72999954223633,33.72999954223633,33.72999954223633,380050,0.0,0.0
-2024-11-08 00:00:00+01:00,33.61000061035156,33.91999816894531,33.29999923706055,33.54999923706055,33.54999923706055,389420,0.0,0.0
-2024-11-11 00:00:00+01:00,33.810001373291016,34.31999969482422,33.130001068115234,33.130001068115234,33.130001068115234,233145,0.0,0.0
-2024-11-12 00:00:00+01:00,32.79999923706055,33.029998779296875,31.670000076293945,31.709999084472656,31.709999084472656,284709,0.0,0.0
-2024-11-13 00:00:00+01:00,31.780000686645508,32.11000061035156,31.360000610351562,31.510000228881836,31.510000228881836,208626,0.0,0.0
-2024-11-14 00:00:00+01:00,31.600000381469727,31.8799991607666,31.34000015258789,31.40999984741211,31.40999984741211,193374,0.0,0.0
-2024-11-15 00:00:00+01:00,31.309999465942383,32.5,31.309999465942383,32.22999954223633,32.22999954223633,130866,0.0,0.0
-2024-11-18 00:00:00+01:00,32.20000076293945,32.72999954223633,32.08000183105469,32.130001068115234,32.130001068115234,94641,0.0,0.0
-2024-11-19 00:00:00+01:00,32.099998474121094,32.650001525878906,31.06999969482422,31.920000076293945,31.920000076293945,159142,0.0,0.0

tests/test_cache.py

@@ -0,0 +1,50 @@
+"""
+Tests for cache
+
+To run all tests in suite from commandline:
+   python -m unittest tests.cache
+
+Specific test class:
+   python -m unittest tests.cache.TestCache
+
+"""
+from tests.context import yfinance as yf
+
+import unittest
+import tempfile
+import os
+
+
+class TestCache(unittest.TestCase):
+    @classmethod
+    def setUpClass(cls):
+        cls.tempCacheDir = tempfile.TemporaryDirectory()
+        yf.set_tz_cache_location(cls.tempCacheDir.name)
+
+    @classmethod
+    def tearDownClass(cls):
+        yf.cache._TzDBManager.close_db()
+        cls.tempCacheDir.cleanup()
+
+    def test_storeTzNoRaise(self):
+        # storing TZ to cache should never raise exception
+        tkr = 'AMZN'
+        tz1 = "America/New_York"
+        tz2 = "London/Europe"
+        cache = yf.cache.get_tz_cache()
+        cache.store(tkr, tz1)
+        cache.store(tkr, tz2)
+
+    def test_setTzCacheLocation(self):
+        self.assertEqual(yf.cache._TzDBManager.get_location(), self.tempCacheDir.name)
+
+        tkr = 'AMZN'
+        tz1 = "America/New_York"
+        cache = yf.cache.get_tz_cache()
+        cache.store(tkr, tz1)
+
+        self.assertTrue(os.path.exists(os.path.join(self.tempCacheDir.name, "tkr-tz.db")))
+
+
+if __name__ == '__main__':
+    unittest.main()

tests/test_cache_noperms.py

@@ -0,0 +1,52 @@
+"""
+Tests for cache
+
+To run all tests in suite from commandline:
+   python -m unittest tests.cache
+
+Specific test class:
+   python -m unittest tests.cache.TestCache
+
+"""
+from tests.context import yfinance as yf
+
+import unittest
+import os
+
+
+class TestCacheNoPermission(unittest.TestCase):
+    @classmethod
+    def setUpClass(cls):
+        if os.name == "nt":  # Windows
+            cls.cache_path = "C:\\Windows\\System32\\yf-cache"
+        else:  # Unix/Linux/MacOS
+            # Use a writable directory
+            cls.cache_path = "/yf-cache"
+        yf.set_tz_cache_location(cls.cache_path)
+
+    def test_tzCacheRootStore(self):
+        # Test that if cache path in read-only filesystem, no exception.
+        tkr = 'AMZN'
+        tz1 = "America/New_York"
+
+        # During attempt to store, will discover cannot write
+        yf.cache.get_tz_cache().store(tkr, tz1)
+
+        # Handling the store failure replaces cache with a dummy
+        cache = yf.cache.get_tz_cache()
+        self.assertTrue(cache.dummy)
+        cache.store(tkr, tz1)
+
+    def test_tzCacheRootLookup(self):
+        # Test that if cache path in read-only filesystem, no exception.
+        tkr = 'AMZN'
+        # During attempt to lookup, will discover cannot write
+        yf.cache.get_tz_cache().lookup(tkr)
+
+        # Handling the lookup failure replaces cache with a dummy
+        cache = yf.cache.get_tz_cache()
+        self.assertTrue(cache.dummy)
+        cache.lookup(tkr)
+
+if __name__ == '__main__':
+    unittest.main()

tests/test_live.py

@@ -0,0 +1,30 @@
+import unittest
+from unittest.mock import Mock
+
+from yfinance.live import BaseWebSocket
+
+
+class TestWebSocket(unittest.TestCase):
+    def test_decode_message_valid(self):
+        message = ("CgdCVEMtVVNEFYoMuUcYwLCVgIplIgNVU0QqA0NDQzApOAFFPWrEP0iAgOrxvANVx/25R12csrRHZYD8skR9/"
+                   "7i0R7ABgIDq8bwD2AEE4AGAgOrxvAPoAYCA6vG8A/IBA0JUQ4ECAAAAwPrjckGJAgAA2P5ZT3tC")
+
+        ws = BaseWebSocket(Mock())
+        decoded = ws._decode_message(message)
+
+        expected = {'id': 'BTC-USD', 'price': 94745.08, 'time': '1736509140000', 'currency': 'USD', 'exchange': 'CCC',
+                    'quote_type': 41, 'market_hours': 1, 'change_percent': 1.5344921, 'day_volume': '59712028672',
+                    'day_high': 95227.555, 'day_low': 92517.22, 'change': 1431.8906, 'open_price': 92529.99,
+                    'last_size': '59712028672', 'price_hint': '2', 'vol_24hr': '59712028672',
+                    'vol_all_currencies': '59712028672', 'from_currency': 'BTC', 'circulating_supply': 19808172.0,
+                    'market_cap': 1876726640000.0}
+
+        self.assertEqual(expected, decoded)
+
+    def test_decode_message_invalid(self):
+        websocket = BaseWebSocket(Mock())
+        base64_message = "invalid_base64_string"
+        decoded = websocket._decode_message(base64_message)
+        assert "error" in decoded
+        assert "raw_base64" in decoded
+        self.assertEqual(base64_message, decoded["raw_base64"])

tests/test_lookup.py

@@ -0,0 +1,69 @@
+import unittest
+
+import pandas as pd
+
+from tests.context import yfinance as yf, session_gbl
+
+
+class TestLookup(unittest.TestCase):
+    def setUp(self):
+        self.query = "A"  # Generic query to make sure all lookup types are returned
+        self.lookup = yf.Lookup(query=self.query, session=session_gbl)
+
+    def test_get_all(self):
+        result = self.lookup.get_all(count=5)
+
+        self.assertIsInstance(result, pd.DataFrame)
+        self.assertEqual(len(result), 5)
+
+    def test_get_stock(self):
+        result = self.lookup.get_stock(count=5)
+
+        self.assertIsInstance(result, pd.DataFrame)
+        self.assertEqual(len(result), 5)
+
+    def test_get_mutualfund(self):
+        result = self.lookup.get_mutualfund(count=5)
+
+        self.assertIsInstance(result, pd.DataFrame)
+        self.assertEqual(len(result), 5)
+
+    def test_get_etf(self):
+        result = self.lookup.get_etf(count=5)
+
+        self.assertIsInstance(result, pd.DataFrame)
+        self.assertEqual(len(result), 5)
+
+    def test_get_index(self):
+        result = self.lookup.get_index(count=5)
+
+        self.assertIsInstance(result, pd.DataFrame)
+        self.assertEqual(len(result), 5)
+
+    def test_get_future(self):
+        result = self.lookup.get_future(count=5)
+
+        self.assertIsInstance(result, pd.DataFrame)
+        self.assertEqual(len(result), 5)
+
+    def test_get_currency(self):
+        result = self.lookup.get_currency(count=5)
+
+        self.assertIsInstance(result, pd.DataFrame)
+        self.assertEqual(len(result), 5)
+
+    def test_get_cryptocurrency(self):
+        result = self.lookup.get_cryptocurrency(count=5)
+
+        self.assertIsInstance(result, pd.DataFrame)
+        self.assertEqual(len(result), 5)
+
+    def test_large_all(self):
+        result = self.lookup.get_all(count=1000)
+
+        self.assertIsInstance(result, pd.DataFrame)
+        self.assertEqual(len(result), 1000)
+
+
+if __name__ == "__main__":
+    unittest.main()

tests/test_price_repair.py

@@ -361,15 +361,15 @@ class TestPriceRepair(unittest.TestCase):
         hist = dat._lazy_load_price_history()
         tz_exchange = dat.fast_info["timezone"]
 
-        df_bad = _pd.DataFrame(data={"Open":      [0,      102.04, 102.04],
-                                     "High":      [0,      102.1,  102.11],
-                                     "Low":       [0,      102.04, 102.04],
-                                     "Close":     [103.03, 102.05, 102.08],
-                                     "Adj Close": [102.03, 102.05, 102.08],
-                                     "Volume": [560, 137, 117]},
-                               index=_pd.to_datetime([_dt.datetime(2022, 11, 1),
-                                                      _dt.datetime(2022, 10, 31),
-                                                      _dt.datetime(2022, 10, 30)]))
+        df_bad = _pd.DataFrame(data={"Open":      [0,      114.37, 114.20],
+                                     "High":      [0,      114.40, 114.40],
+                                     "Low":       [0,      114.36, 114.20],
+                                     "Close":     [114.39, 114.38, 114.45],
+                                     "Adj Close": [114.39, 114.38, 114.45],
+                                     "Volume":    [9,      15666,  1094]},
+                               index=_pd.to_datetime([_dt.datetime(2025, 3, 17),
+                                                      _dt.datetime(2025, 3, 14),
+                                                      _dt.datetime(2025, 3, 13)]))
         df_bad = df_bad.sort_index()
         df_bad.index.name = "Date"
         df_bad.index = df_bad.index.tz_localize(tz_exchange)
@@ -377,11 +377,11 @@ class TestPriceRepair(unittest.TestCase):
         repaired_df = hist._fix_zeroes(df_bad, "1d", tz_exchange, prepost=False)
 
         correct_df = df_bad.copy()
-        correct_df.loc["2022-11-01", "Open"] = 102.080002
-        correct_df.loc["2022-11-01", "Low"] = 102.032501
-        correct_df.loc["2022-11-01", "High"] = 102.080002
+        correct_df.loc["2025-03-17", "Open"] = 114.62
+        correct_df.loc["2025-03-17", "High"] = 114.62
+        correct_df.loc["2025-03-17", "Low"] = 114.41
         for c in ["Open", "Low", "High", "Close"]:
-            self.assertTrue(_np.isclose(repaired_df[c], correct_df[c], rtol=1e-8).all())
+            self.assertTrue(_np.isclose(repaired_df[c], correct_df[c], rtol=1e-7).all())
 
         self.assertTrue("Repaired?" in repaired_df.columns)
         self.assertFalse(repaired_df["Repaired?"].isna().any())
@@ -390,19 +390,21 @@ class TestPriceRepair(unittest.TestCase):
         # Test that 'Adj Close' is reconstructed correctly,
         # particularly when a dividend occurred within 1 day.
 
+        self.skipTest("Currently failing because Yahoo returning slightly different data for interval 1d vs 1h on day Aug 6 2024")
+
         tkr = "INTC"
-        df = _pd.DataFrame(data={"Open":      [28.95, 28.65, 29.55, 29.62, 29.25],
-                                 "High":      [29.12, 29.27, 29.65, 31.17, 30.30],
-                                 "Low":       [28.21, 28.43, 28.61, 29.53, 28.80],
-                                 "Close":     [28.24, 29.05, 28.69, 30.32, 30.19],
-                                 "Adj Close": [28.12, 28.93, 28.57, 29.83, 29.70],
-                                 "Volume":    [36e6, 51e6, 49e6, 58e6, 62e6],
-                                 "Dividends": [0, 0, 0.365, 0, 0]},
-                           index=_pd.to_datetime([_dt.datetime(2023, 2, 8),
-                                                  _dt.datetime(2023, 2, 7),
-                                                  _dt.datetime(2023, 2, 6),
-                                                  _dt.datetime(2023, 2, 3),
-                                                  _dt.datetime(2023, 2, 2)]))
+        df = _pd.DataFrame(data={"Open":      [2.020000e+01, 2.032000e+01, 1.992000e+01, 1.910000e+01, 2.008000e+01],
+                                 "High":      [2.039000e+01, 2.063000e+01, 2.025000e+01, 2.055000e+01, 2.015000e+01],
+                                 "Low":       [1.929000e+01, 1.975000e+01, 1.895000e+01, 1.884000e+01, 1.950000e+01],
+                                 "Close":     [2.011000e+01, 1.983000e+01, 1.899000e+01, 2.049000e+01, 1.971000e+01],
+                                 "Adj Close": [1.998323e+01, 1.970500e+01, 1.899000e+01, 2.049000e+01, 1.971000e+01],
+                                 "Volume":    [1.473857e+08, 1.066704e+08, 9.797230e+07, 9.683680e+07, 7.639450e+07],
+                                 "Dividends": [0.000000e+00, 0.000000e+00, 1.250000e-01, 0.000000e+00, 0.000000e+00]},
+                           index=_pd.to_datetime([_dt.datetime(2024, 8, 9),
+                                                  _dt.datetime(2024, 8, 8),
+                                                  _dt.datetime(2024, 8, 7),
+                                                  _dt.datetime(2024, 8, 6),
+                                                  _dt.datetime(2024, 8, 5)]))
         df = df.sort_index()
         df.index.name = "Date"
         dat = yf.Ticker(tkr, session=self.session)
@@ -462,7 +464,7 @@ class TestPriceRepair(unittest.TestCase):
         # Stocks that split in 2022 but no problems in Yahoo data,
         # so repair should change nothing
         good_tkrs = ['AMZN', 'DXCM', 'FTNT', 'GOOG', 'GME', 'PANW', 'SHOP', 'TSLA']
-        good_tkrs += ['AEI', 'GHI', 'IRON', 'LXU', 'NUZE', 'RSLS', 'TISI']
+        good_tkrs += ['AEI', 'GHI', 'IRON', 'LXU', 'RSLS', 'TISI']
         good_tkrs += ['BOL.ST', 'TUI1.DE']
         intervals = ['1d', '1wk', '1mo', '3mo']
         for tkr in good_tkrs:
@@ -488,7 +490,7 @@ class TestPriceRepair(unittest.TestCase):
                         print(df_dbg[f_diff | _np.roll(f_diff, 1) | _np.roll(f_diff, -1)])
                         raise
 
-        bad_tkrs = ['4063.T', 'ALPHA.PA', 'AV.L', 'CNE.L', 'MOB.ST', 'SPM.MI']
+        bad_tkrs = ['4063.T', 'AV.L', 'CNE.L', 'MOB.ST', 'SPM.MI']
         bad_tkrs.append('LA.V')  # special case - stock split error is 3 years ago! why not fixed?
         for tkr in bad_tkrs:
             dat = yf.Ticker(tkr, session=self.session)
@@ -580,7 +582,6 @@ class TestPriceRepair(unittest.TestCase):
         # Div 100x
         bad_tkrs += ['ABDP.L']
         bad_tkrs += ['ELCO.L']
-        bad_tkrs += ['KWS.L']
         bad_tkrs += ['PSH.L']
 
         # Div 100x and adjust too big
@@ -598,7 +599,6 @@ class TestPriceRepair(unittest.TestCase):
         # Phantom divs
         bad_tkrs += ['KAP.IL']  # 1x 1d phantom div, and false positives 0.01x in 1wk
         bad_tkrs += ['SAND']
-        bad_tkrs += ['SOLB.BR']  # 1x phantom div, but some false-positive 100x. and had to improve phantom detection
         bad_tkrs += ['TEM.L']
         bad_tkrs += ['TEP.PA']
 

tests/test_prices.py

@@ -46,7 +46,7 @@ class TestPriceHistory(unittest.TestCase):
 
     def test_download_multi_small_interval(self):
         use_tkrs = ["AAPL", "0Q3.DE", "ATVI"]
-        df = yf.download(use_tkrs, period="1d", interval="5m")
+        df = yf.download(use_tkrs, period="1d", interval="5m", auto_adjust=True)
         self.assertEqual(df.index.tz, _dt.timezone.utc)
 
     def test_download_with_invalid_ticker(self):
@@ -56,16 +56,17 @@ class TestPriceHistory(unittest.TestCase):
         invalid_tkrs = ["AAPL", "ATVI"] #AAPL exists and ATVI does not exist
         valid_tkrs = ["AAPL", "INTC"] #AAPL and INTC both exist
 
-        data_invalid_sym = yf.download(invalid_tkrs, start='2023-11-16', end='2023-11-17')
-        data_valid_sym = yf.download(valid_tkrs, start='2023-11-16', end='2023-11-17')
-
-        self.assertEqual(data_invalid_sym['Close']['AAPL']['2023-11-16'],data_valid_sym['Close']['AAPL']['2023-11-16'])
+        start_d = _dt.date.today() - _dt.timedelta(days=30)
+        data_invalid_sym = yf.download(invalid_tkrs, start=start_d, auto_adjust=True)
+        data_valid_sym = yf.download(valid_tkrs, start=start_d, auto_adjust=True)
+        dt_compare = data_valid_sym.index[0]
+        self.assertEqual(data_invalid_sym['Close']['AAPL'][dt_compare],data_valid_sym['Close']['AAPL'][dt_compare])
 
     def test_duplicatingHourly(self):
         tkrs = ["IMP.JO", "BHG.JO", "SSW.JO", "BP.L", "INTC"]
         for tkr in tkrs:
             dat = yf.Ticker(tkr, session=self.session)
-            tz = dat._get_ticker_tz(proxy=None, timeout=None)
+            tz = dat._get_ticker_tz(timeout=None)
 
             dt_utc = _pd.Timestamp.utcnow()
             dt = dt_utc.astimezone(_tz.timezone(tz))
@@ -85,7 +86,7 @@ class TestPriceHistory(unittest.TestCase):
         test_run = False
         for tkr in tkrs:
             dat = yf.Ticker(tkr, session=self.session)
-            tz = dat._get_ticker_tz(proxy=None, timeout=None)
+            tz = dat._get_ticker_tz(timeout=None)
 
             dt_utc = _pd.Timestamp.utcnow()
             dt = dt_utc.astimezone(_tz.timezone(tz))
@@ -111,7 +112,7 @@ class TestPriceHistory(unittest.TestCase):
         test_run = False
         for tkr in tkrs:
             dat = yf.Ticker(tkr, session=self.session)
-            tz = dat._get_ticker_tz(proxy=None, timeout=None)
+            tz = dat._get_ticker_tz(timeout=None)
 
             dt = _tz.timezone(tz).localize(_dt.datetime.now())
             if dt.date().weekday() not in [1, 2, 3, 4]:
@@ -185,7 +186,7 @@ class TestPriceHistory(unittest.TestCase):
 
             df_intraday_divs = df_intraday["Dividends"][df_intraday["Dividends"] != 0]
             df_intraday_divs.index = df_intraday_divs.index.floor('D')
-            self.assertTrue(df_daily_divs.equals(df_intraday_divs))
+            self.assertTrue(df_daily_divs.index.equals(df_intraday_divs.index))
 
             test_run = True
 
@@ -212,7 +213,7 @@ class TestPriceHistory(unittest.TestCase):
 
             df_intraday_divs = df_intraday["Dividends"][df_intraday["Dividends"] != 0]
             df_intraday_divs.index = df_intraday_divs.index.floor('D')
-            self.assertTrue(df_daily_divs.equals(df_intraday_divs))
+            self.assertTrue(df_daily_divs.index.equals(df_intraday_divs.index))
 
             test_run = True
 
@@ -401,7 +402,7 @@ class TestPriceHistory(unittest.TestCase):
 
         # Setup
         tkr = "AMZN"
-        special_day = _dt.date(2023, 11, 24)
+        special_day = _dt.date(2024, 11, 29)
         time_early_close = _dt.time(13)
         dat = yf.Ticker(tkr, session=self.session)
 
@@ -416,6 +417,8 @@ class TestPriceHistory(unittest.TestCase):
         start_d = _dt.date(special_day.year, 1, 1)
         end_d = _dt.date(special_day.year+1, 1, 1)
         df = dat.history(start=start_d, end=end_d, interval="1h", prepost=False, keepna=True)
+        if df.empty:
+            self.skipTest("TEST NEEDS UPDATE: 'special_day' needs to be LATEST Thanksgiving date")
         last_dts = _pd.Series(df.index).groupby(df.index.date).last()
         dfd = dat.history(start=start_d, end=end_d, interval='1d', prepost=False, keepna=True)
         self.assertTrue(_np.equal(dfd.index.date, _pd.to_datetime(last_dts.index).date).all())
@@ -423,12 +426,12 @@ class TestPriceHistory(unittest.TestCase):
     def test_prune_post_intraday_asx(self):
         # Setup
         tkr = "BHP.AX"
-        # No early closes in 2023
+        # No early closes in 2024
         dat = yf.Ticker(tkr, session=self.session)
 
         # Test no other afternoons (or mornings) were pruned
-        start_d = _dt.date(2023, 1, 1)
-        end_d = _dt.date(2023+1, 1, 1)
+        start_d = _dt.date(2024, 1, 1)
+        end_d = _dt.date(2024+1, 1, 1)
         df = dat.history(start=start_d, end=end_d, interval="1h", prepost=False, keepna=True)
         last_dts = _pd.Series(df.index).groupby(df.index.date).last()
         dfd = dat.history(start=start_d, end=end_d, interval='1d', prepost=False, keepna=True)

tests/test_ticker.py

@@ -18,9 +18,9 @@ from yfinance.exceptions import YFPricesMissingError, YFInvalidPeriodError, YFNo
 
 
 import unittest
-import requests_cache
+# import requests_cache
 from typing import Union, Any, get_args, _GenericAlias
-from urllib.parse import urlparse, parse_qs, urlencode, urlunparse
+# from urllib.parse import urlparse, parse_qs, urlencode, urlunparse
 
 ticker_attributes = (
     ("major_holders", pd.DataFrame),
@@ -37,10 +37,12 @@ ticker_attributes = (
     ("recommendations", Union[pd.DataFrame, dict]),
     ("recommendations_summary", Union[pd.DataFrame, dict]),
     ("upgrades_downgrades", Union[pd.DataFrame, dict]),
+    ("ttm_cashflow", pd.DataFrame),
     ("quarterly_cashflow", pd.DataFrame),
     ("cashflow", pd.DataFrame),
     ("quarterly_balance_sheet", pd.DataFrame),
     ("balance_sheet", pd.DataFrame),
+    ("ttm_income_stmt", pd.DataFrame),
     ("quarterly_income_stmt", pd.DataFrame),
     ("income_stmt", pd.DataFrame),
     ("analyst_price_targets", dict),
@@ -78,8 +80,6 @@ class TestTicker(unittest.TestCase):
     def setUpClass(cls):
         cls.session = session_gbl
 
-        cls.proxy = None
-
     @classmethod
     def tearDownClass(cls):
         if cls.session is not None:
@@ -93,7 +93,7 @@ class TestTicker(unittest.TestCase):
 
             # Test:
             dat = yf.Ticker(tkr, session=self.session)
-            tz = dat._get_ticker_tz(proxy=None, timeout=5)
+            tz = dat._get_ticker_tz(timeout=5)
 
             self.assertIsNotNone(tz)
 
@@ -180,7 +180,7 @@ class TestTicker(unittest.TestCase):
                     expected_start = expected_start.replace(hour=0, minute=0, second=0, microsecond=0)
 
                     # leeway added because of weekends
-                    self.assertGreaterEqual(actual_start, expected_start - timedelta(days=7),
+                    self.assertGreaterEqual(actual_start, expected_start - timedelta(days=10),
                                             f"Start date {actual_start} out of range for period={period}")
                     self.assertLessEqual(df.index[-1].to_pydatetime().replace(tzinfo=None), now,
                                          f"End date {df.index[-1]} out of range for period={period}")
@@ -225,10 +225,10 @@ class TestTicker(unittest.TestCase):
 
     def test_goodTicker_withProxy(self):
         tkr = "IBM"
-        dat = yf.Ticker(tkr, session=self.session, proxy=self.proxy)
+        dat = yf.Ticker(tkr, session=self.session)
 
-        dat._fetch_ticker_tz(proxy=None, timeout=5)
-        dat._get_ticker_tz(proxy=None, timeout=5)
+        dat._fetch_ticker_tz(timeout=5)
+        dat._get_ticker_tz(timeout=5)
         dat.history(period="5d")
 
         for attribute_name, attribute_type in ticker_attributes:
@@ -284,38 +284,38 @@ class TestTickerHistory(unittest.TestCase):
                         else:
                             self.assertIsInstance(data.columns, pd.MultiIndex)
 
-    def test_no_expensive_calls_introduced(self):
-        """
-        Make sure calling history to get price data has not introduced more calls to yahoo than absolutely necessary.
-        As doing other type of scraping calls than "query2.finance.yahoo.com/v8/finance/chart" to yahoo website
-        will quickly trigger spam-block when doing bulk download of history data.
-        """
-        symbol = "GOOGL"
-        period = "1y"
-        with requests_cache.CachedSession(backend="memory") as session:
-            ticker = yf.Ticker(symbol, session=session)
-            ticker.history(period=period)
-            actual_urls_called = [r.url for r in session.cache.filter()]
+    # Hopefully one day we find an equivalent "requests_cache" that works with "curl_cffi"
+    # def test_no_expensive_calls_introduced(self):
+    #     """
+    #     Make sure calling history to get price data has not introduced more calls to yahoo than absolutely necessary.
+    #     As doing other type of scraping calls than "query2.finance.yahoo.com/v8/finance/chart" to yahoo website
+    #     will quickly trigger spam-block when doing bulk download of history data.
+    #     """
+    #     symbol = "GOOGL"
+    #     period = "1y"
+    #     with requests_cache.CachedSession(backend="memory") as session:
+    #         ticker = yf.Ticker(symbol, session=session)
+    #         ticker.history(period=period)
+    #         actual_urls_called = [r.url for r in session.cache.filter()]
 
-        # Remove 'crumb' argument
-        for i in range(len(actual_urls_called)):
-            u = actual_urls_called[i]
-            parsed_url = urlparse(u)
-            query_params = parse_qs(parsed_url.query)
-            query_params.pop('crumb', None)
-            query_params.pop('cookie', None)
-            u = urlunparse(parsed_url._replace(query=urlencode(query_params, doseq=True)))
-            actual_urls_called[i] = u
-        actual_urls_called = tuple(actual_urls_called)
+    #     # Remove 'crumb' argument
+    #     for i in range(len(actual_urls_called)):
+    #         u = actual_urls_called[i]
+    #         parsed_url = urlparse(u)
+    #         query_params = parse_qs(parsed_url.query)
+    #         query_params.pop('crumb', None)
+    #         query_params.pop('cookie', None)
+    #         u = urlunparse(parsed_url._replace(query=urlencode(query_params, doseq=True)))
+    #         actual_urls_called[i] = u
+    #     actual_urls_called = tuple(actual_urls_called)
+
+    #     expected_urls = [
+    #         f"https://query2.finance.yahoo.com/v8/finance/chart/{symbol}?interval=1d&range=1d",  # ticker's tz
+    #         f"https://query2.finance.yahoo.com/v8/finance/chart/{symbol}?events=div%2Csplits%2CcapitalGains&includePrePost=False&interval=1d&range={period}"
+    #     ]
+    #     for url in actual_urls_called:
+    #         self.assertTrue(url in expected_urls, f"Unexpected URL called: {url}")
 
-        expected_urls = (
-            f"https://query2.finance.yahoo.com/v8/finance/chart/{symbol}?events=div%2Csplits%2CcapitalGains&includePrePost=False&interval=1d&range={period}",
-        )
-        self.assertEqual(
-            expected_urls,
-            actual_urls_called,
-            "Different than expected url used to fetch history."
-        )
     def test_dividends(self):
         data = self.ticker.dividends
         self.assertIsInstance(data, pd.Series, "data has wrong type")
@@ -331,6 +331,12 @@ class TestTickerHistory(unittest.TestCase):
         self.assertIsInstance(data, pd.DataFrame, "data has wrong type")
         self.assertFalse(data.empty, "data is empty")
 
+    def test_chained_history_calls(self):
+        _ = self.ticker.history(period="2d")
+        data = self.ticker.dividends
+        self.assertIsInstance(data, pd.Series, "data has wrong type")
+        self.assertFalse(data.empty, "data is empty")
+
 
 class TestTickerEarnings(unittest.TestCase):
     session = None
@@ -358,7 +364,7 @@ class TestTickerEarnings(unittest.TestCase):
     def test_earnings_dates_with_limit(self):
         # use ticker with lots of historic earnings
         ticker = yf.Ticker("IBM")
-        limit = 110
+        limit = 100
         data = ticker.get_earnings_dates(limit=limit)
         self.assertIsInstance(data, pd.DataFrame, "data has wrong type")
         self.assertFalse(data.empty, "data is empty")
@@ -555,6 +561,34 @@ class TestTickerMiscFinancials(unittest.TestCase):
         data = self.ticker.get_income_stmt(as_dict=True)
         self.assertIsInstance(data, dict, "data has wrong type")
 
+    def test_ttm_income_statement(self):
+        expected_keys = ["Total Revenue", "Pretax Income", "Normalized EBITDA"]
+
+        # Test contents of table
+        data = self.ticker.get_income_stmt(pretty=True, freq='trailing')
+        self.assertIsInstance(data, pd.DataFrame, "data has wrong type")
+        self.assertFalse(data.empty, "data is empty")
+        for k in expected_keys:
+            self.assertIn(k, data.index, "Did not find expected row in index")
+        # Trailing 12 months there must be exactly one column
+        self.assertEqual(len(data.columns), 1, "Only one column should be returned on TTM income statement")
+
+        # Test property defaults
+        data2 = self.ticker.ttm_income_stmt
+        self.assertTrue(data.equals(data2), "property not defaulting to 'pretty=True'")
+
+        # Test pretty=False
+        expected_keys = [k.replace(' ', '') for k in expected_keys]
+        data = self.ticker.get_income_stmt(pretty=False, freq='trailing')
+        self.assertIsInstance(data, pd.DataFrame, "data has wrong type")
+        self.assertFalse(data.empty, "data is empty")
+        for k in expected_keys:
+            self.assertIn(k, data.index, "Did not find expected row in index")
+
+        # Test to_dict
+        data = self.ticker.get_income_stmt(as_dict=True, freq='trailing')
+        self.assertIsInstance(data, dict, "data has wrong type")
+
     def test_balance_sheet(self):
         expected_keys = ["Total Assets", "Net PPE"]
         expected_periods_days = 365
@@ -671,6 +705,34 @@ class TestTickerMiscFinancials(unittest.TestCase):
         data = self.ticker.get_cashflow(as_dict=True)
         self.assertIsInstance(data, dict, "data has wrong type")
 
+    def test_ttm_cash_flow(self):
+        expected_keys = ["Operating Cash Flow", "Net PPE Purchase And Sale"]
+
+        # Test contents of table
+        data = self.ticker.get_cashflow(pretty=True, freq='trailing')
+        self.assertIsInstance(data, pd.DataFrame, "data has wrong type")
+        self.assertFalse(data.empty, "data is empty")
+        for k in expected_keys:
+            self.assertIn(k, data.index, "Did not find expected row in index")
+        # Trailing 12 months there must be exactly one column
+        self.assertEqual(len(data.columns), 1, "Only one column should be returned on TTM cash flow")
+
+        # Test property defaults
+        data2 = self.ticker.ttm_cashflow
+        self.assertTrue(data.equals(data2), "property not defaulting to 'pretty=True'")
+
+        # Test pretty=False
+        expected_keys = [k.replace(' ', '') for k in expected_keys]
+        data = self.ticker.get_cashflow(pretty=False, freq='trailing')
+        self.assertIsInstance(data, pd.DataFrame, "data has wrong type")
+        self.assertFalse(data.empty, "data is empty")
+        for k in expected_keys:
+            self.assertIn(k, data.index, "Did not find expected row in index")
+
+        # Test to_dict
+        data = self.ticker.get_cashflow(as_dict=True, freq='trailing')
+        self.assertIsInstance(data, dict, "data has wrong type")
+
     def test_income_alt_names(self):
         i1 = self.ticker.income_stmt
         i2 = self.ticker.incomestmt
@@ -696,6 +758,18 @@ class TestTickerMiscFinancials(unittest.TestCase):
         i3 = self.ticker.get_financials(freq="quarterly")
         self.assertTrue(i1.equals(i3))
 
+        i1 = self.ticker.ttm_income_stmt
+        i2 = self.ticker.ttm_incomestmt
+        self.assertTrue(i1.equals(i2))
+        i3 = self.ticker.ttm_financials
+        self.assertTrue(i1.equals(i3))
+
+        i1 = self.ticker.get_income_stmt(freq="trailing")
+        i2 = self.ticker.get_incomestmt(freq="trailing")
+        self.assertTrue(i1.equals(i2))
+        i3 = self.ticker.get_financials(freq="trailing")
+        self.assertTrue(i1.equals(i3))
+
     def test_balance_sheet_alt_names(self):
         i1 = self.ticker.balance_sheet
         i2 = self.ticker.balancesheet
@@ -730,6 +804,14 @@ class TestTickerMiscFinancials(unittest.TestCase):
         i2 = self.ticker.get_cashflow(freq="quarterly")
         self.assertTrue(i1.equals(i2))
 
+        i1 = self.ticker.ttm_cash_flow
+        i2 = self.ticker.ttm_cashflow
+        self.assertTrue(i1.equals(i2))
+
+        i1 = self.ticker.get_cash_flow(freq="trailing")
+        i2 = self.ticker.get_cashflow(freq="trailing")
+        self.assertTrue(i1.equals(i2))
+
     def test_bad_freq_value_raises_exception(self):
         self.assertRaises(ValueError, lambda: self.ticker.get_cashflow(freq="badarg"))
 
@@ -808,8 +890,6 @@ class TestTickerAnalysts(unittest.TestCase):
         data = self.ticker.upgrades_downgrades
         self.assertIsInstance(data, pd.DataFrame, "data has wrong type")
         self.assertFalse(data.empty, "data is empty")
-        self.assertTrue(len(data.columns) == 4, "data has wrong number of columns")
-        self.assertCountEqual(data.columns.values.tolist(), ['Firm', 'ToGrade', 'FromGrade', 'Action'], "data has wrong column names")
         self.assertIsInstance(data.index, pd.DatetimeIndex, "data has wrong index type")
 
         data_cached = self.ticker.upgrades_downgrades
@@ -819,9 +899,6 @@ class TestTickerAnalysts(unittest.TestCase):
         data = self.ticker.analyst_price_targets
         self.assertIsInstance(data, dict, "data has wrong type")
 
-        keys = {'current', 'low', 'high', 'mean', 'median'}
-        self.assertCountEqual(data.keys(), keys, "data has wrong keys")
-
         data_cached = self.ticker.analyst_price_targets
         self.assertIs(data, data_cached, "data not cached")
 
@@ -830,12 +907,6 @@ class TestTickerAnalysts(unittest.TestCase):
         self.assertIsInstance(data, pd.DataFrame, "data has wrong type")
         self.assertFalse(data.empty, "data is empty")
 
-        columns = ['numberOfAnalysts', 'avg', 'low', 'high', 'yearAgoEps', 'growth']
-        self.assertCountEqual(data.columns.values.tolist(), columns, "data has wrong column names")
-
-        index = ['0q', '+1q', '0y', '+1y']
-        self.assertCountEqual(data.index.values.tolist(), index, "data has wrong row names")
-
         data_cached = self.ticker.earnings_estimate
         self.assertIs(data, data_cached, "data not cached")
 
@@ -844,12 +915,6 @@ class TestTickerAnalysts(unittest.TestCase):
         self.assertIsInstance(data, pd.DataFrame, "data has wrong type")
         self.assertFalse(data.empty, "data is empty")
 
-        columns = ['numberOfAnalysts', 'avg', 'low', 'high', 'yearAgoRevenue', 'growth']
-        self.assertCountEqual(data.columns.values.tolist(), columns, "data has wrong column names")
-
-        index = ['0q', '+1q', '0y', '+1y']
-        self.assertCountEqual(data.index.values.tolist(), index, "data has wrong row names")
-
         data_cached = self.ticker.revenue_estimate
         self.assertIs(data, data_cached, "data not cached")
 
@@ -858,8 +923,6 @@ class TestTickerAnalysts(unittest.TestCase):
         self.assertIsInstance(data, pd.DataFrame, "data has wrong type")
         self.assertFalse(data.empty, "data is empty")
 
-        columns = ['epsEstimate', 'epsActual', 'epsDifference', 'surprisePercent']
-        self.assertCountEqual(data.columns.values.tolist(), columns, "data has wrong column names")
         self.assertIsInstance(data.index, pd.DatetimeIndex, "data has wrong index type")
 
         data_cached = self.ticker.earnings_history
@@ -870,12 +933,6 @@ class TestTickerAnalysts(unittest.TestCase):
         self.assertIsInstance(data, pd.DataFrame, "data has wrong type")
         self.assertFalse(data.empty, "data is empty")
 
-        columns = ['current', '7daysAgo', '30daysAgo', '60daysAgo', '90daysAgo']
-        self.assertCountEqual(data.columns.values.tolist(), columns, "data has wrong column names")
-
-        index = ['0q', '+1q', '0y', '+1y']
-        self.assertCountEqual(data.index.values.tolist(), index, "data has wrong row names")
-
         data_cached = self.ticker.eps_trend
         self.assertIs(data, data_cached, "data not cached")
 
@@ -884,12 +941,6 @@ class TestTickerAnalysts(unittest.TestCase):
         self.assertIsInstance(data, pd.DataFrame, "data has wrong type")
         self.assertFalse(data.empty, "data is empty")
 
-        columns = ['stockTrend', 'indexTrend']
-        self.assertCountEqual(data.columns.values.tolist(), columns, "data has wrong column names")
-
-        index = ['0q', '+1q', '0y', '+1y', '+5y']
-        self.assertCountEqual(data.index.values.tolist(), index, "data has wrong row names")
-
         data_cached = self.ticker.growth_estimates
         self.assertIs(data, data_cached, "data not cached")
 
@@ -932,6 +983,7 @@ class TestTickerInfo(unittest.TestCase):
         self.symbols.append("QCSTIX")  # good for testing, doesn't trade
         self.symbols += ["BTC-USD", "IWO", "VFINX", "^GSPC"]
         self.symbols += ["SOKE.IS", "ADS.DE"]  # detected bugs
+        self.symbols += ["EXTO", "NEPT" ] # Issues 2343 and 2363
         self.tickers = [yf.Ticker(s, session=self.session) for s in self.symbols]
 
     def tearDown(self):
@@ -947,7 +999,6 @@ class TestTickerInfo(unittest.TestCase):
         self.assertIsInstance(data, dict, "data has wrong type")
         expected_keys = ['industry', 'currentPrice', 'exchange', 'floatShares', 'companyOfficers', 'bid']
         for k in expected_keys:
-            print(k)
             self.assertIn("symbol", data.keys(), f"Did not find expected key '{k}' in info dict")
         self.assertEqual(self.symbols[0], data["symbol"], "Wrong symbol value in info dict")
 
@@ -962,6 +1013,37 @@ class TestTickerInfo(unittest.TestCase):
         data2 = self.tickers[2].info
         self.assertIsInstance(data2['trailingPegRatio'], float)
 
+    def test_isin_info(self):
+        isin_list = {"ES0137650018": True,
+                     "does_not_exist": True,  # Nonexistent but doesn't raise an error
+                     "INF209K01EN2": True,
+                     "INX846K01K35": False,    # Nonexistent and raises an error
+                     "INF846K01K35": True
+                     }
+        for isin in isin_list:
+            if not isin_list[isin]:
+                with self.assertRaises(ValueError) as context:
+                    ticker = yf.Ticker(isin)
+                self.assertIn(str(context.exception), [ f"Invalid ISIN number: {isin}", "Empty tickername" ])
+            else:
+                ticker = yf.Ticker(isin)
+            ticker.info
+            
+    def test_empty_info(self):
+        # Test issue 2343 (Empty result _fetch)
+        data = self.tickers[10].info
+        self.assertCountEqual(['quoteType', 'symbol', 'underlyingSymbol', 'uuid', 'maxAge', 'trailingPegRatio'], data.keys())
+        self.assertIn("trailingPegRatio", data.keys(), "Did not find expected key 'trailingPegRatio' in info dict")
+
+        # Test issue 2363 (Empty QuoteResponse)
+        data = self.tickers[11].info
+        expected_keys = ['maxAge', 'priceHint', 'previousClose', 'open', 'dayLow', 'dayHigh', 'regularMarketPreviousClose',
+                         'regularMarketOpen', 'regularMarketDayLow', 'regularMarketDayHigh', 'volume', 'regularMarketVolume',
+                         'bid', 'ask', 'bidSize', 'askSize', 'fiftyTwoWeekLow', 'fiftyTwoWeekHigh', 'currency', 'tradeable',
+                         'exchange', 'quoteType', 'symbol', 'underlyingSymbol', 'shortName', 'timeZoneFullName', 'timeZoneShortName',
+                         'uuid', 'gmtOffSetMilliseconds', 'trailingPegRatio']
+        self.assertCountEqual(expected_keys, data.keys())
+
     # def test_fast_info_matches_info(self):
     #     fast_info_keys = set()
     #     for ticker in self.tickers:

tests/test_utils.py

@@ -12,76 +12,10 @@ from datetime import datetime
 from unittest import TestSuite
 
 import pandas as pd
-# import numpy as np
-
-from tests.context import yfinance as yf
 
 import unittest
-# import requests_cache
-import tempfile
-import os
 
-from yfinance.utils import is_valid_period_format
-
-
-class TestCache(unittest.TestCase):
-    @classmethod
-    def setUpClass(cls):
-        cls.tempCacheDir = tempfile.TemporaryDirectory()
-        yf.set_tz_cache_location(cls.tempCacheDir.name)
-
-    @classmethod
-    def tearDownClass(cls):
-        cls.tempCacheDir.cleanup()
-
-    def test_storeTzNoRaise(self):
-        # storing TZ to cache should never raise exception
-        tkr = 'AMZN'
-        tz1 = "America/New_York"
-        tz2 = "London/Europe"
-        cache = yf.cache.get_tz_cache()
-        cache.store(tkr, tz1)
-        cache.store(tkr, tz2)
-
-    def test_setTzCacheLocation(self):
-        self.assertEqual(yf.cache._TzDBManager.get_location(), self.tempCacheDir.name)
-
-        tkr = 'AMZN'
-        tz1 = "America/New_York"
-        cache = yf.cache.get_tz_cache()
-        cache.store(tkr, tz1)
-
-        self.assertTrue(os.path.exists(os.path.join(self.tempCacheDir.name, "tkr-tz.db")))
-
-
-class TestCacheNoPermission(unittest.TestCase):
-    @classmethod
-    def setUpClass(cls):
-        yf.set_tz_cache_location("/root/yf-cache")
-
-    def test_tzCacheRootStore(self):
-        # Test that if cache path in read-only filesystem, no exception.
-        tkr = 'AMZN'
-        tz1 = "America/New_York"
-
-        # During attempt to store, will discover cannot write
-        yf.cache.get_tz_cache().store(tkr, tz1)
-
-        # Handling the store failure replaces cache with a dummy
-        cache = yf.cache.get_tz_cache()
-        self.assertTrue(cache.dummy)
-        cache.store(tkr, tz1)
-
-    def test_tzCacheRootLookup(self):
-        # Test that if cache path in read-only filesystem, no exception.
-        tkr = 'AMZN'
-        # During attempt to lookup, will discover cannot write
-        yf.cache.get_tz_cache().lookup(tkr)
-
-        # Handling the lookup failure replaces cache with a dummy
-        cache = yf.cache.get_tz_cache()
-        self.assertTrue(cache.dummy)
-        cache.lookup(tkr)
+from yfinance.utils import is_valid_period_format, _dts_in_same_interval
 
 
 class TestPandas(unittest.TestCase):
@@ -127,10 +61,120 @@ class TestUtils(unittest.TestCase):
         self.assertTrue(is_valid_period_format("999mo"))  # Large number valid
 
 
+class TestDateIntervalCheck(unittest.TestCase):
+    def test_same_day(self):
+        dt1 = pd.Timestamp("2024-10-15 10:00:00")
+        dt2 = pd.Timestamp("2024-10-15 14:30:00")
+        self.assertTrue(_dts_in_same_interval(dt1, dt2, "1d"))
+        
+    def test_different_days(self):
+        dt1 = pd.Timestamp("2024-10-15 10:00:00")
+        dt2 = pd.Timestamp("2024-10-16 09:00:00")
+        self.assertFalse(_dts_in_same_interval(dt1, dt2, "1d"))
+    
+    def test_same_week_mid_week(self):
+        # Wednesday and Friday in same week
+        dt1 = pd.Timestamp("2024-10-16")  # Wednesday
+        dt2 = pd.Timestamp("2024-10-18")  # Friday
+        self.assertTrue(_dts_in_same_interval(dt1, dt2, "1wk"))
+    
+    def test_different_weeks(self):
+        dt1 = pd.Timestamp("2024-10-14")  # Monday week 42
+        dt2 = pd.Timestamp("2024-10-21")  # Monday week 43
+        self.assertFalse(_dts_in_same_interval(dt1, dt2, "1wk"))
+    
+    def test_week_year_boundary(self):
+        # Week 52 of 2024 spans into 2025
+        dt1 = pd.Timestamp("2024-12-30")  # Monday in week 1 (ISO calendar)
+        dt2 = pd.Timestamp("2025-01-03")  # Friday in week 1 (ISO calendar)
+        self.assertTrue(_dts_in_same_interval(dt1, dt2, "1wk"))
+    
+    def test_same_month(self):
+        dt1 = pd.Timestamp("2024-10-01")
+        dt2 = pd.Timestamp("2024-10-31")
+        self.assertTrue(_dts_in_same_interval(dt1, dt2, "1mo"))
+    
+    def test_different_months(self):
+        dt1 = pd.Timestamp("2024-10-31")
+        dt2 = pd.Timestamp("2024-11-01")
+        self.assertFalse(_dts_in_same_interval(dt1, dt2, "1mo"))
+    
+    def test_month_year_boundary(self):
+        dt1 = pd.Timestamp("2024-12-15")
+        dt2 = pd.Timestamp("2025-01-15")
+        self.assertFalse(_dts_in_same_interval(dt1, dt2, "1mo"))
+
+    def test_standard_quarters(self):
+        q1_start = datetime(2023, 1, 1)
+        self.assertTrue(_dts_in_same_interval(q1_start, datetime(2023, 1, 15), '3mo'))
+        self.assertTrue(_dts_in_same_interval(q1_start, datetime(2023, 3, 31), '3mo'))
+        self.assertFalse(_dts_in_same_interval(q1_start, datetime(2023, 4, 1), '3mo'))
+        self.assertFalse(_dts_in_same_interval(q1_start, datetime(2022, 1, 15), '3mo'))  # Previous year
+        self.assertFalse(_dts_in_same_interval(q1_start, datetime(2024, 1, 15), '3mo'))  # Next year
+        
+        q2_start = datetime(2023, 4, 1)
+        self.assertTrue(_dts_in_same_interval(q2_start, datetime(2023, 5, 15), '3mo'))
+        self.assertTrue(_dts_in_same_interval(q2_start, datetime(2023, 6, 30), '3mo'))
+        self.assertFalse(_dts_in_same_interval(q2_start, datetime(2023, 7, 1), '3mo'))
+    
+    def test_nonstandard_quarters(self):
+        q1_start = datetime(2023, 2, 1)
+        # Same quarter
+        self.assertTrue(_dts_in_same_interval(q1_start, datetime(2023, 3, 1), '3mo'))
+        self.assertTrue(_dts_in_same_interval(q1_start, datetime(2023, 4, 25), '3mo'))
+        # Different quarters
+        self.assertFalse(_dts_in_same_interval(q1_start, datetime(2023, 1, 25), '3mo'))  # Before quarter start
+        self.assertFalse(_dts_in_same_interval(q1_start, datetime(2023, 6, 1), '3mo'))  # Start of next quarter
+        self.assertFalse(_dts_in_same_interval(q1_start, datetime(2023, 9, 1), '3mo'))  # Start of Q3
+        
+        q2_start = datetime(2023, 5, 1)
+        self.assertTrue(_dts_in_same_interval(q2_start, datetime(2023, 6, 1), '3mo'))
+        self.assertTrue(_dts_in_same_interval(q2_start, datetime(2023, 7, 25), '3mo'))
+        self.assertFalse(_dts_in_same_interval(q2_start, datetime(2023, 8, 1), '3mo'))
+    
+    def test_cross_year_quarters(self):
+        q4_start = datetime(2023, 11, 1)
+        
+        # Same quarter, different year
+        self.assertTrue(_dts_in_same_interval(q4_start, datetime(2023, 11, 15), '3mo'))
+        self.assertTrue(_dts_in_same_interval(q4_start, datetime(2024, 1, 15), '3mo'))
+        self.assertTrue(_dts_in_same_interval(q4_start, datetime(2024, 1, 25), '3mo'))
+        
+        # Different quarters
+        self.assertFalse(_dts_in_same_interval(q4_start, datetime(2024, 2, 1), '3mo'))  # Start of next quarter
+        self.assertFalse(_dts_in_same_interval(q4_start, datetime(2023, 10, 14), '3mo'))  # Before quarter start
+    
+    def test_hourly_interval(self):
+        dt1 = pd.Timestamp("2024-10-15 14:00:00")
+        dt2 = pd.Timestamp("2024-10-15 14:59:59")
+        self.assertTrue(_dts_in_same_interval(dt1, dt2, "1h"))
+        
+        dt3 = pd.Timestamp("2024-10-15 15:00:00")
+        self.assertFalse(_dts_in_same_interval(dt1, dt3, "1h"))
+    
+    def test_custom_intervals(self):
+        # Test 4 hour interval
+        dt1 = pd.Timestamp("2024-10-15 10:00:00")
+        dt2 = pd.Timestamp("2024-10-15 13:59:59")
+        self.assertTrue(_dts_in_same_interval(dt1, dt2, "4h"))
+        
+        dt3 = pd.Timestamp("2024-10-15 14:00:00")
+        self.assertFalse(_dts_in_same_interval(dt1, dt3, "4h"))
+        
+    def test_minute_intervals(self):
+        dt1 = pd.Timestamp("2024-10-15 10:30:00")
+        dt2 = pd.Timestamp("2024-10-15 10:30:45")
+        self.assertTrue(_dts_in_same_interval(dt1, dt2, "1min"))
+        
+        dt3 = pd.Timestamp("2024-10-15 10:31:00")
+        self.assertFalse(_dts_in_same_interval(dt1, dt3, "1min"))
+
+if __name__ == "__main__":
+    unittest.main()
+
+
 def suite():
     ts: TestSuite = unittest.TestSuite()
-    ts.addTest(TestCache('Test cache'))
-    ts.addTest(TestCacheNoPermission('Test cache no permission'))
     ts.addTest(TestPandas("Test pandas"))
     ts.addTest(TestUtils("Test utils"))
     return ts

yfinance/__init__.py

@@ -21,14 +21,17 @@
 
 from . import version
 from .search import Search
+from .lookup import Lookup
 from .ticker import Ticker
 from .tickers import Tickers
 from .multi import download
+from .live import WebSocket, AsyncWebSocket
 from .utils import enable_debug_mode
 from .cache import set_tz_cache_location
 from .domain.sector import Sector
 from .domain.industry import Industry
 from .domain.market import Market
+from .data import YfData
 
 from .screener.query import EquityQuery, FundQuery
 from .screener.screener import screen, PREDEFINED_SCREENER_QUERIES
@@ -39,6 +42,13 @@ __author__ = "Ran Aroussi"
 import warnings
 warnings.filterwarnings('default', category=DeprecationWarning, module='^yfinance')
 
-__all__ = ['download', 'Market', 'Search', 'Ticker', 'Tickers', 'enable_debug_mode', 'set_tz_cache_location', 'Sector', 'Industry']
+__all__ = ['download', 'Market', 'Search', 'Lookup', 'Ticker', 'Tickers', 'enable_debug_mode', 'set_tz_cache_location', 'Sector', 'Industry', 'WebSocket', 'AsyncWebSocket']
 # screener stuff:
-__all__ += ['EquityQuery', 'FundQuery', 'screen', 'PREDEFINED_SCREENER_QUERIES']
+__all__ += ['EquityQuery', 'FundQuery', 'screen', 'PREDEFINED_SCREENER_QUERIES']
+
+# Config stuff:
+_NOTSET=object()
+def set_config(proxy=_NOTSET):
+    if proxy is not _NOTSET:
+        YfData(proxy=proxy)
+__all__ += ["set_config"]

yfinance/base.py

@@ -21,19 +21,20 @@
 
 from __future__ import print_function
 
-from io import StringIO
 import json as _json
 import warnings
 from typing import Optional, Union
 from urllib.parse import quote as urlencode
 
+import numpy as np
 import pandas as pd
-import requests
-from datetime import date
+from curl_cffi import requests
+
 
 from . import utils, cache
 from .data import YfData
 from .exceptions import YFEarningsDateMissing, YFRateLimitError
+from .live import WebSocket
 from .scrapers.analysis import Analysis
 from .scrapers.fundamentals import Fundamentals
 from .scrapers.holders import Holders
@@ -41,14 +42,15 @@ from .scrapers.quote import Quote, FastInfo
 from .scrapers.history import PriceHistory
 from .scrapers.funds import FundsData
 
-from .const import _BASE_URL_, _ROOT_URL_
+from .const import _BASE_URL_, _ROOT_URL_, _QUERY1_URL_, _SENTINEL_
 
 
+_tz_info_fetch_ctr = 0
+
 class TickerBase:
-    def __init__(self, ticker, session=None, proxy=None):
+    def __init__(self, ticker, session=None, proxy=_SENTINEL_):
         self.ticker = ticker.upper()
-        self.proxy = proxy
-        self.session = session
+        self.session = session or requests.Session(impersonate="chrome")
         self._tz = None
 
         self._isin = None
@@ -60,11 +62,26 @@ class TickerBase:
         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)
+        # raise an error if user tries to give empty ticker
+        if self.ticker == "":
+            raise ValueError("Empty ticker name")
 
         self._data: YfData = YfData(session=session)
+        if proxy is not _SENTINEL_:
+            warnings.warn("Set proxy via new config function: yf.set_config(proxy=proxy)", DeprecationWarning, stacklevel=2)
+            self._data._set_proxy(proxy)
+
+        # accept isin as ticker
+        if utils.is_isin(self.ticker):
+            isin = self.ticker
+            c = cache.get_isin_cache()
+            self.ticker = c.lookup(isin)
+            if not self.ticker:
+                self.ticker = utils.get_ticker_by_isin(isin)
+            if self.ticker == "":
+                raise ValueError(f"Invalid ISIN number: {isin}")
+            if self.ticker:
+                c.store(isin, self.ticker)
 
         # self._price_history = PriceHistory(self._data, self.ticker)
         self._price_history = None  # lazy-load
@@ -76,6 +93,9 @@ class TickerBase:
 
         self._fast_info = None
 
+        self._message_handler = None
+        self.ws = None
+
     @utils.log_indent_decorator
     def history(self, *args, **kwargs) -> pd.DataFrame:
         return self._lazy_load_price_history().history(*args, **kwargs)
@@ -84,11 +104,10 @@ class TickerBase:
 
     def _lazy_load_price_history(self):
         if self._price_history is None:
-            self._price_history = PriceHistory(self._data, self.ticker, self._get_ticker_tz(self.proxy, timeout=10))
+            self._price_history = PriceHistory(self._data, self.ticker, self._get_ticker_tz(timeout=10))
         return self._price_history
 
-    def _get_ticker_tz(self, proxy, timeout):
-        proxy = proxy or self.proxy
+    def _get_ticker_tz(self, timeout):
         if self._tz is not None:
             return self._tz
         c = cache.get_tz_cache()
@@ -100,10 +119,20 @@ class TickerBase:
             tz = None
 
         if tz is None:
-            tz = self._fetch_ticker_tz(proxy, timeout)
-
+            tz = self._fetch_ticker_tz(timeout)
+            if tz is None:
+                # _fetch_ticker_tz works in 99.999% of cases.
+                # For rare fail get from info.
+                global _tz_info_fetch_ctr
+                if _tz_info_fetch_ctr < 2:
+                    # ... but limit. If _fetch_ticker_tz() always
+                    # failing then bigger problem.
+                    _tz_info_fetch_ctr += 1
+                    for k in ['exchangeTimezoneName', 'timeZoneFullName']:
+                        if k in self.info:
+                            tz = self.info[k]
+                            break
             if utils.is_valid_timezone(tz):
-                # info fetch is relatively slow so cache timezone
                 c.store(self.ticker, tz)
             else:
                 tz = None
@@ -112,9 +141,8 @@ class TickerBase:
         return tz
 
     @utils.log_indent_decorator
-    def _fetch_ticker_tz(self, proxy, timeout):
+    def _fetch_ticker_tz(self, timeout):
         # Query Yahoo for fast price data just to get returned timezone
-        proxy = proxy or self.proxy
         logger = utils.get_yf_logger()
 
         params = {"range": "1d", "interval": "1d"}
@@ -123,7 +151,7 @@ class TickerBase:
         url = f"{_BASE_URL_}/v8/finance/chart/{self.ticker}"
 
         try:
-            data = self._data.cache_get(url=url, params=params, proxy=proxy, timeout=timeout)
+            data = self._data.cache_get(url=url, params=params, timeout=timeout)
             data = data.json()
         except YFRateLimitError:
             # Must propagate this
@@ -147,185 +175,245 @@ class TickerBase:
                     logger.debug("-------------")
         return None
 
-    def get_recommendations(self, proxy=None, as_dict=False):
+    def get_recommendations(self, proxy=_SENTINEL_, as_dict=False):
         """
         Returns a DataFrame with the recommendations
         Columns: period  strongBuy  buy  hold  sell  strongSell
         """
-        self._quote.proxy = proxy or self.proxy
+        if proxy is not _SENTINEL_:
+            warnings.warn("Set proxy via new config function: yf.set_config(proxy=proxy)", DeprecationWarning, stacklevel=2)
+            self._data._set_proxy(proxy)
+
         data = self._quote.recommendations
         if as_dict:
             return data.to_dict()
         return data
 
-    def get_recommendations_summary(self, proxy=None, as_dict=False):
-        return self.get_recommendations(proxy=proxy, as_dict=as_dict)
+    def get_recommendations_summary(self, proxy=_SENTINEL_, as_dict=False):
+        if proxy is not _SENTINEL_:
+            warnings.warn("Set proxy via new config function: yf.set_config(proxy=proxy)", DeprecationWarning, stacklevel=2)
+            self._data._set_proxy(proxy)
 
-    def get_upgrades_downgrades(self, proxy=None, as_dict=False):
+        return self.get_recommendations(as_dict=as_dict)
+
+    def get_upgrades_downgrades(self, proxy=_SENTINEL_, as_dict=False):
         """
         Returns a DataFrame with the recommendations changes (upgrades/downgrades)
         Index: date of grade
         Columns: firm toGrade fromGrade action
         """
-        self._quote.proxy = proxy or self.proxy
+        if proxy is not _SENTINEL_:
+            warnings.warn("Set proxy via new config function: yf.set_config(proxy=proxy)", DeprecationWarning, stacklevel=2)
+            self._data._set_proxy(proxy)
+
         data = self._quote.upgrades_downgrades
         if as_dict:
             return data.to_dict()
         return data
 
-    def get_calendar(self, proxy=None) -> dict:
-        self._quote.proxy = proxy or self.proxy
+    def get_calendar(self, proxy=_SENTINEL_) -> dict:
+        if proxy is not _SENTINEL_:
+            warnings.warn("Set proxy via new config function: yf.set_config(proxy=proxy)", DeprecationWarning, stacklevel=2)
+            self._data._set_proxy(proxy)
+
         return self._quote.calendar
 
-    def get_sec_filings(self, proxy=None) -> dict:
-        self._quote.proxy = proxy or self.proxy
+    def get_sec_filings(self, proxy=_SENTINEL_) -> dict:
+        if proxy is not _SENTINEL_:
+            warnings.warn("Set proxy via new config function: yf.set_config(proxy=proxy)", DeprecationWarning, stacklevel=2)
+            self._data._set_proxy(proxy)
+
         return self._quote.sec_filings
 
-    def get_major_holders(self, proxy=None, as_dict=False):
-        self._holders.proxy = proxy or self.proxy
+    def get_major_holders(self, proxy=_SENTINEL_, as_dict=False):
+        if proxy is not _SENTINEL_:
+            warnings.warn("Set proxy via new config function: yf.set_config(proxy=proxy)", DeprecationWarning, stacklevel=2)
+            self._data._set_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 or self.proxy
+    def get_institutional_holders(self, proxy=_SENTINEL_, as_dict=False):
+        if proxy is not _SENTINEL_:
+            warnings.warn("Set proxy via new config function: yf.set_config(proxy=proxy)", DeprecationWarning, stacklevel=2)
+            self._data._set_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 or self.proxy
+    def get_mutualfund_holders(self, proxy=_SENTINEL_, as_dict=False):
+        if proxy is not _SENTINEL_:
+            warnings.warn("Set proxy via new config function: yf.set_config(proxy=proxy)", DeprecationWarning, stacklevel=2)
+            self._data._set_proxy(proxy)
+
         data = self._holders.mutualfund
         if data is not None:
             if as_dict:
                 return data.to_dict()
             return data
 
-    def get_insider_purchases(self, proxy=None, as_dict=False):
-        self._holders.proxy = proxy or self.proxy
+    def get_insider_purchases(self, proxy=_SENTINEL_, as_dict=False):
+        if proxy is not _SENTINEL_:
+            warnings.warn("Set proxy via new config function: yf.set_config(proxy=proxy)", DeprecationWarning, stacklevel=2)
+            self._data._set_proxy(proxy)
+
         data = self._holders.insider_purchases
         if data is not None:
             if as_dict:
                 return data.to_dict()
             return data
 
-    def get_insider_transactions(self, proxy=None, as_dict=False):
-        self._holders.proxy = proxy or self.proxy
+    def get_insider_transactions(self, proxy=_SENTINEL_, as_dict=False):
+        if proxy is not _SENTINEL_:
+            warnings.warn("Set proxy via new config function: yf.set_config(proxy=proxy)", DeprecationWarning, stacklevel=2)
+            self._data._set_proxy(proxy)
+
         data = self._holders.insider_transactions
         if data is not None:
             if as_dict:
                 return data.to_dict()
             return data
 
-    def get_insider_roster_holders(self, proxy=None, as_dict=False):
-        self._holders.proxy = proxy or self.proxy
+    def get_insider_roster_holders(self, proxy=_SENTINEL_, as_dict=False):
+        if proxy is not _SENTINEL_:
+            warnings.warn("Set proxy via new config function: yf.set_config(proxy=proxy)", DeprecationWarning, stacklevel=2)
+            self._data._set_proxy(proxy)
+
         data = self._holders.insider_roster
         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 or self.proxy
+    def get_info(self, proxy=_SENTINEL_) -> dict:
+        if proxy is not _SENTINEL_:
+            warnings.warn("Set proxy via new config function: yf.set_config(proxy=proxy)", DeprecationWarning, stacklevel=2)
+            self._data._set_proxy(proxy)
+
         data = self._quote.info
         return data
 
-    def get_fast_info(self, proxy=None):
+    def get_fast_info(self, proxy=_SENTINEL_):
+        if proxy is not _SENTINEL_:
+            warnings.warn("Set proxy via new config function: yf.set_config(proxy=proxy)", DeprecationWarning, stacklevel=2)
+            self._data._set_proxy(proxy)
+
         if self._fast_info is None:
-            self._fast_info = FastInfo(self, proxy=proxy)
+            self._fast_info = FastInfo(self)
         return self._fast_info
 
-    @property
-    def basic_info(self):
-        warnings.warn("'Ticker.basic_info' is deprecated and will be removed in future, Switch to 'Ticker.fast_info'", DeprecationWarning)
-        return self.fast_info
+    def get_sustainability(self, proxy=_SENTINEL_, as_dict=False):
+        if proxy is not _SENTINEL_:
+            warnings.warn("Set proxy via new config function: yf.set_config(proxy=proxy)", DeprecationWarning, stacklevel=2)
+            self._data._set_proxy(proxy)
 
-    def get_sustainability(self, proxy=None, as_dict=False):
-        self._quote.proxy = proxy or self.proxy
         data = self._quote.sustainability
         if as_dict:
             return data.to_dict()
         return data
 
-    def get_analyst_price_targets(self, proxy=None) -> dict:
+    def get_analyst_price_targets(self, proxy=_SENTINEL_) -> dict:
+        if proxy is not _SENTINEL_:
+            warnings.warn("Set proxy via new config function: yf.set_config(proxy=proxy)", DeprecationWarning, stacklevel=2)
+            self._data._set_proxy(proxy)
+
         """
         Keys:   current  low  high  mean  median
         """
-        self._analysis.proxy = proxy or self.proxy
         data = self._analysis.analyst_price_targets
         return data
 
-    def get_earnings_estimate(self, proxy=None, as_dict=False):
+    def get_earnings_estimate(self, proxy=_SENTINEL_, as_dict=False):
+        if proxy is not _SENTINEL_:
+            warnings.warn("Set proxy via new config function: yf.set_config(proxy=proxy)", DeprecationWarning, stacklevel=2)
+            self._data._set_proxy(proxy)
+
         """
         Index:      0q  +1q  0y  +1y
         Columns:    numberOfAnalysts  avg  low  high  yearAgoEps  growth
         """
-        self._analysis.proxy = proxy or self.proxy
         data = self._analysis.earnings_estimate
         return data.to_dict() if as_dict else data
 
-    def get_revenue_estimate(self, proxy=None, as_dict=False):
+    def get_revenue_estimate(self, proxy=_SENTINEL_, as_dict=False):
+        if proxy is not _SENTINEL_:
+            warnings.warn("Set proxy via new config function: yf.set_config(proxy=proxy)", DeprecationWarning, stacklevel=2)
+            self._data._set_proxy(proxy)
+
         """
         Index:      0q  +1q  0y  +1y
         Columns:    numberOfAnalysts  avg  low  high  yearAgoRevenue  growth
         """
-        self._analysis.proxy = proxy or self.proxy
         data = self._analysis.revenue_estimate
         return data.to_dict() if as_dict else data
 
-    def get_earnings_history(self, proxy=None, as_dict=False):
+    def get_earnings_history(self, proxy=_SENTINEL_, as_dict=False):
+        if proxy is not _SENTINEL_:
+            warnings.warn("Set proxy via new config function: yf.set_config(proxy=proxy)", DeprecationWarning, stacklevel=2)
+            self._data._set_proxy(proxy)
+
         """
         Index:      pd.DatetimeIndex
         Columns:    epsEstimate  epsActual  epsDifference  surprisePercent
         """
-        self._analysis.proxy = proxy or self.proxy
         data = self._analysis.earnings_history
         return data.to_dict() if as_dict else data
 
-    def get_eps_trend(self, proxy=None, as_dict=False):
+    def get_eps_trend(self, proxy=_SENTINEL_, as_dict=False):
         """
         Index:      0q  +1q  0y  +1y
         Columns:    current  7daysAgo  30daysAgo  60daysAgo  90daysAgo
         """
-        self._analysis.proxy = proxy or self.proxy
+        if proxy is not _SENTINEL_:
+            warnings.warn("Set proxy via new config function: yf.set_config(proxy=proxy)", DeprecationWarning, stacklevel=2)
+            self._data._set_proxy(proxy)
+
         data = self._analysis.eps_trend
         return data.to_dict() if as_dict else data
 
-    def get_eps_revisions(self, proxy=None, as_dict=False):
+    def get_eps_revisions(self, proxy=_SENTINEL_, as_dict=False):
         """
         Index:      0q  +1q  0y  +1y
         Columns:    upLast7days  upLast30days  downLast7days  downLast30days
         """
-        self._analysis.proxy = proxy or self.proxy
+        if proxy is not _SENTINEL_:
+            warnings.warn("Set proxy via new config function: yf.set_config(proxy=proxy)", DeprecationWarning, stacklevel=2)
+            self._data._set_proxy(proxy)
+
         data = self._analysis.eps_revisions
         return data.to_dict() if as_dict else data
 
-    def get_growth_estimates(self, proxy=None, as_dict=False):
+    def get_growth_estimates(self, proxy=_SENTINEL_, as_dict=False):
         """
         Index:      0q  +1q  0y  +1y +5y -5y
         Columns:    stock  industry  sector  index
         """
-        self._analysis.proxy = proxy or self.proxy
+        if proxy is not _SENTINEL_:
+            warnings.warn("Set proxy via new config function: yf.set_config(proxy=proxy)", DeprecationWarning, stacklevel=2)
+            self._data._set_proxy(proxy)
+
         data = self._analysis.growth_estimates
         return data.to_dict() if as_dict else data
 
-    def get_earnings(self, proxy=None, as_dict=False, freq="yearly"):
+    def get_earnings(self, proxy=_SENTINEL_, as_dict=False, freq="yearly"):
         """
         :Parameters:
             as_dict: bool
                 Return table as Python dict
                 Default is False
             freq: str
-                "yearly" or "quarterly"
+                "yearly" or "quarterly" or "trailing"
                 Default is "yearly"
-            proxy: str
-                Optional. Proxy server URL scheme
-                Default is None
         """
-        self._fundamentals.proxy = proxy or self.proxy
+        if proxy is not _SENTINEL_:
+            warnings.warn("Set proxy via new config function: yf.set_config(proxy=proxy)", DeprecationWarning, stacklevel=2)
+            self._data._set_proxy(proxy)
+
         if self._fundamentals.earnings is None:
             return None
         data = self._fundamentals.earnings[freq]
@@ -336,7 +424,7 @@ class TickerBase:
             return dict_data
         return data
 
-    def get_income_stmt(self, proxy=None, as_dict=False, pretty=False, freq="yearly"):
+    def get_income_stmt(self, proxy=_SENTINEL_, as_dict=False, pretty=False, freq="yearly"):
         """
         :Parameters:
             as_dict: bool
@@ -346,15 +434,14 @@ class TickerBase:
                 Format row names nicely for readability
                 Default is False
             freq: str
-                "yearly" or "quarterly"
+                "yearly" or "quarterly" or "trailing"
                 Default is "yearly"
-            proxy: str
-                Optional. Proxy server URL scheme
-                Default is None
         """
-        self._fundamentals.proxy = proxy or self.proxy
+        if proxy is not _SENTINEL_:
+            warnings.warn("Set proxy via new config function: yf.set_config(proxy=proxy)", DeprecationWarning, stacklevel=2)
+            self._data._set_proxy(proxy)
 
-        data = self._fundamentals.financials.get_income_time_series(freq=freq, proxy=proxy)
+        data = self._fundamentals.financials.get_income_time_series(freq=freq)
 
         if pretty:
             data = data.copy()
@@ -363,13 +450,21 @@ class TickerBase:
             return data.to_dict()
         return data
 
-    def get_incomestmt(self, proxy=None, as_dict=False, pretty=False, freq="yearly"):
+    def get_incomestmt(self, proxy=_SENTINEL_, as_dict=False, pretty=False, freq="yearly"):
+        if proxy is not _SENTINEL_:
+            warnings.warn("Set proxy via new config function: yf.set_config(proxy=proxy)", DeprecationWarning, stacklevel=2)
+            self._data._set_proxy(proxy)
+
         return self.get_income_stmt(proxy, as_dict, pretty, freq)
 
-    def get_financials(self, proxy=None, as_dict=False, pretty=False, freq="yearly"):
+    def get_financials(self, proxy=_SENTINEL_, as_dict=False, pretty=False, freq="yearly"):
+        if proxy is not _SENTINEL_:
+            warnings.warn("Set proxy via new config function: yf.set_config(proxy=proxy)", DeprecationWarning, stacklevel=2)
+            self._data._set_proxy(proxy)
+
         return self.get_income_stmt(proxy, as_dict, pretty, freq)
 
-    def get_balance_sheet(self, proxy=None, as_dict=False, pretty=False, freq="yearly"):
+    def get_balance_sheet(self, proxy=_SENTINEL_, as_dict=False, pretty=False, freq="yearly"):
         """
         :Parameters:
             as_dict: bool
@@ -381,13 +476,13 @@ class TickerBase:
             freq: str
                 "yearly" or "quarterly"
                 Default is "yearly"
-            proxy: str
-                Optional. Proxy server URL scheme
-                Default is None
         """
-        self._fundamentals.proxy = proxy or self.proxy
+        if proxy is not _SENTINEL_:
+            warnings.warn("Set proxy via new config function: yf.set_config(proxy=proxy)", DeprecationWarning, stacklevel=2)
+            self._data._set_proxy(proxy)
 
-        data = self._fundamentals.financials.get_balance_sheet_time_series(freq=freq, proxy=proxy)
+
+        data = self._fundamentals.financials.get_balance_sheet_time_series(freq=freq)
 
         if pretty:
             data = data.copy()
@@ -396,10 +491,14 @@ class TickerBase:
             return data.to_dict()
         return data
 
-    def get_balancesheet(self, proxy=None, as_dict=False, pretty=False, freq="yearly"):
+    def get_balancesheet(self, proxy=_SENTINEL_, as_dict=False, pretty=False, freq="yearly"):
+        if proxy is not _SENTINEL_:
+            warnings.warn("Set proxy via new config function: yf.set_config(proxy=proxy)", DeprecationWarning, stacklevel=2)
+            self._data._set_proxy(proxy)
+
         return self.get_balance_sheet(proxy, as_dict, pretty, freq)
 
-    def get_cash_flow(self, proxy=None, as_dict=False, pretty=False, freq="yearly") -> Union[pd.DataFrame, dict]:
+    def get_cash_flow(self, proxy=_SENTINEL_, as_dict=False, pretty=False, freq="yearly") -> Union[pd.DataFrame, dict]:
         """
         :Parameters:
             as_dict: bool
@@ -411,13 +510,13 @@ class TickerBase:
             freq: str
                 "yearly" or "quarterly"
                 Default is "yearly"
-            proxy: str
-                Optional. Proxy server URL scheme
-                Default is None
         """
-        self._fundamentals.proxy = proxy or self.proxy
+        if proxy is not _SENTINEL_:
+            warnings.warn("Set proxy via new config function: yf.set_config(proxy=proxy)", DeprecationWarning, stacklevel=2)
+            self._data._set_proxy(proxy)
 
-        data = self._fundamentals.financials.get_cash_flow_time_series(freq=freq, proxy=proxy)
+
+        data = self._fundamentals.financials.get_cash_flow_time_series(freq=freq)
 
         if pretty:
             data = data.copy()
@@ -426,34 +525,56 @@ class TickerBase:
             return data.to_dict()
         return data
 
-    def get_cashflow(self, proxy=None, as_dict=False, pretty=False, freq="yearly"):
+    def get_cashflow(self, proxy=_SENTINEL_, as_dict=False, pretty=False, freq="yearly"):
+        if proxy is not _SENTINEL_:
+            warnings.warn("Set proxy via new config function: yf.set_config(proxy=proxy)", DeprecationWarning, stacklevel=2)
+            self._data._set_proxy(proxy)
         return self.get_cash_flow(proxy, as_dict, pretty, freq)
 
-    def get_dividends(self, proxy=None) -> pd.Series:
-        return self._lazy_load_price_history().get_dividends(proxy)
+    def get_dividends(self, proxy=_SENTINEL_, period="max") -> pd.Series:
+        if proxy is not _SENTINEL_:
+            warnings.warn("Set proxy via new config function: yf.set_config(proxy=proxy)", DeprecationWarning, stacklevel=2)
+            self._data._set_proxy(proxy)
+        return self._lazy_load_price_history().get_dividends(period=period)
 
-    def get_capital_gains(self, proxy=None) -> pd.Series:
-        return self._lazy_load_price_history().get_capital_gains(proxy)
+    def get_capital_gains(self, proxy=_SENTINEL_, period="max") -> pd.Series:
+        if proxy is not _SENTINEL_:
+            warnings.warn("Set proxy via new config function: yf.set_config(proxy=proxy)", DeprecationWarning, stacklevel=2)
+            self._data._set_proxy(proxy)
+        return self._lazy_load_price_history().get_capital_gains(period=period)
 
-    def get_splits(self, proxy=None) -> pd.Series:
-        return self._lazy_load_price_history().get_splits(proxy)
+    def get_splits(self, proxy=_SENTINEL_, period="max") -> pd.Series:
+        if proxy is not _SENTINEL_:
+            warnings.warn("Set proxy via new config function: yf.set_config(proxy=proxy)", DeprecationWarning, stacklevel=2)
+            self._data._set_proxy(proxy)
+        return self._lazy_load_price_history().get_splits(period=period)
 
-    def get_actions(self, proxy=None) -> pd.Series:
-        return self._lazy_load_price_history().get_actions(proxy)
+    def get_actions(self, proxy=_SENTINEL_, period="max") -> pd.Series:
+        if proxy is not _SENTINEL_:
+            warnings.warn("Set proxy via new config function: yf.set_config(proxy=proxy)", DeprecationWarning, stacklevel=2)
+            self._data._set_proxy(proxy)
+        return self._lazy_load_price_history().get_actions(period=period)
+
+    def get_shares(self, proxy=_SENTINEL_, as_dict=False) -> Union[pd.DataFrame, dict]:
+        if proxy is not _SENTINEL_:
+            warnings.warn("Set proxy via new config function: yf.set_config(proxy=proxy)", DeprecationWarning, stacklevel=2)
+            self._data._set_proxy(proxy)
 
-    def get_shares(self, proxy=None, as_dict=False) -> Union[pd.DataFrame, dict]:
-        self._fundamentals.proxy = proxy or self.proxy
         data = self._fundamentals.shares
         if as_dict:
             return data.to_dict()
         return data
 
     @utils.log_indent_decorator
-    def get_shares_full(self, start=None, end=None, proxy=None):
+    def get_shares_full(self, start=None, end=None, proxy=_SENTINEL_):
         logger = utils.get_yf_logger()
 
+        if proxy is not _SENTINEL_:
+            warnings.warn("Set proxy via new config function: yf.set_config(proxy=proxy)", DeprecationWarning, stacklevel=2)
+            self._data._set_proxy(proxy)
+
         # Process dates
-        tz = self._get_ticker_tz(proxy=proxy, timeout=10)
+        tz = self._get_ticker_tz(timeout=10)
         dt_now = pd.Timestamp.utcnow().tz_convert(tz)
         if start is not None:
             start_ts = utils._parse_user_dt(start, tz)
@@ -475,7 +596,7 @@ class TickerBase:
         ts_url_base = f"https://query2.finance.yahoo.com/ws/fundamentals-timeseries/v1/finance/timeseries/{self.ticker}?symbol={self.ticker}"
         shares_url = f"{ts_url_base}&period1={int(start.timestamp())}&period2={int(end.timestamp())}"
         try:
-            json_data = self._data.cache_get(url=shares_url, proxy=proxy)
+            json_data = self._data.cache_get(url=shares_url)
             json_data = json_data.json()
         except (_json.JSONDecodeError, requests.exceptions.RequestException):
             logger.error(f"{self.ticker}: Yahoo web request for share count failed")
@@ -501,7 +622,11 @@ class TickerBase:
         df = df.sort_index()
         return df
 
-    def get_isin(self, proxy=None) -> Optional[str]:
+    def get_isin(self, proxy=_SENTINEL_) -> Optional[str]:
+        if proxy is not _SENTINEL_:
+            warnings.warn("Set proxy via new config function: yf.set_config(proxy=proxy)", DeprecationWarning, stacklevel=2)
+            self._data._set_proxy(proxy)
+
         # *** experimental ***
         if self._isin is not None:
             return self._isin
@@ -514,7 +639,6 @@ class TickerBase:
 
         q = ticker
 
-        self._quote.proxy = proxy or self.proxy
         if self._quote.info is None:
             # Don't print error message cause self._quote.info will print one
             return None
@@ -522,7 +646,7 @@ class TickerBase:
             q = self._quote.info['shortName']
 
         url = f'https://markets.businessinsider.com/ajax/SearchController_Suggest?max_results=25&query={urlencode(q)}'
-        data = self._data.cache_get(url=url, proxy=proxy).text
+        data = self._data.cache_get(url=url).text
 
         search_str = f'"{ticker}|'
         if search_str not in data:
@@ -538,13 +662,17 @@ class TickerBase:
         self._isin = data.split(search_str)[1].split('"')[0].split('|')[0]
         return self._isin
 
-    def get_news(self, count=10, tab="news", proxy=None) -> list:
+    def get_news(self, count=10, tab="news", proxy=_SENTINEL_) -> list:
         """Allowed options for tab: "news", "all", "press releases"""
         if self._news:
             return self._news
 
         logger = utils.get_yf_logger()
 
+        if proxy is not _SENTINEL_:
+            warnings.warn("Set proxy via new config function: yf.set_config(proxy=proxy)", DeprecationWarning, stacklevel=2)
+            self._data._set_proxy(proxy)
+
         tab_queryrefs = {
             "all": "newsAll",
             "news": "latestNews",
@@ -563,7 +691,7 @@ class TickerBase:
             }
         }
 
-        data = self._data.post(url, body=payload, proxy=proxy)
+        data = self._data.post(url, body=payload)
         if data is None or "Will be right back" in data.text:
             raise RuntimeError("*** YAHOO! FINANCE IS CURRENTLY DOWN! ***\n"
                                "Our engineers are working quickly to resolve "
@@ -580,7 +708,7 @@ class TickerBase:
         return self._news
 
     @utils.log_indent_decorator
-    def get_earnings_dates(self, limit=12, proxy=None) -> Optional[pd.DataFrame]:
+    def get_earnings_dates(self, limit=12, proxy=_SENTINEL_) -> Optional[pd.DataFrame]:
         """
         Get earning dates (future and historic)
         
@@ -588,105 +716,91 @@ class TickerBase:
             limit (int): 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.
-            proxy: requests proxy to use.
-        
         Returns:
             pd.DataFrame
         """
-        if self._earnings_dates and limit in self._earnings_dates:
-            return self._earnings_dates[limit]
-
         logger = utils.get_yf_logger()
 
-        page_size = min(limit, 100)  # YF caps at 100, don't go higher
-        page_offset = 0
-        dates = None
-        while True:
-            url = f"{_ROOT_URL_}/calendar/earnings?day={date.today()}&symbol={self.ticker}&offset={page_offset}&size={page_size}"
-            data = self._data.cache_get(url=url, proxy=proxy).text
+        if proxy is not _SENTINEL_:
+            warnings.warn("Set proxy via new config function: yf.set_config(proxy=proxy)", DeprecationWarning, stacklevel=2)
+            self._data._set_proxy(proxy)
 
-            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.")
+        clamped_limit = min(limit, 100)  # YF caps at 100, don't go higher
 
-            try:
-                data = pd.read_html(StringIO(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)
+        if self._earnings_dates and clamped_limit in self._earnings_dates:
+            return self._earnings_dates[clamped_limit]
 
-            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)
+        # Fetch data
+        url = f"{_QUERY1_URL_}/v1/finance/visualization"
+        params = {"lang": "en-US", "region": "US"}
+        body = {
+            "size": clamped_limit,
+            "query": {
+                "operator": "and",
+                "operands": [
+                    {"operator": "eq", "operands": ["ticker", self.ticker]},
+                    {"operator": "eq", "operands": ["eventtype", "2"]}
+                ]
+            },
+            "sortField": "startdatetime",
+            "sortType": "DESC",
+            "entityIdType": "earnings",
+            "includeFields": ["startdatetime", "timeZoneShortName", "epsestimate", "epsactual", "epssurprisepct"]
+        }
+        response = self._data.post(url, params=params, body=body)
+        json_data = response.json()
 
-        if dates is None or dates.shape[0] == 0:
+        # Extract data
+        columns = [row['label'] for row in json_data['finance']['result'][0]['documents'][0]['columns']]
+        rows = json_data['finance']['result'][0]['documents'][0]['rows']
+        df = pd.DataFrame(rows, columns=columns)
+
+        if df.empty:
             _exception = YFEarningsDateMissing(self.ticker)
             err_msg = str(_exception)
             logger.error(f'{self.ticker}: {err_msg}')
             return None
-        dates = dates.reset_index(drop=True)
 
-        # Drop redundant columns
-        dates = dates.drop(["Symbol", "Company"], axis=1)
-
-        # Compatibility
-        dates = dates.rename(columns={'Surprise (%)': 'Surprise(%)'})
-
-        # Drop empty rows
-        for i in range(len(dates)-1, -1, -1):
-            if dates.iloc[i].isna().all():
-                dates = dates.drop(i)
+        # Calculate earnings date
+        df['Earnings Date'] = pd.to_datetime(df['Event Start Date'])
+        tz = self._get_ticker_tz(timeout=30)
+        if df['Earnings Date'].dt.tz is None:
+            df['Earnings Date'] = df['Earnings Date'].dt.tz_localize(tz)
+        else:
+            df['Earnings Date'] = df['Earnings Date'].dt.tz_convert(tz)
 
         # Convert types
-        for cn in ["EPS Estimate", "Reported EPS", "Surprise(%)"]:
-            dates.loc[dates[cn] == '-', cn] = float("nan")
-            dates[cn] = dates[cn].astype(float)
+        columns_to_update = ['Surprise (%)', 'EPS Estimate', 'Reported EPS']
+        df[columns_to_update] = df[columns_to_update].astype('float64').replace(0.0, np.nan)
 
-        # Parse earnings date string
-        cn = "Earnings Date"
-        try:
-            dates_backup = dates.copy()
-            # - extract timezone because Yahoo stopped returning in UTC
-            tzy = dates[cn].str.split(' ').str.get(-1)
-            tzy[tzy.isin(['EDT', 'EST'])] = 'US/Eastern'
-            # - tidy date string
-            dates[cn] = dates[cn].str.split(' ').str[:-1].str.join(' ')
-            dates[cn] = dates[cn].replace(' at', ',', regex=True)
-            # - parse
-            dates[cn] = pd.to_datetime(dates[cn], format="%B %d, %Y, %I %p")
-            # - convert to exchange timezone
-            self._quote.proxy = proxy or self.proxy
-            tz = self._get_ticker_tz(proxy=proxy, timeout=30)
-            dates[cn] = [dates[cn].iloc[i].tz_localize(tzy.iloc[i], ambiguous=True).tz_convert(tz) for i in range(len(dates))]
+        # Format the dataframe
+        df.drop(['Event Start Date', 'Timezone short name'], axis=1, inplace=True)
+        df.set_index('Earnings Date', inplace=True)
+        df.rename(columns={'Surprise (%)': 'Surprise(%)'}, inplace=True)  # Compatibility
 
-            dates = dates.set_index("Earnings Date")
-        except Exception as e:
-            utils.get_yf_logger().info(f"{self.ticker}: Problem parsing earnings_dates: {str(e)}")
-            dates = dates_backup
+        self._earnings_dates[clamped_limit] = df
+        return df
 
-        self._earnings_dates[limit] = dates
+    def get_history_metadata(self, proxy=_SENTINEL_) -> dict:
+        if proxy is not _SENTINEL_:
+            warnings.warn("Set proxy via new config function: yf.set_config(proxy=proxy)", DeprecationWarning, stacklevel=2)
+            self._data._set_proxy(proxy)
 
-        return dates
-
-    def get_history_metadata(self, proxy=None) -> dict:
         return self._lazy_load_price_history().get_history_metadata(proxy)
 
-    def get_funds_data(self, proxy=None) -> Optional[FundsData]:
+    def get_funds_data(self, proxy=_SENTINEL_) -> Optional[FundsData]:
+        if proxy is not _SENTINEL_:
+            warnings.warn("Set proxy via new config function: yf.set_config(proxy=proxy)", DeprecationWarning, stacklevel=2)
+            self._data._set_proxy(proxy)
+
         if not self._funds_data:
             self._funds_data = FundsData(self._data, self.ticker)
         
         return self._funds_data
+
+    def live(self, message_handler=None, verbose=True):
+        self._message_handler = message_handler
+
+        self.ws = WebSocket(verbose=verbose)
+        self.ws.subscribe(self.ticker)
+        self.ws.listen(self._message_handler)

yfinance/cache.py

@@ -3,13 +3,15 @@ from threading import Lock
 import os as _os
 import platformdirs as _ad
 import atexit as _atexit
-import datetime as _datetime
+import datetime as _dt
 import pickle as _pkl
 
 from .utils import get_yf_logger
 
 _cache_init_lock = Lock()
 
+
+
 # --------------
 # TimeZone cache
 # --------------
@@ -105,7 +107,7 @@ _atexit.register(_TzDBManager.close_db)
 
 
 tz_db_proxy = _peewee.Proxy()
-class _KV(_peewee.Model):
+class _TZ_KV(_peewee.Model):
     key = _peewee.CharField(primary_key=True)
     value = _peewee.CharField(null=True)
     
@@ -146,11 +148,11 @@ class _TzCache:
         db.connect()
         tz_db_proxy.initialize(db)
         try:
-            db.create_tables([_KV])
+            db.create_tables([_TZ_KV])
         except _peewee.OperationalError as e:
             if 'WITHOUT' in str(e):
-                _KV._meta.without_rowid = False
-                db.create_tables([_KV])
+                _TZ_KV._meta.without_rowid = False
+                db.create_tables([_TZ_KV])
             else:
                 raise
         self.initialised = 1  # success
@@ -166,8 +168,8 @@ class _TzCache:
             return None
 
         try:
-            return _KV.get(_KV.key == key).value
-        except _KV.DoesNotExist:
+            return _TZ_KV.get(_TZ_KV.key == key).value
+        except _TZ_KV.DoesNotExist:
             return None
 
     def store(self, key, value):
@@ -185,18 +187,18 @@ class _TzCache:
             return
         try:
             if value is None:
-                q = _KV.delete().where(_KV.key == key)
+                q = _TZ_KV.delete().where(_TZ_KV.key == key)
                 q.execute()
                 return
             with db.atomic():
-                _KV.insert(key=key, value=value).execute()
+                _TZ_KV.insert(key=key, value=value).execute()
         except _peewee.IntegrityError:
             # Integrity error means the key already exists. Try updating the key.
             old_value = self.lookup(key)
             if old_value != value:
                 get_yf_logger().debug(f"Value for key {key} changed from {old_value} to {value}.")
                 with db.atomic():
-                    q = _KV.update(value=value).where(_KV.key == key)
+                    q = _TZ_KV.update(value=value).where(_TZ_KV.key == key)
                     q.execute()
 
 
@@ -301,16 +303,16 @@ class ISODateTimeField(_peewee.DateTimeField):
     # because user discovered peewee allowed an invalid datetime
     # to get written.
     def db_value(self, value):
-        if value and isinstance(value, _datetime.datetime):
+        if value and isinstance(value, _dt.datetime):
             return value.isoformat()
         return super().db_value(value)
     def python_value(self, value):
         if value and isinstance(value, str) and 'T' in value:
-            return _datetime.datetime.fromisoformat(value)
+            return _dt.datetime.fromisoformat(value)
         return super().python_value(value)
 class _CookieSchema(_peewee.Model):
     strategy = _peewee.CharField(primary_key=True)
-    fetch_date = ISODateTimeField(default=_datetime.datetime.now)
+    fetch_date = ISODateTimeField(default=_dt.datetime.now)
     
     # Which cookie type depends on strategy
     cookie_bytes = _peewee.BlobField()
@@ -374,7 +376,7 @@ class _CookieCache:
         try:
             data =  _CookieSchema.get(_CookieSchema.strategy == strategy)
             cookie = _pkl.loads(data.cookie_bytes)
-            return {'cookie':cookie, 'age':_datetime.datetime.now()-data.fetch_date}
+            return {'cookie':cookie, 'age':_dt.datetime.now()-data.fetch_date}
         except _CookieSchema.DoesNotExist:
             return None
 
@@ -415,6 +417,211 @@ def get_cookie_cache():
 
 
 
+# --------------
+# ISIN cache
+# --------------
+
+class _ISINCacheException(Exception):
+    pass
+
+
+class _ISINCacheDummy:
+    """Dummy cache to use if isin cache is disabled"""
+
+    def lookup(self, isin):
+        return None
+
+    def store(self, isin, tkr):
+        pass
+
+    @property
+    def tz_db(self):
+        return None
+
+
+class _ISINCacheManager:
+    _isin_cache = None
+
+    @classmethod
+    def get_isin_cache(cls):
+        if cls._isin_cache is None:
+            with _cache_init_lock:
+                cls._initialise()
+        return cls._isin_cache
+
+    @classmethod
+    def _initialise(cls, cache_dir=None):
+        cls._isin_cache = _ISINCache()
+
+
+class _ISINDBManager:
+    _db = None
+    _cache_dir = _os.path.join(_ad.user_cache_dir(), "py-yfinance")
+
+    @classmethod
+    def get_database(cls):
+        if cls._db is None:
+            cls._initialise()
+        return cls._db
+
+    @classmethod
+    def close_db(cls):
+        if cls._db is not None:
+            try:
+                cls._db.close()
+            except Exception:
+                # Must discard exceptions because Python trying to quit.
+                pass
+
+
+    @classmethod
+    def _initialise(cls, cache_dir=None):
+        if cache_dir is not None:
+            cls._cache_dir = cache_dir
+
+        if not _os.path.isdir(cls._cache_dir):
+            try:
+                _os.makedirs(cls._cache_dir)
+            except OSError as err:
+                raise _ISINCacheException(f"Error creating ISINCache folder: '{cls._cache_dir}' reason: {err}")
+        elif not (_os.access(cls._cache_dir, _os.R_OK) and _os.access(cls._cache_dir, _os.W_OK)):
+            raise _ISINCacheException(f"Cannot read and write in ISINCache folder: '{cls._cache_dir}'")
+
+        cls._db = _peewee.SqliteDatabase(
+            _os.path.join(cls._cache_dir, 'isin-tkr.db'),
+            pragmas={'journal_mode': 'wal', 'cache_size': -64}
+        )
+
+    @classmethod
+    def set_location(cls, new_cache_dir):
+        if cls._db is not None:
+            cls._db.close()
+            cls._db = None
+        cls._cache_dir = new_cache_dir
+
+    @classmethod
+    def get_location(cls):
+        return cls._cache_dir
+
+# close DB when Python exists
+_atexit.register(_ISINDBManager.close_db)
+
+
+isin_db_proxy = _peewee.Proxy()
+class _ISIN_KV(_peewee.Model):
+    key = _peewee.CharField(primary_key=True)
+    value = _peewee.CharField(null=True)
+    created_at = _peewee.DateTimeField(default=_dt.datetime.now)
+    
+    class Meta:
+        database = isin_db_proxy
+        without_rowid = True
+
+
+class _ISINCache:
+    def __init__(self):
+        self.initialised = -1
+        self.db = None
+        self.dummy = False
+
+    def get_db(self):
+        if self.db is not None:
+            return self.db
+
+        try:
+            self.db = _ISINDBManager.get_database()
+        except _ISINCacheException as err:
+            get_yf_logger().info(f"Failed to create ISINCache, reason: {err}. "
+                                 "ISINCache will not be used. "
+                                 "Tip: You can direct cache to use a different location with 'set_isin_cache_location(mylocation)'")
+            self.dummy = True
+            return None
+        return self.db
+
+    def initialise(self):
+        if self.initialised != -1:
+            return
+
+        db = self.get_db()
+        if db is None:
+            self.initialised = 0  # failure
+            return
+
+        db.connect()
+        isin_db_proxy.initialize(db)
+        try:
+            db.create_tables([_ISIN_KV])
+        except _peewee.OperationalError as e:
+            if 'WITHOUT' in str(e):
+                _ISIN_KV._meta.without_rowid = False
+                db.create_tables([_ISIN_KV])
+            else:
+                raise
+        self.initialised = 1  # success
+
+    def lookup(self, key):
+        if self.dummy:
+            return None
+
+        if self.initialised == -1:
+            self.initialise()
+
+        if self.initialised == 0:  # failure
+            return None
+
+        try:
+            return _ISIN_KV.get(_ISIN_KV.key == key).value
+        except _ISIN_KV.DoesNotExist:
+            return None
+
+    def store(self, key, value):
+        if self.dummy:
+            return
+
+        if self.initialised == -1:
+            self.initialise()
+
+        if self.initialised == 0:  # failure
+            return
+
+        db = self.get_db()
+        if db is None:
+            return
+        try:
+            if value is None:
+                q = _ISIN_KV.delete().where(_ISIN_KV.key == key)
+                q.execute()
+                return
+
+            # Remove existing rows with same value that are older than 1 week
+            one_week_ago = _dt.datetime.now() - _dt.timedelta(weeks=1)
+            old_rows_query = _ISIN_KV.delete().where(
+                (_ISIN_KV.value == value) & 
+                (_ISIN_KV.created_at < one_week_ago)
+            )
+            old_rows_query.execute()
+
+            with db.atomic():
+                _ISIN_KV.insert(key=key, value=value).execute()
+
+        except _peewee.IntegrityError:
+            # Integrity error means the key already exists. Try updating the key.
+            old_value = self.lookup(key)
+            if old_value != value:
+                get_yf_logger().debug(f"Value for key {key} changed from {old_value} to {value}.")
+                with db.atomic():
+                    q = _ISIN_KV.update(value=value, created_at=_dt.datetime.now()).where(_ISIN_KV.key == key)
+                    q.execute()
+
+
+def get_isin_cache():
+    return _ISINCacheManager.get_isin_cache()
+
+
+# --------------
+# Utils
+# --------------
+
 def set_cache_location(cache_dir: str):
     """
     Sets the path to create the "py-yfinance" cache folder in.
@@ -425,6 +632,7 @@ def set_cache_location(cache_dir: str):
     """
     _TzDBManager.set_location(cache_dir)
     _CookieDBManager.set_location(cache_dir)
+    _ISINDBManager.set_location(cache_dir)
 
 def set_tz_cache_location(cache_dir: str):
     set_cache_location(cache_dir)

yfinance/const.py

@@ -2,6 +2,8 @@ _QUERY1_URL_ = 'https://query1.finance.yahoo.com'
 _BASE_URL_ = 'https://query2.finance.yahoo.com'
 _ROOT_URL_ = 'https://finance.yahoo.com'
 
+_SENTINEL_ = object()
+
 fundamentals_keys = {
     'financials': ["TaxEffectOfUnusualItems", "TaxRateForCalcs", "NormalizedEBITDA", "NormalizedDilutedEPS",
                    "NormalizedBasicEPS", "TotalUnusualItems", "TotalUnusualItemsExcludingGoodwill",
@@ -624,3 +626,21 @@ EQUITY_SCREENER_FIELDS = {
         "highest_controversy"}
 }
 EQUITY_SCREENER_FIELDS = merge_two_level_dicts(EQUITY_SCREENER_FIELDS, COMMON_SCREENER_FIELDS)
+
+USER_AGENTS = [
+    # Chrome
+    "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/133.0.0.0 Safari/537.36",
+    "Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_7) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/133.0.0.0 Safari/537.36",
+    "Mozilla/5.0 (X11; Linux x86_64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/133.0.0.0 Safari/537.36",
+
+    # Firefox
+    "Mozilla/5.0 (Windows NT 10.0; Win64; x64; rv:135.0) Gecko/20100101 Firefox/135.0",
+    "Mozilla/5.0 (Macintosh; Intel Mac OS X 14.7; rv:135.0) Gecko/20100101 Firefox/135.0",
+    "Mozilla/5.0 (X11; Linux i686; rv:135.0) Gecko/20100101 Firefox/135.0",
+
+    # Safari
+    "Mozilla/5.0 (Macintosh; Intel Mac OS X 14_7_4) AppleWebKit/605.1.15 (KHTML, like Gecko) Version/18.3 Safari/605.1.15",
+
+    # Edge
+    "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/133.0.0.0 Safari/537.36 Edg/131.0.2903.86"
+]

yfinance/data.py

@@ -1,7 +1,7 @@
 import functools
 from functools import lru_cache
 
-import requests as requests
+from curl_cffi import requests
 from bs4 import BeautifulSoup
 import datetime
 
@@ -10,7 +10,7 @@ from frozendict import frozendict
 from . import utils, cache
 import threading
 
-from .exceptions import YFRateLimitError
+from .exceptions import YFRateLimitError, YFDataException
 
 cache_maxsize = 64
 
@@ -49,7 +49,13 @@ class SingletonMeta(type):
                 instance = super().__call__(*args, **kwargs)
                 cls._instances[cls] = instance
             else:
-                cls._instances[cls]._set_session(*args, **kwargs)
+                # Update the existing instance
+                if 'session' in kwargs or (args and len(args) > 0):
+                    session = kwargs.get('session') if 'session' in kwargs else args[0]
+                    cls._instances[cls]._set_session(session)
+                if 'proxy' in kwargs or (args and len(args) > 1):
+                    proxy = kwargs.get('proxy') if 'proxy' in kwargs else args[1]
+                    cls._instances[cls]._set_proxy(proxy)
             return cls._instances[cls]
 
 
@@ -58,10 +64,8 @@ class YfData(metaclass=SingletonMeta):
     Have one place to retrieve data from Yahoo API in order to ease caching and speed up operations.
     Singleton means one session one cookie shared by all threads.
     """
-    user_agent_headers = {
-        'User-Agent': 'Mozilla/5.0 (Macintosh; Intel Mac OS X 10_10_1) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/39.0.2171.95 Safari/537.36'}
 
-    def __init__(self, session=None):
+    def __init__(self, session=None, proxy=None):
         self._crumb = None
         self._cookie = None
 
@@ -72,16 +76,16 @@ class YfData(metaclass=SingletonMeta):
 
         self._cookie_lock = threading.Lock()
 
-        self._set_session(session or requests.Session())
+        self._session, self._proxy = None, None
+        self._set_session(session or requests.Session(impersonate="chrome"))
+        self._set_proxy(proxy)
 
     def _set_session(self, session):
         if session is None:
             return
-        with self._cookie_lock:
-            self._session = session
 
         try:
-            self._session.cache
+            session.cache
         except AttributeError:
             # Not caching
             self._session_is_caching = False
@@ -90,8 +94,25 @@ class YfData(metaclass=SingletonMeta):
             # Can't simply use a non-caching session to fetch cookie & crumb,
             # because then the caching-session won't have cookie.
             self._session_is_caching = True
-            from requests_cache import DO_NOT_CACHE
-            self._expire_after = DO_NOT_CACHE
+            # But since switch to curl_cffi, can't use requests_cache with it.
+            raise YFDataException("request_cache sessions don't work with curl_cffi, which is necessary now for Yahoo API. Solution: stop setting session, let YF handle.")
+
+        if not isinstance(session, requests.session.Session):
+            raise YFDataException(f"Yahoo API requires curl_cffi session not {type(session)}. Solution: stop setting session, let YF handle.")
+
+        with self._cookie_lock:
+            self._session = session
+            if self._proxy is not None:
+                self._session.proxies = self._proxy
+
+    def _set_proxy(self, proxy=None):
+        with self._cookie_lock:
+            if proxy is not None:
+                proxy = {'http': proxy, 'https': proxy} if isinstance(proxy, str) else proxy
+            else:
+                proxy = {}
+            self._proxy = proxy
+            self._session.proxies = proxy
 
     def _set_cookie_strategy(self, strategy, have_lock=False):
         if strategy == self._cookie_strategy:
@@ -116,83 +137,83 @@ class YfData(metaclass=SingletonMeta):
         if not have_lock:
             self._cookie_lock.release()
 
-    def _save_session_cookies(self):
-        try:
-            cache.get_cookie_cache().store('csrf', self._session.cookies)
-        except Exception:
+    @utils.log_indent_decorator
+    def _save_cookie_curlCffi(self):
+        if self._session is None:
             return False
+        cookies = self._session.cookies.jar._cookies
+        if len(cookies) == 0:
+            return False
+        yh_domains = [k for k in cookies.keys() if 'yahoo' in k]
+        if len(yh_domains) > 1:
+            # Possible when cookie fetched with CSRF method. Discard consent cookie.
+            yh_domains = [k for k in yh_domains if 'consent' not in k]
+        if len(yh_domains) > 1:
+            utils.get_yf_logger().debug(f'Multiple Yahoo cookies, not sure which to cache: {yh_domains}')
+            return False
+        if len(yh_domains) == 0:
+            return False
+        yh_domain = yh_domains[0]
+        yh_cookie = {yh_domain: cookies[yh_domain]}
+        cache.get_cookie_cache().store('curlCffi', yh_cookie)
         return True
 
-    def _load_session_cookies(self):
-        cookie_dict = cache.get_cookie_cache().lookup('csrf')
-        if cookie_dict is None:
+    @utils.log_indent_decorator
+    def _load_cookie_curlCffi(self):
+        if self._session is None:
             return False
-        # Periodically refresh, 24 hours seems fair.
-        if cookie_dict['age'] > datetime.timedelta(days=1):
+        cookie_dict = cache.get_cookie_cache().lookup('curlCffi')
+        if cookie_dict is None or len(cookie_dict) == 0:
             return False
-        self._session.cookies.update(cookie_dict['cookie'])
-        utils.get_yf_logger().debug('loaded persistent cookie')
-
-    def _save_cookie_basic(self, cookie):
-        try:
-            cache.get_cookie_cache().store('basic', cookie)
-        except Exception:
+        cookies = cookie_dict['cookie']
+        domain = list(cookies.keys())[0]
+        cookie = cookies[domain]['/']['A3']
+        expiry_ts = cookie.expires
+        if expiry_ts > 2e9:
+            # convert ms to s
+            expiry_ts //= 1e3
+        expiry_dt = datetime.datetime.fromtimestamp(expiry_ts, tz=datetime.timezone.utc)
+        expired = expiry_dt < datetime.datetime.now(datetime.timezone.utc)
+        if expired:
+            utils.get_yf_logger().debug('cached cookie expired')
             return False
+        self._session.cookies.jar._cookies.update(cookies)
+        self._cookie = cookie
         return True
-    def _load_cookie_basic(self):
-        cookie_dict = cache.get_cookie_cache().lookup('basic')
-        if cookie_dict is None:
-            return None
-        # Periodically refresh, 24 hours seems fair.
-        if cookie_dict['age'] > datetime.timedelta(days=1):
-            return None
-        utils.get_yf_logger().debug('loaded persistent cookie')
-        return cookie_dict['cookie']
 
-    def _get_cookie_basic(self, proxy=None, timeout=30):
+    @utils.log_indent_decorator
+    def _get_cookie_basic(self, timeout=30):
         if self._cookie is not None:
             utils.get_yf_logger().debug('reusing cookie')
-            return self._cookie
-
-        self._cookie = self._load_cookie_basic()
-        if self._cookie is not None:
-            return self._cookie
+            return True
+        elif self._load_cookie_curlCffi():
+            utils.get_yf_logger().debug('reusing persistent cookie')
+            return True
 
         # To avoid infinite recursion, do NOT use self.get()
         # - 'allow_redirects' copied from @psychoz971 solution - does it help USA?
-        response = self._session.get(
-            url='https://fc.yahoo.com',
-            headers=self.user_agent_headers,
-            proxies=proxy,
-            timeout=timeout,
-            allow_redirects=True)
+        try:
+            self._session.get(
+                url='https://fc.yahoo.com',
+                timeout=timeout,
+                allow_redirects=True)
+        except requests.exceptions.DNSError:
+            # Possible because url on some privacy/ad blocklists
+            return False
+        self._save_cookie_curlCffi()
+        return True
 
-        if not response.cookies:
-            utils.get_yf_logger().debug("response.cookies = None")
-            return None
-        self._cookie = list(response.cookies)[0]
-        if self._cookie == '':
-            utils.get_yf_logger().debug("list(response.cookies)[0] = ''")
-            return None
-        self._save_cookie_basic(self._cookie)
-        utils.get_yf_logger().debug(f"fetched basic cookie = {self._cookie}")
-        return self._cookie
-
-    def _get_crumb_basic(self, proxy=None, timeout=30):
+    @utils.log_indent_decorator
+    def _get_crumb_basic(self, timeout=30):
         if self._crumb is not None:
             utils.get_yf_logger().debug('reusing crumb')
             return self._crumb
 
-        cookie = self._get_cookie_basic()
-        if cookie is None:
+        if not self._get_cookie_basic():
             return None
-
         # - 'allow_redirects' copied from @psychoz971 solution - does it help USA?
         get_args = {
             'url': "https://query1.finance.yahoo.com/v1/test/getcrumb",
-            'headers': self.user_agent_headers,
-            'cookies': {cookie.name: cookie.value},
-            'proxies': proxy,
             'timeout': timeout,
             'allow_redirects': True
         }
@@ -202,6 +223,10 @@ class YfData(metaclass=SingletonMeta):
         else:
             crumb_response = self._session.get(**get_args)
         self._crumb = crumb_response.text
+        if crumb_response.status_code == 429 or "Too Many Requests" in self._crumb:
+            utils.get_yf_logger().debug(f"Didn't receive crumb {self._crumb}")
+            raise YFRateLimitError()
+
         if self._crumb is None or '<html>' in self._crumb:
             utils.get_yf_logger().debug("Didn't receive crumb")
             return None
@@ -210,32 +235,36 @@ class YfData(metaclass=SingletonMeta):
         return self._crumb
 
     @utils.log_indent_decorator
-    def _get_cookie_and_crumb_basic(self, proxy, timeout):
-        cookie = self._get_cookie_basic(proxy, timeout)
-        crumb = self._get_crumb_basic(proxy, timeout)
-        return cookie, crumb
+    def _get_cookie_and_crumb_basic(self, timeout):
+        if not self._get_cookie_basic(timeout):
+            return None
+        return self._get_crumb_basic(timeout)
 
-    def _get_cookie_csrf(self, proxy, timeout):
+    @utils.log_indent_decorator
+    def _get_cookie_csrf(self, timeout):
         if self._cookie is not None:
             utils.get_yf_logger().debug('reusing cookie')
             return True
 
-        elif self._load_session_cookies():
+        elif self._load_cookie_curlCffi():
             utils.get_yf_logger().debug('reusing persistent cookie')
             self._cookie = True
             return True
 
         base_args = {
-            'headers': self.user_agent_headers,
-            'proxies': proxy,
             'timeout': timeout}
 
         get_args = {**base_args, 'url': 'https://guce.yahoo.com/consent'}
-        if self._session_is_caching:
-            get_args['expire_after'] = self._expire_after
-            response = self._session.get(**get_args)
-        else:
-            response = self._session.get(**get_args)
+        try:
+            if self._session_is_caching:
+                get_args['expire_after'] = self._expire_after
+                response = self._session.get(**get_args)
+            else:
+                response = self._session.get(**get_args)
+        except requests.exceptions.ChunkedEncodingError:
+            # No idea why happens, but handle nicely so can switch to other cookie method.
+            utils.get_yf_logger().debug('_get_cookie_csrf() encountering requests.exceptions.ChunkedEncodingError, aborting')
+            return False
 
         soup = BeautifulSoup(response.content, 'html.parser')
         csrfTokenInput = soup.find('input', attrs={'name': 'csrfToken'})
@@ -264,34 +293,36 @@ class YfData(metaclass=SingletonMeta):
         get_args = {**base_args,
             'url': f'https://guce.yahoo.com/copyConsent?sessionId={sessionId}',
             'data': data}
-        if self._session_is_caching:
-            post_args['expire_after'] = self._expire_after
-            get_args['expire_after'] = self._expire_after
-            self._session.post(**post_args)
-            self._session.get(**get_args)
-        else:
-            self._session.post(**post_args)
-            self._session.get(**get_args)
+        try:
+            if self._session_is_caching:
+                post_args['expire_after'] = self._expire_after
+                get_args['expire_after'] = self._expire_after
+                self._session.post(**post_args)
+                self._session.get(**get_args)
+            else:
+                self._session.post(**post_args)
+                self._session.get(**get_args)
+        except requests.exceptions.ChunkedEncodingError:
+            # No idea why happens, but handle nicely so can switch to other cookie method.
+            utils.get_yf_logger().debug('_get_cookie_csrf() encountering requests.exceptions.ChunkedEncodingError, aborting')
         self._cookie = True
-        self._save_session_cookies()
+        self._save_cookie_curlCffi()
         return True
 
     @utils.log_indent_decorator
-    def _get_crumb_csrf(self, proxy=None, timeout=30):
+    def _get_crumb_csrf(self, timeout=30):
         # Credit goes to @bot-unit #1729
 
         if self._crumb is not None:
             utils.get_yf_logger().debug('reusing crumb')
             return self._crumb
 
-        if not self._get_cookie_csrf(proxy, timeout):
+        if not self._get_cookie_csrf(timeout):
             # This cookie stored in session
             return None
 
         get_args = {
             'url': 'https://query2.finance.yahoo.com/v1/test/getcrumb',
-            'headers': self.user_agent_headers,
-            'proxies': proxy,
             'timeout': timeout}
         if self._session_is_caching:
             get_args['expire_after'] = self._expire_after
@@ -300,6 +331,10 @@ class YfData(metaclass=SingletonMeta):
             r = self._session.get(**get_args)
         self._crumb = r.text
 
+        if r.status_code == 429 or "Too Many Requests" in self._crumb:
+            utils.get_yf_logger().debug(f"Didn't receive crumb {self._crumb}")
+            raise YFRateLimitError()
+
         if self._crumb is None or '<html>' in self._crumb or self._crumb == '':
             utils.get_yf_logger().debug("Didn't receive crumb")
             return None
@@ -308,8 +343,8 @@ class YfData(metaclass=SingletonMeta):
         return self._crumb
 
     @utils.log_indent_decorator
-    def _get_cookie_and_crumb(self, proxy=None, timeout=30):
-        cookie, crumb, strategy = None, None, None
+    def _get_cookie_and_crumb(self, timeout=30):
+        crumb, strategy = None, None
 
         utils.get_yf_logger().debug(f"cookie_mode = '{self._cookie_strategy}'")
 
@@ -319,27 +354,27 @@ class YfData(metaclass=SingletonMeta):
                 if crumb is None:
                     # Fail
                     self._set_cookie_strategy('basic', have_lock=True)
-                    cookie, crumb = self._get_cookie_and_crumb_basic(proxy, timeout)
+                    crumb = self._get_cookie_and_crumb_basic(timeout)
             else:
                 # Fallback strategy
-                cookie, crumb = self._get_cookie_and_crumb_basic(proxy, timeout)
-                if cookie is None or crumb is None:
+                crumb = self._get_cookie_and_crumb_basic(timeout)
+                if crumb is None:
                     # Fail
                     self._set_cookie_strategy('csrf', have_lock=True)
                     crumb = self._get_crumb_csrf()
             strategy = self._cookie_strategy
-        return cookie, crumb, strategy
+        return crumb, strategy
 
     @utils.log_indent_decorator
-    def get(self, url, user_agent_headers=None, params=None, proxy=None, timeout=30):
-        return self._make_request(url, request_method = self._session.get, user_agent_headers=user_agent_headers, params=params, proxy=proxy, timeout=timeout)
-    
+    def get(self, url, params=None, timeout=30):
+        return self._make_request(url, request_method = self._session.get, params=params, timeout=timeout)
+
     @utils.log_indent_decorator
-    def post(self, url, body, user_agent_headers=None, params=None, proxy=None, timeout=30):
-        return self._make_request(url, request_method = self._session.post, user_agent_headers=user_agent_headers, body=body, params=params, proxy=proxy, timeout=timeout)
-    
+    def post(self, url, body, params=None, timeout=30):
+        return self._make_request(url, request_method = self._session.post, body=body, params=params, timeout=timeout)
+
     @utils.log_indent_decorator
-    def _make_request(self, url, request_method, user_agent_headers=None, body=None, params=None, proxy=None, timeout=30):
+    def _make_request(self, url, request_method, body=None, params=None, timeout=30):
         # Important: treat input arguments as immutable.
 
         if len(url) > 200:
@@ -347,36 +382,27 @@ class YfData(metaclass=SingletonMeta):
         else:
             utils.get_yf_logger().debug(f'url={url}')
         utils.get_yf_logger().debug(f'params={params}')
-        proxy = self._get_proxy(proxy)
 
         if params is None:
             params = {}
         if 'crumb' in params:
             raise Exception("Don't manually add 'crumb' to params dict, let data.py handle it")
 
-        cookie, crumb, strategy = self._get_cookie_and_crumb()
+        crumb, strategy = self._get_cookie_and_crumb()
         if crumb is not None:
             crumbs = {'crumb': crumb}
         else:
             crumbs = {}
-        if strategy == 'basic' and cookie is not None:
-            # Basic cookie strategy adds cookie to GET parameters
-            cookies = {cookie.name: cookie.value}
-        else:
-            cookies = None
 
         request_args = {
             'url': url,
             'params': {**params, **crumbs},
-            'cookies': cookies,
-            'proxies': proxy,
-            'timeout': timeout,
-            'headers': user_agent_headers or self.user_agent_headers
+            'timeout': timeout
         }
 
         if body:
             request_args['json'] = body
-            
+
         response = request_method(**request_args)
         utils.get_yf_logger().debug(f'response code={response.status_code}')
         if response.status_code >= 400:
@@ -385,10 +411,8 @@ class YfData(metaclass=SingletonMeta):
                 self._set_cookie_strategy('csrf')
             else:
                 self._set_cookie_strategy('basic')
-            cookie, crumb, strategy = self._get_cookie_and_crumb(proxy, timeout)
+            crumb, strategy = self._get_cookie_and_crumb(timeout)
             request_args['params']['crumb'] = crumb
-            if strategy == 'basic':
-                request_args['cookies'] = {cookie.name: cookie.value}
             response = request_method(**request_args)
             utils.get_yf_logger().debug(f'response code={response.status_code}')
 
@@ -400,19 +424,11 @@ class YfData(metaclass=SingletonMeta):
 
     @lru_cache_freezeargs
     @lru_cache(maxsize=cache_maxsize)
-    def cache_get(self, url, user_agent_headers=None, params=None, proxy=None, timeout=30):
-        return self.get(url, user_agent_headers, params, proxy, timeout)
+    def cache_get(self, url, params=None, timeout=30):
+        return self.get(url, params, timeout)
 
-    def _get_proxy(self, proxy):
-        # setup proxy in requests format
-        if proxy is not None:
-            if isinstance(proxy, (dict, frozendict)) and "https" in proxy:
-                proxy = proxy["https"]
-            proxy = {"https": proxy}
-        return proxy
-
-    def get_raw_json(self, url, user_agent_headers=None, params=None, proxy=None, timeout=30):
+    def get_raw_json(self, url, params=None, timeout=30):
         utils.get_yf_logger().debug(f'get_raw_json(): {url}')
-        response = self.get(url, user_agent_headers=user_agent_headers, params=params, proxy=proxy, timeout=timeout)
+        response = self.get(url, params=params, timeout=timeout)
         response.raise_for_status()
-        return response.json()
+        return response.json()

yfinance/domain/domain.py

@@ -1,9 +1,11 @@
 from abc import ABC, abstractmethod
-from ..ticker import Ticker
-from ..const import _QUERY1_URL_
-from ..data import YfData
-from typing import Dict, List, Optional
 import pandas as _pd
+from typing import Dict, List, Optional
+import warnings
+
+from ..const import _QUERY1_URL_, _SENTINEL_
+from ..data import YfData
+from ..ticker import Ticker
 
 _QUERY_URL_ = f'{_QUERY1_URL_}/v1/finance'
 
@@ -13,20 +15,21 @@ class Domain(ABC):
     and methods for fetching and parsing data. Derived classes must implement the `_fetch_and_parse()` method.
     """
 
-    def __init__(self, key: str, session=None, proxy=None):
+    def __init__(self, key: str, session=None, proxy=_SENTINEL_):
         """
         Initializes the Domain object with a key, session, and proxy.
 
         Args:
             key (str): Unique key identifying the domain entity.
             session (Optional[requests.Session]): Session object for HTTP requests. Defaults to None.
-            proxy (Optional[Dict]): Proxy settings. Defaults to None.
         """
         self._key: str = key
-        self.proxy = proxy
         self.session = session
         self._data: YfData = YfData(session=session)
-        
+        if proxy is not _SENTINEL_:
+            warnings.warn("Set proxy via new config function: yf.set_config(proxy=proxy)", DeprecationWarning, stacklevel=2)
+            self._data._set_proxy(proxy)
+
         self._name: Optional[str] = None
         self._symbol: Optional[str] = None
         self._overview: Optional[Dict] = None
@@ -109,19 +112,18 @@ class Domain(ABC):
         self._ensure_fetched(self._research_reports)
         return self._research_reports
 
-    def _fetch(self, query_url, proxy) -> Dict:
+    def _fetch(self, query_url) -> Dict:
         """
         Fetches data from the given query URL.
 
         Args:
             query_url (str): The URL used for the data query.
-            proxy (Dict): Proxy settings for the request.
 
         Returns:
             Dict: The JSON response data from the request.
         """
         params_dict = {"formatted": "true", "withReturns": "true", "lang": "en-US", "region": "US"}
-        result = self._data.get_raw_json(query_url, user_agent_headers=self._data.user_agent_headers, params=params_dict, proxy=proxy)
+        result = self._data.get_raw_json(query_url, params=params_dict)
         return result
 
     def _parse_and_assign_common(self, data) -> None:
@@ -194,4 +196,4 @@ class Domain(ABC):
             attribute: The attribute to check and potentially fetch.
         """
         if attribute is None:
-            self._fetch_and_parse()
+            self._fetch_and_parse()

yfinance/domain/industry.py

@@ -1,24 +1,31 @@
 from __future__ import print_function
-from typing import Dict, Optional
 
 import pandas as _pd
+from typing import Dict, Optional
+import warnings
+
+from .. import utils
+from ..const import _SENTINEL_
+from ..data import YfData
 
 from .domain import Domain, _QUERY_URL_
-from .. import utils
 
 class Industry(Domain):
     """
     Represents an industry within a sector.
     """
 
-    def __init__(self, key, session=None, proxy=None):
+    def __init__(self, key, session=None, proxy=_SENTINEL_):
         """
         Args:
             key (str): The key identifier for the industry.
             session (optional): The session to use for requests.
-            proxy (optional): The proxy to use for requests.
         """
-        super(Industry, self).__init__(key, session, proxy)
+        if proxy is not _SENTINEL_:
+            warnings.warn("Set proxy via new config function: yf.set_config(proxy=proxy)", DeprecationWarning, stacklevel=2)
+            YfData(proxy=proxy)
+        YfData(session=session)
+        super(Industry, self).__init__(key, session)
         self._query_url = f'{_QUERY_URL_}/industries/{self._key}'
 
         self._sector_key = None
@@ -129,7 +136,7 @@ class Industry(Domain):
         result = None
         
         try:
-            result = self._fetch(self._query_url, self.proxy)
+            result = self._fetch(self._query_url)
             data = result['data']
             self._parse_and_assign_common(data)
 
@@ -145,4 +152,4 @@ class Industry(Domain):
             logger.debug("Got response: ")
             logger.debug("-------------")
             logger.debug(f" {result}")
-            logger.debug("-------------")
+            logger.debug("-------------")

yfinance/domain/market.py

@@ -1,25 +1,28 @@
 import datetime as dt
-
-from ..data import YfData
-from ..data import utils
-from ..const import _QUERY1_URL_
 import json as _json
+import warnings
 
-class Market():
-    def __init__(self, market:'str',  session=None, proxy=None, timeout=30):
+from ..const import _QUERY1_URL_, _SENTINEL_
+from ..data import utils, YfData
+
+class Market:
+    def __init__(self, market:'str', session=None, proxy=_SENTINEL_, timeout=30):
         self.market = market
         self.session = session
-        self.proxy = proxy
         self.timeout = timeout
 
         self._data = YfData(session=self.session)
+        if proxy is not _SENTINEL_:
+            warnings.warn("Set proxy via new config function: yf.set_config(proxy=proxy)", DeprecationWarning, stacklevel=2)
+            self._data._set_proxy(proxy)
+
         self._logger = utils.get_yf_logger()
         
         self._status = None
         self._summary = None
 
     def _fetch_json(self, url, params):
-        data = self._data.cache_get(url=url, params=params, proxy=self.proxy, timeout=self.timeout)
+        data = self._data.cache_get(url=url, params=params, timeout=self.timeout)
         if data is None or "Will be right back" in data.text:
             raise RuntimeError("*** YAHOO! FINANCE IS CURRENTLY DOWN! ***\n"
                                "Our engineers are working quickly to resolve "
@@ -52,7 +55,7 @@ class Market():
         status_params = {
             "formatted": True,
             "key": "finance",
-            "lang": "en-GB",
+            "lang": "en-US",
             "market": self.market
         }
 
@@ -73,11 +76,11 @@ class Market():
             self._status['timezone'] = self._status['timezone'][0]
             del self._status['time']  # redundant
             try:
-                self._status.update(
-                    open  = dt.datetime.fromisoformat(self._status["open"]),
-                    close = dt.datetime.fromisoformat(self._status["close"]),
-                    tz = dt.timezone(self._status["timezone"]["gmtoffset"], self._status["timezone"]["short"])
-                )
+                self._status.update({
+                    "open": dt.datetime.fromisoformat(self._status["open"]),
+                    "close": dt.datetime.fromisoformat(self._status["close"]),
+                    "tz": dt.timezone(dt.timedelta(hours=int(self._status["timezone"]["gmtoffset"]))/1000, self._status["timezone"]["short"])
+                })
             except Exception as e:
                 self._logger.error(f"{self.market}: Failed to update market status")
                 self._logger.debug(f"{type(e)}: {e}")

yfinance/domain/sector.py

@@ -1,12 +1,14 @@
 from __future__ import print_function
-from typing import Dict, Optional
-from ..utils import dynamic_docstring, generate_list_table_from_dict
-from ..const import SECTOR_INDUSTY_MAPPING
 
 import pandas as _pd
+from typing import Dict, Optional
+import warnings
+
+from ..const import SECTOR_INDUSTY_MAPPING, _SENTINEL_
+from ..data import YfData
+from ..utils import dynamic_docstring, generate_list_table_from_dict, get_yf_logger
 
 from .domain import Domain, _QUERY_URL_
-from .. import utils
 
 class Sector(Domain):
     """
@@ -14,7 +16,7 @@ class Sector(Domain):
     such as top ETFs, top mutual funds, and industry data.
     """
 
-    def __init__(self, key, session=None, proxy=None):
+    def __init__(self, key, session=None, proxy=_SENTINEL_):
         """
         Args:
             key (str): The key representing the sector.
@@ -26,7 +28,11 @@ class Sector(Domain):
             :attr:`Sector.industries <yfinance.Sector.industries>`
                 Map of sector and industry
         """
-        super(Sector, self).__init__(key, session, proxy)
+        if proxy is not _SENTINEL_:
+            warnings.warn("Set proxy via new config function: yf.set_config(proxy=proxy)", DeprecationWarning, stacklevel=2)
+            YfData(session=session, proxy=proxy)
+
+        super(Sector, self).__init__(key, session)
         self._query_url: str = f'{_QUERY_URL_}/sectors/{self._key}'
         self._top_etfs: Optional[Dict] = None
         self._top_mutual_funds: Optional[Dict] = None
@@ -133,7 +139,7 @@ class Sector(Domain):
         result = None
         
         try:
-            result = self._fetch(self._query_url, self.proxy)
+            result = self._fetch(self._query_url)
             data = result['data']
             self._parse_and_assign_common(data)
 
@@ -142,9 +148,9 @@ class Sector(Domain):
             self._industries = self._parse_industries(data.get('industries', {}))
 
         except Exception as e:
-            logger = utils.get_yf_logger()
+            logger = get_yf_logger()
             logger.error(f"Failed to get sector data for '{self._key}' reason: {e}")
             logger.debug("Got response: ")
             logger.debug("-------------")
             logger.debug(f" {result}")
-            logger.debug("-------------")
+            logger.debug("-------------")

yfinance/live.py

@@ -0,0 +1,335 @@
+import asyncio
+import base64
+import json
+from typing import List, Optional, Callable, Union
+
+from websockets.sync.client import connect as sync_connect
+from websockets.asyncio.client import connect as async_connect
+
+from yfinance import utils
+from yfinance.pricing_pb2 import PricingData
+from google.protobuf.json_format import MessageToDict
+
+
+class BaseWebSocket:
+    def __init__(self, url: str = "wss://streamer.finance.yahoo.com/?version=2", verbose=True):
+        self.url = url
+        self.verbose = verbose
+        self.logger = utils.get_yf_logger()
+        self._ws = None
+        self._subscriptions = set()
+        self._subscription_interval = 15  # seconds
+
+    def _decode_message(self, base64_message: str) -> dict:
+        try:
+            decoded_bytes = base64.b64decode(base64_message)
+            pricing_data = PricingData()
+            pricing_data.ParseFromString(decoded_bytes)
+            return MessageToDict(pricing_data, preserving_proto_field_name=True)
+        except Exception as e:
+            self.logger.error("Failed to decode message: %s", e, exc_info=True)
+            if self.verbose:
+                print("Failed to decode message: %s", e)
+            return {
+                'error': str(e),
+                'raw_base64': base64_message
+            }
+
+
+class AsyncWebSocket(BaseWebSocket):
+    """
+    Asynchronous WebSocket client for streaming real time pricing data.
+    """
+
+    def __init__(self, url: str = "wss://streamer.finance.yahoo.com/?version=2", verbose=True):
+        """
+        Initialize the AsyncWebSocket client.
+
+        Args:
+            url (str): The WebSocket server URL. Defaults to Yahoo Finance's WebSocket URL.
+            verbose (bool): Flag to enable or disable print statements. Defaults to True.
+        """
+        super().__init__(url, verbose)
+        self._message_handler = None  # Callable to handle messages
+        self._heartbeat_task = None  # Task to send heartbeat subscribe
+
+    async def _connect(self):
+        try:
+            if self._ws is None:
+                self._ws = await async_connect(self.url)
+                self.logger.info("Connected to WebSocket.")
+                if self.verbose:
+                    print("Connected to WebSocket.")
+        except Exception as e:
+            self.logger.error("Failed to connect to WebSocket: %s", e, exc_info=True)
+            if self.verbose:
+                print(f"Failed to connect to WebSocket: {e}")
+            self._ws = None
+            raise
+
+    async def _periodic_subscribe(self):
+        while True:
+            try:
+                await asyncio.sleep(self._subscription_interval)
+
+                if self._subscriptions:
+                    message = {"subscribe": list(self._subscriptions)}
+                    await self._ws.send(json.dumps(message))
+
+                    if self.verbose:
+                        print(f"Heartbeat subscription sent for symbols: {self._subscriptions}")
+            except Exception as e:
+                self.logger.error("Error in heartbeat subscription: %s", e, exc_info=True)
+                if self.verbose:
+                    print(f"Error in heartbeat subscription: {e}")
+                break
+
+    async def subscribe(self, symbols: Union[str, List[str]]):
+        """
+        Subscribe to a stock symbol or a list of stock symbols.
+
+        Args:
+            symbols (Union[str, List[str]]): Stock symbol(s) to subscribe to.
+        """
+        await self._connect()
+
+        if isinstance(symbols, str):
+            symbols = [symbols]
+
+        self._subscriptions.update(symbols)
+
+        message = {"subscribe": list(self._subscriptions)}
+        await self._ws.send(json.dumps(message))
+
+        # Start heartbeat subscription task
+        if self._heartbeat_task is None:
+            self._heartbeat_task = asyncio.create_task(self._periodic_subscribe())
+
+        self.logger.info(f"Subscribed to symbols: {symbols}")
+        if self.verbose:
+            print(f"Subscribed to symbols: {symbols}")
+
+    async def unsubscribe(self, symbols: Union[str, List[str]]):
+        """
+        Unsubscribe from a stock symbol or a list of stock symbols.
+
+        Args:
+            symbols (Union[str, List[str]]): Stock symbol(s) to unsubscribe from.
+        """
+        await self._connect()
+
+        if isinstance(symbols, str):
+            symbols = [symbols]
+
+        self._subscriptions.difference_update(symbols)
+
+        message = {"unsubscribe": symbols}
+        await self._ws.send(json.dumps(message))
+
+        self.logger.info(f"Unsubscribed from symbols: {symbols}")
+        if self.verbose:
+            print(f"Unsubscribed from symbols: {symbols}")
+
+    async def listen(self, message_handler=None):
+        """
+        Start listening to messages from the WebSocket server.
+
+        Args:
+            message_handler (Optional[Callable[[dict], None]]): Optional function to handle received messages.
+        """
+        await self._connect()
+        self._message_handler = message_handler
+
+        self.logger.info("Listening for messages...")
+        if self.verbose:
+            print("Listening for messages...")
+
+        # Start heartbeat subscription task
+        if self._heartbeat_task is None:
+            self._heartbeat_task = asyncio.create_task(self._periodic_subscribe())
+
+        while True:
+            try:
+                async for message in self._ws:
+                    message_json = json.loads(message)
+                    encoded_data = message_json.get("message", "")
+                    decoded_message = self._decode_message(encoded_data)
+
+                    if self._message_handler:
+                        try:
+                            if asyncio.iscoroutinefunction(self._message_handler):
+                                await self._message_handler(decoded_message)
+                            else:
+                                self._message_handler(decoded_message)
+                        except Exception as handler_exception:
+                            self.logger.error("Error in message handler: %s", handler_exception, exc_info=True)
+                            if self.verbose:
+                                print("Error in message handler:", handler_exception)
+                    else:
+                        print(decoded_message)
+
+            except (KeyboardInterrupt, asyncio.CancelledError):
+                self.logger.info("WebSocket listening interrupted. Closing connection...")
+                if self.verbose:
+                    print("WebSocket listening interrupted. Closing connection...")
+                await self.close()
+                break
+
+            except Exception as e:
+                self.logger.error("Error while listening to messages: %s", e, exc_info=True)
+                if self.verbose:
+                    print("Error while listening to messages: %s", e)
+
+                # Attempt to reconnect if connection drops
+                self.logger.info("Attempting to reconnect...")
+                if self.verbose:
+                    print("Attempting to reconnect...")
+                await asyncio.sleep(3)  # backoff
+                await self._connect()
+
+    async def close(self):
+        """Close the WebSocket connection."""
+        if self._heartbeat_task:
+            self._heartbeat_task.cancel()
+
+        if self._ws is not None:  # and not self._ws.closed:
+            await self._ws.close()
+            self.logger.info("WebSocket connection closed.")
+            if self.verbose:
+                print("WebSocket connection closed.")
+
+    async def __aenter__(self):
+        await self._connect()
+        return self
+
+    async def __aexit__(self, exc_type, exc_value, traceback):
+        await self.close()
+
+
+class WebSocket(BaseWebSocket):
+    """
+    Synchronous WebSocket client for streaming real time pricing data.
+    """
+
+    def __init__(self, url: str = "wss://streamer.finance.yahoo.com/?version=2", verbose=True):
+        """
+        Initialize the WebSocket client.
+
+        Args:
+            url (str): The WebSocket server URL. Defaults to Yahoo Finance's WebSocket URL.
+            verbose (bool): Flag to enable or disable print statements. Defaults to True.
+        """
+        super().__init__(url, verbose)
+
+    def _connect(self):
+        try:
+            if self._ws is None:
+                self._ws = sync_connect(self.url)
+                self.logger.info("Connected to WebSocket.")
+                if self.verbose:
+                    print("Connected to WebSocket.")
+        except Exception as e:
+            self.logger.error("Failed to connect to WebSocket: %s", e, exc_info=True)
+            if self.verbose:
+                print(f"Failed to connect to WebSocket: {e}")
+            self._ws = None
+            raise
+
+    def subscribe(self, symbols: Union[str, List[str]]):
+        """
+        Subscribe to a stock symbol or a list of stock symbols.
+
+        Args:
+            symbols (Union[str, List[str]]): Stock symbol(s) to subscribe to.
+        """
+        self._connect()
+
+        if isinstance(symbols, str):
+            symbols = [symbols]
+
+        self._subscriptions.update(symbols)
+
+        message = {"subscribe": list(self._subscriptions)}
+        self._ws.send(json.dumps(message))
+
+        self.logger.info(f"Subscribed to symbols: {symbols}")
+        if self.verbose:
+            print(f"Subscribed to symbols: {symbols}")
+
+    def unsubscribe(self, symbols: Union[str, List[str]]):
+        """
+        Unsubscribe from a stock symbol or a list of stock symbols.
+
+        Args:
+            symbols (Union[str, List[str]]): Stock symbol(s) to unsubscribe from.
+        """
+        self._connect()
+
+        if isinstance(symbols, str):
+            symbols = [symbols]
+
+        self._subscriptions.difference_update(symbols)
+
+        message = {"unsubscribe": symbols}
+        self._ws.send(json.dumps(message))
+
+        self.logger.info(f"Unsubscribed from symbols: {symbols}")
+        if self.verbose:
+            print(f"Unsubscribed from symbols: {symbols}")
+
+    def listen(self, message_handler: Optional[Callable[[dict], None]] = None):
+        """
+        Start listening to messages from the WebSocket server.
+
+        Args:
+            message_handler (Optional[Callable[[dict], None]]): Optional function to handle received messages.
+        """
+        self._connect()
+
+        self.logger.info("Listening for messages...")
+        if self.verbose:
+            print("Listening for messages...")
+
+        while True:
+            try:
+                message = self._ws.recv()
+                message_json = json.loads(message)
+                encoded_data = message_json.get("message", "")
+                decoded_message = self._decode_message(encoded_data)
+
+                if message_handler:
+                    try:
+                        message_handler(decoded_message)
+                    except Exception as handler_exception:
+                        self.logger.error("Error in message handler: %s", handler_exception, exc_info=True)
+                        if self.verbose:
+                            print("Error in message handler:", handler_exception)
+                else:
+                    print(decoded_message)
+
+            except KeyboardInterrupt:
+                if self.verbose:
+                    print("Received keyboard interrupt.")
+                self.close()
+                break
+
+            except Exception as e:
+                self.logger.error("Error while listening to messages: %s", e, exc_info=True)
+                if self.verbose:
+                    print("Error while listening to messages: %s", e)
+                break
+
+    def close(self):
+        """Close the WebSocket connection."""
+        if self._ws is not None:
+            self._ws.close()
+            self.logger.info("WebSocket connection closed.")
+            if self.verbose:
+                print("WebSocket connection closed.")
+
+    def __enter__(self):
+        self._connect()
+        return self
+
+    def __exit__(self, exc_type, exc_value, traceback):
+        self.close()

yfinance/lookup.py

@@ -0,0 +1,224 @@
+#!/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.
+#
+
+import json as _json
+import pandas as pd
+import warnings
+
+from . import utils
+from .const import _QUERY1_URL_, _SENTINEL_
+from .data import YfData
+from .exceptions import YFException
+
+LOOKUP_TYPES = ["all", "equity", "mutualfund", "etf", "index", "future", "currency", "cryptocurrency"]
+
+
+class Lookup:
+    """
+    Fetches quote (ticker) lookups from Yahoo Finance.
+
+    :param query: The search query for financial data lookup.
+    :type query: str
+    :param session: Custom HTTP session for requests (default None).
+    :param proxy: Proxy settings for requests (default None).
+    :param timeout: Request timeout in seconds (default 30).
+    :param raise_errors: Raise exceptions on error (default True).
+    """
+
+    def __init__(self, query: str, session=None, proxy=_SENTINEL_, timeout=30, raise_errors=True):
+        self.session = session
+        self._data = YfData(session=self.session)
+
+        if proxy is not _SENTINEL_:
+            warnings.warn("Set proxy via new config function: yf.set_config(proxy=proxy)", DeprecationWarning, stacklevel=2)
+            self._data._set_proxy(proxy)
+
+        self.query = query
+
+        self.timeout = timeout
+        self.raise_errors = raise_errors
+
+        self._logger = utils.get_yf_logger()
+
+        self._cache = {}
+
+    def _fetch_lookup(self, lookup_type="all", count=25) -> dict:
+        cache_key = (lookup_type, count)
+        if cache_key in self._cache:
+            return self._cache[cache_key]
+
+        url = f"{_QUERY1_URL_}/v1/finance/lookup"
+        params = {
+            "query": self.query,
+            "type": lookup_type,
+            "start": 0,
+            "count": count,
+            "formatted": False,
+            "fetchPricingData": True,
+            "lang": "en-US",
+            "region": "US"
+        }
+
+        self._logger.debug(f'GET Lookup for ticker ({self.query}) with parameters: {str(dict(params))}')
+
+        data = self._data.get(url=url, params=params, timeout=self.timeout)
+        if data is None or "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.")
+        try:
+            data = data.json()
+        except _json.JSONDecodeError:
+            self._logger.error(f"{self.query}: Failed to retrieve lookup results and received faulty response instead.")
+            data = {}
+
+        # Error returned
+        if data.get("finance", {}).get("error", {}):
+            raise YFException(data.get("finance", {}).get("error", {}))
+
+        self._cache[cache_key] = data
+        return data
+
+    @staticmethod
+    def _parse_response(response: dict) -> pd.DataFrame:
+        finance = response.get("finance", {})
+        result = finance.get("result", [])
+        result = result[0] if len(result) > 0 else {}
+        documents = result.get("documents", [])
+        df = pd.DataFrame(documents)
+        if "symbol" not in df.columns:
+            return pd.DataFrame()
+        return df.set_index("symbol")
+
+    def _get_data(self, lookup_type: str, count: int = 25) -> pd.DataFrame:
+        return self._parse_response(self._fetch_lookup(lookup_type, count))
+
+    def get_all(self, count=25) -> pd.DataFrame:
+        """
+        Returns all available financial instruments.
+
+        :param count: The number of results to retrieve.
+        :type count: int
+        """
+        return self._get_data("all", count)
+
+    def get_stock(self, count=25) -> pd.DataFrame:
+        """
+        Returns stock related financial instruments.
+
+        :param count: The number of results to retrieve.
+        :type count: int
+        """
+        return self._get_data("equity", count)
+
+    def get_mutualfund(self, count=25) -> pd.DataFrame:
+        """
+        Returns mutual funds related financial instruments.
+
+        :param count: The number of results to retrieve.
+        :type count: int
+        """
+        return self._get_data("mutualfund", count)
+
+    def get_etf(self, count=25) -> pd.DataFrame:
+        """
+        Returns ETFs related financial instruments.
+
+        :param count: The number of results to retrieve.
+        :type count: int
+        """
+        return self._get_data("etf", count)
+
+    def get_index(self, count=25) -> pd.DataFrame:
+        """
+        Returns Indices related financial instruments.
+
+        :param count: The number of results to retrieve.
+        :type count: int
+        """
+        return self._get_data("index", count)
+
+    def get_future(self, count=25) -> pd.DataFrame:
+        """
+        Returns Futures related financial instruments.
+
+        :param count: The number of results to retrieve.
+        :type count: int
+        """
+        return self._get_data("future", count)
+
+    def get_currency(self, count=25) -> pd.DataFrame:
+        """
+        Returns Currencies related financial instruments.
+
+        :param count: The number of results to retrieve.
+        :type count: int
+        """
+        return self._get_data("currency", count)
+
+    def get_cryptocurrency(self, count=25) -> pd.DataFrame:
+        """
+        Returns Cryptocurrencies related financial instruments.
+
+        :param count: The number of results to retrieve.
+        :type count: int
+        """
+        return self._get_data("cryptocurrency", count)
+
+    @property
+    def all(self) -> pd.DataFrame:
+        """Returns all available financial instruments."""
+        return self._get_data("all")
+
+    @property
+    def stock(self) -> pd.DataFrame:
+        """Returns stock related financial instruments."""
+        return self._get_data("equity")
+
+    @property
+    def mutualfund(self) -> pd.DataFrame:
+        """Returns mutual funds related financial instruments."""
+        return self._get_data("mutualfund")
+
+    @property
+    def etf(self) -> pd.DataFrame:
+        """Returns ETFs related financial instruments."""
+        return self._get_data("etf")
+
+    @property
+    def index(self) -> pd.DataFrame:
+        """Returns Indices related financial instruments."""
+        return self._get_data("index")
+
+    @property
+    def future(self) -> pd.DataFrame:
+        """Returns Futures related financial instruments."""
+        return self._get_data("future")
+
+    @property
+    def currency(self) -> pd.DataFrame:
+        """Returns Currencies related financial instruments."""
+        return self._get_data("currency")
+
+    @property
+    def cryptocurrency(self) -> pd.DataFrame:
+        """Returns Cryptocurrencies related financial instruments."""
+        return self._get_data("cryptocurrency")

yfinance/multi.py

@@ -25,20 +25,22 @@ import logging
 import time as _time
 import traceback
 from typing import Union
+import warnings
 
 import multitasking as _multitasking
 import pandas as _pd
+from curl_cffi import requests
 
 from . import Ticker, utils
 from .data import YfData
 from . import shared
-
+from .const import _SENTINEL_
 
 @utils.log_indent_decorator
 def download(tickers, start=None, end=None, actions=False, threads=True,
-             ignore_tz=None, group_by='column', auto_adjust=True, back_adjust=False,
+             ignore_tz=None, group_by='column', auto_adjust=None, back_adjust=False,
              repair=False, keepna=False, progress=True, period="max", interval="1d",
-             prepost=False, proxy=None, rounding=False, timeout=10, session=None,
+             prepost=False, proxy=_SENTINEL_, rounding=False, timeout=10, session=None,
              multi_level_index=True) -> Union[_pd.DataFrame, None]:
     """
     Download yahoo tickers
@@ -79,8 +81,6 @@ def download(tickers, start=None, end=None, actions=False, threads=True,
         ignore_tz: bool
             When combining from different timezones, ignore that part of datetime.
             Default depends on interval. Intraday = False. Day+ = True.
-        proxy: str
-            Optional. Proxy server URL scheme. Default is None
         rounding: bool
             Optional. Round values to 2 decimal places?
         timeout: None or float
@@ -92,6 +92,12 @@ def download(tickers, start=None, end=None, actions=False, threads=True,
             Optional. Always return a MultiIndex DataFrame? Default is True
     """
     logger = utils.get_yf_logger()
+    session = session or requests.Session(impersonate="chrome")
+
+    if auto_adjust is None:
+        # Warn users that default has changed to True
+        warnings.warn("YF.download() has changed argument auto_adjust default to True", FutureWarning, stacklevel=3)
+        auto_adjust = True
 
     if logger.isEnabledFor(logging.DEBUG):
         if threads:
@@ -106,7 +112,7 @@ def download(tickers, start=None, end=None, actions=False, threads=True,
 
     if ignore_tz is None:
         # Set default value depending on interval
-        if interval[1:] in ['m', 'h']:
+        if interval[-1] in ['m', 'h']:
             # Intraday
             ignore_tz = False
         else:
@@ -122,7 +128,7 @@ def download(tickers, start=None, end=None, actions=False, threads=True,
     for ticker in tickers:
         if utils.is_isin(ticker):
             isin = ticker
-            ticker = utils.get_ticker_by_isin(ticker, proxy, session=session)
+            ticker = utils.get_ticker_by_isin(ticker, session=session)
             shared._ISINS[ticker] = isin
         _tickers_.append(ticker)
 
@@ -139,6 +145,9 @@ def download(tickers, start=None, end=None, actions=False, threads=True,
     shared._TRACEBACKS = {}
 
     # Ensure data initialised with session.
+    if proxy is not _SENTINEL_:
+        warnings.warn("Set proxy via new config function: yf.set_config(proxy=proxy)", DeprecationWarning, stacklevel=3)
+        YfData(proxy=proxy)
     YfData(session=session)
 
     # download using threads
@@ -151,7 +160,7 @@ def download(tickers, start=None, end=None, actions=False, threads=True,
                                    start=start, end=end, prepost=prepost,
                                    actions=actions, auto_adjust=auto_adjust,
                                    back_adjust=back_adjust, repair=repair, keepna=keepna,
-                                   progress=(progress and i > 0), proxy=proxy,
+                                   progress=(progress and i > 0),
                                    rounding=rounding, timeout=timeout)
         while len(shared._DFS) < len(tickers):
             _time.sleep(0.01)
@@ -162,7 +171,6 @@ def download(tickers, start=None, end=None, actions=False, threads=True,
                                  start=start, end=end, prepost=prepost,
                                  actions=actions, auto_adjust=auto_adjust,
                                  back_adjust=back_adjust, repair=repair, keepna=keepna,
-                                 proxy=proxy,
                                  rounding=rounding, timeout=timeout)
             if progress:
                 shared._PROGRESS_BAR.animate()
@@ -180,7 +188,7 @@ def download(tickers, start=None, end=None, actions=False, threads=True,
         errors = {}
         for ticker in shared._ERRORS:
             err = shared._ERRORS[ticker]
-            err = err.replace(f'{ticker}', '%ticker%')
+            err = err.replace(f'${ticker}: ', '')
             if err not in errors:
                 errors[err] = [ticker]
             else:
@@ -192,7 +200,7 @@ def download(tickers, start=None, end=None, actions=False, threads=True,
         tbs = {}
         for ticker in shared._TRACEBACKS:
             tb = shared._TRACEBACKS[ticker]
-            tb = tb.replace(f'{ticker}', '%ticker%')
+            tb = tb.replace(f'${ticker}: ', '')
             if tb not in tbs:
                 tbs[tb] = [ticker]
             else:
@@ -253,10 +261,10 @@ def _realign_dfs():
 def _download_one_threaded(ticker, start=None, end=None,
                            auto_adjust=False, back_adjust=False, repair=False,
                            actions=False, progress=True, period="max",
-                           interval="1d", prepost=False, proxy=None,
+                           interval="1d", prepost=False,
                            keepna=False, rounding=False, timeout=10):
     _download_one(ticker, start, end, auto_adjust, back_adjust, repair,
-                         actions, period, interval, prepost, proxy, rounding,
+                         actions, period, interval, prepost, rounding,
                          keepna, timeout)
     if progress:
         shared._PROGRESS_BAR.animate()
@@ -265,7 +273,7 @@ def _download_one_threaded(ticker, start=None, end=None,
 def _download_one(ticker, start=None, end=None,
                   auto_adjust=False, back_adjust=False, repair=False,
                   actions=False, period="max", interval="1d",
-                  prepost=False, proxy=None, rounding=False,
+                  prepost=False, rounding=False,
                   keepna=False, timeout=10):
     data = None
     try:
@@ -273,7 +281,7 @@ def _download_one(ticker, start=None, end=None,
                 period=period, interval=interval,
                 start=start, end=end, prepost=prepost,
                 actions=actions, auto_adjust=auto_adjust,
-                back_adjust=back_adjust, repair=repair, proxy=proxy,
+                back_adjust=back_adjust, repair=repair,
                 rounding=rounding, keepna=keepna, timeout=timeout,
                 raise_errors=True
         )

yfinance/pricing.proto

@@ -0,0 +1,37 @@
+syntax = "proto3";
+
+message PricingData {
+    string id = 1;
+    float price = 2;
+    sint64 time = 3;
+    string currency = 4;
+    string exchange = 5;
+    int32 quote_type = 6;
+    int32 market_hours = 7;
+    float change_percent = 8;
+    sint64 day_volume = 9;
+    float day_high = 10;
+    float day_low = 11;
+    float change = 12;
+    string short_name = 13;
+    sint64 expire_date = 14;
+    float open_price = 15;
+    float previous_close = 16;
+    float strike_price = 17;
+    string underlying_symbol = 18;
+    sint64 open_interest = 19;
+    sint64 options_type = 20;
+    sint64 mini_option = 21;
+    sint64 last_size = 22;
+    float bid = 23;
+    sint64 bid_size = 24;
+    float ask = 25;
+    sint64 ask_size = 26;
+    sint64 price_hint = 27;
+    sint64 vol_24hr = 28;
+    sint64 vol_all_currencies = 29;
+    string from_currency = 30;
+    string last_market = 31;
+    double circulating_supply = 32;
+    double market_cap = 33;
+}

yfinance/pricing_pb2.py

@@ -0,0 +1,33 @@
+# -*- coding: utf-8 -*-
+# Generated by the protocol buffer compiler.  DO NOT EDIT!
+# source: pricing.proto
+"""Generated protocol buffer code."""
+from google.protobuf import descriptor as _descriptor
+from google.protobuf import descriptor_pool as _descriptor_pool
+from google.protobuf import message as _message
+from google.protobuf import reflection as _reflection
+from google.protobuf import symbol_database as _symbol_database
+# @@protoc_insertion_point(imports)
+
+_sym_db = _symbol_database.Default()
+
+
+
+
+DESCRIPTOR = _descriptor_pool.Default().AddSerializedFile(b'\n\rpricing.proto\"\x9a\x05\n\x0bPricingData\x12\n\n\x02id\x18\x01 \x01(\t\x12\r\n\x05price\x18\x02 \x01(\x02\x12\x0c\n\x04time\x18\x03 \x01(\x12\x12\x10\n\x08\x63urrency\x18\x04 \x01(\t\x12\x10\n\x08\x65xchange\x18\x05 \x01(\t\x12\x12\n\nquote_type\x18\x06 \x01(\x05\x12\x14\n\x0cmarket_hours\x18\x07 \x01(\x05\x12\x16\n\x0e\x63hange_percent\x18\x08 \x01(\x02\x12\x12\n\nday_volume\x18\t \x01(\x12\x12\x10\n\x08\x64\x61y_high\x18\n \x01(\x02\x12\x0f\n\x07\x64\x61y_low\x18\x0b \x01(\x02\x12\x0e\n\x06\x63hange\x18\x0c \x01(\x02\x12\x12\n\nshort_name\x18\r \x01(\t\x12\x13\n\x0b\x65xpire_date\x18\x0e \x01(\x12\x12\x12\n\nopen_price\x18\x0f \x01(\x02\x12\x16\n\x0eprevious_close\x18\x10 \x01(\x02\x12\x14\n\x0cstrike_price\x18\x11 \x01(\x02\x12\x19\n\x11underlying_symbol\x18\x12 \x01(\t\x12\x15\n\ropen_interest\x18\x13 \x01(\x12\x12\x14\n\x0coptions_type\x18\x14 \x01(\x12\x12\x13\n\x0bmini_option\x18\x15 \x01(\x12\x12\x11\n\tlast_size\x18\x16 \x01(\x12\x12\x0b\n\x03\x62id\x18\x17 \x01(\x02\x12\x10\n\x08\x62id_size\x18\x18 \x01(\x12\x12\x0b\n\x03\x61sk\x18\x19 \x01(\x02\x12\x10\n\x08\x61sk_size\x18\x1a \x01(\x12\x12\x12\n\nprice_hint\x18\x1b \x01(\x12\x12\x10\n\x08vol_24hr\x18\x1c \x01(\x12\x12\x1a\n\x12vol_all_currencies\x18\x1d \x01(\x12\x12\x15\n\rfrom_currency\x18\x1e \x01(\t\x12\x13\n\x0blast_market\x18\x1f \x01(\t\x12\x1a\n\x12\x63irculating_supply\x18  \x01(\x01\x12\x12\n\nmarket_cap\x18! \x01(\x01\x62\x06proto3')
+
+
+
+_PRICINGDATA = DESCRIPTOR.message_types_by_name['PricingData']
+PricingData = _reflection.GeneratedProtocolMessageType('PricingData', (_message.Message,), {
+  'DESCRIPTOR' : _PRICINGDATA,
+  '__module__' : 'pricing_pb2'
+  # @@protoc_insertion_point(class_scope:PricingData)
+  })
+_sym_db.RegisterMessage(PricingData)
+
+if not _descriptor._USE_C_DESCRIPTORS:
+  DESCRIPTOR._options = None
+  _PRICINGDATA._serialized_start=18
+  _PRICINGDATA._serialized_end=684
+# @@protoc_insertion_point(module_scope)

yfinance/scrapers/analysis.py

@@ -1,19 +1,22 @@
+import curl_cffi
 import pandas as pd
-import requests
+import warnings
 
 from yfinance import utils
+from yfinance.const import quote_summary_valid_modules, _SENTINEL_
 from yfinance.data import YfData
-from yfinance.const import quote_summary_valid_modules
-from yfinance.scrapers.quote import _QUOTE_SUMMARY_URL_
 from yfinance.exceptions import YFException
-
+from yfinance.scrapers.quote import _QUOTE_SUMMARY_URL_
 
 class Analysis:
 
-    def __init__(self, data: YfData, symbol: str, proxy=None):
+    def __init__(self, data: YfData, symbol: str, proxy=_SENTINEL_):
+        if proxy is not _SENTINEL_:
+            warnings.warn("Set proxy via new config function: yf.set_config(proxy=proxy)", DeprecationWarning, stacklevel=2)
+            data._set_proxy(proxy)
+
         self._data = data
         self._symbol = symbol
-        self.proxy = proxy
 
         # In quoteSummary the 'earningsTrend' module contains most of the data below.
         # The format of data is not optimal so each function will process it's part of the data.
@@ -175,8 +178,8 @@ class Analysis:
             raise YFException("No valid modules provided, see available modules using `valid_modules`")
         params_dict = {"modules": modules, "corsDomain": "finance.yahoo.com", "formatted": "false", "symbol": self._symbol}
         try:
-            result = self._data.get_raw_json(_QUOTE_SUMMARY_URL_ + f"/{self._symbol}", user_agent_headers=self._data.user_agent_headers, params=params_dict, proxy=self.proxy)
-        except requests.exceptions.HTTPError as e:
+            result = self._data.get_raw_json(_QUOTE_SUMMARY_URL_ + f"/{self._symbol}", params=params_dict)
+        except curl_cffi.requests.exceptions.HTTPError as e:
             utils.get_yf_logger().error(str(e))
             return None
         return result

yfinance/scrapers/fundamentals.py

@@ -10,10 +10,13 @@ from yfinance.exceptions import YFException, YFNotImplementedError
 
 class Fundamentals:
 
-    def __init__(self, data: YfData, symbol: str, proxy=None):
+    def __init__(self, data: YfData, symbol: str, proxy=const._SENTINEL_):
+        if proxy is not const._SENTINEL_:
+            warnings.warn("Set proxy via new config function: yf.set_config(proxy=proxy)", DeprecationWarning, stacklevel=2)
+            data._set_proxy(proxy)
+
         self._data = data
         self._symbol = symbol
-        self.proxy = proxy
 
         self._earnings = None
         self._financials = None
@@ -48,40 +51,55 @@ class Financials:
         self._balance_sheet_time_series = {}
         self._cash_flow_time_series = {}
 
-    def get_income_time_series(self, freq="yearly", proxy=None) -> pd.DataFrame:
+    def get_income_time_series(self, freq="yearly", proxy=const._SENTINEL_) -> pd.DataFrame:
+        if proxy is not const._SENTINEL_:
+            warnings.warn("Set proxy via new config function: yf.set_config(proxy=proxy)", DeprecationWarning, stacklevel=2)
+            self._data._set_proxy(proxy)
+
         res = self._income_time_series
         if freq not in res:
-            res[freq] = self._fetch_time_series("income", freq, proxy)
+            res[freq] = self._fetch_time_series("income", freq)
         return res[freq]
 
-    def get_balance_sheet_time_series(self, freq="yearly", proxy=None) -> pd.DataFrame:
+    def get_balance_sheet_time_series(self, freq="yearly", proxy=const._SENTINEL_) -> pd.DataFrame:
+        if proxy is not const._SENTINEL_:
+            warnings.warn("Set proxy via new config function: yf.set_config(proxy=proxy)", DeprecationWarning, stacklevel=2)
+            self._data._set_proxy(proxy)
+
         res = self._balance_sheet_time_series
         if freq not in res:
-            res[freq] = self._fetch_time_series("balance-sheet", freq, proxy)
+            res[freq] = self._fetch_time_series("balance-sheet", freq)
         return res[freq]
 
-    def get_cash_flow_time_series(self, freq="yearly", proxy=None) -> pd.DataFrame:
+    def get_cash_flow_time_series(self, freq="yearly", proxy=const._SENTINEL_) -> pd.DataFrame:
+        if proxy is not const._SENTINEL_:
+            warnings.warn("Set proxy via new config function: yf.set_config(proxy=proxy)", DeprecationWarning, stacklevel=2)
+            self._data._set_proxy(proxy)
+
         res = self._cash_flow_time_series
         if freq not in res:
-            res[freq] = self._fetch_time_series("cash-flow", freq, proxy)
+            res[freq] = self._fetch_time_series("cash-flow", freq)
         return res[freq]
 
     @utils.log_indent_decorator
-    def _fetch_time_series(self, name, timescale, proxy=None):
+    def _fetch_time_series(self, name, timescale):
         # Fetching time series preferred over scraping 'QuoteSummaryStore',
         # because it matches what Yahoo shows. But for some tickers returns nothing,
         # despite 'QuoteSummaryStore' containing valid data.
 
         allowed_names = ["income", "balance-sheet", "cash-flow"]
-        allowed_timescales = ["yearly", "quarterly"]
+        allowed_timescales = ["yearly", "quarterly", "trailing"]
 
         if name not in allowed_names:
             raise ValueError(f"Illegal argument: name must be one of: {allowed_names}")
         if timescale not in allowed_timescales:
             raise ValueError(f"Illegal argument: timescale must be one of: {allowed_timescales}")
+        if timescale == "trailing" and name not in ('income', 'cash-flow'):
+            raise ValueError("Illegal argument: frequency 'trailing'" +
+                             " only available for cash-flow or income data.")
 
         try:
-            statement = self._create_financials_table(name, timescale, proxy)
+            statement = self._create_financials_table(name, timescale)
 
             if statement is not None:
                 return statement
@@ -89,7 +107,7 @@ class Financials:
             utils.get_yf_logger().error(f"{self._symbol}: Failed to create {name} financials table for reason: {e}")
         return pd.DataFrame()
 
-    def _create_financials_table(self, name, timescale, proxy):
+    def _create_financials_table(self, name, timescale):
         if name == "income":
             # Yahoo stores the 'income' table internally under 'financials' key
             name = "financials"
@@ -97,12 +115,12 @@ class Financials:
         keys = const.fundamentals_keys[name]
 
         try:
-            return self.get_financials_time_series(timescale, keys, proxy)
+            return self._get_financials_time_series(timescale, keys)
         except Exception:
             pass
 
-    def get_financials_time_series(self, timescale, keys: list, proxy=None) -> pd.DataFrame:
-        timescale_translation = {"yearly": "annual", "quarterly": "quarterly"}
+    def _get_financials_time_series(self, timescale, keys: list) -> pd.DataFrame:
+        timescale_translation = {"yearly": "annual", "quarterly": "quarterly", "trailing": "trailing"}
         timescale = timescale_translation[timescale]
 
         # Step 2: construct url:
@@ -114,7 +132,7 @@ class Financials:
         url += f"&period1={int(start_dt.timestamp())}&period2={int(end.timestamp())}"
 
         # Step 3: fetch and reshape data
-        json_str = self._data.cache_get(url=url, proxy=proxy).text
+        json_str = self._data.cache_get(url=url).text
         json_data = json.loads(json_str)
         data_raw = json_data["timeseries"]["result"]
         # data_raw = [v for v in data_raw if len(v) > 1] # Discard keys with no data
@@ -145,4 +163,8 @@ class Financials:
         df = df.reindex([k for k in keys if k in df.index])
         df = df[sorted(df.columns, reverse=True)]
 
+        # Trailing 12 months return only the first column.
+        if (timescale == "trailing"):
+            df = df.iloc[:, [0]]
+
         return df

yfinance/scrapers/funds.py

@@ -1,11 +1,11 @@
 import pandas as pd
-
-from yfinance.data import YfData
-from yfinance.const import _BASE_URL_
-from yfinance.exceptions import YFDataException
-from yfinance import utils
-
 from typing import Dict, Optional
+import warnings
+
+from yfinance import utils
+from yfinance.const import _BASE_URL_, _SENTINEL_
+from yfinance.data import YfData
+from yfinance.exceptions import YFDataException
 
 _QUOTE_SUMMARY_URL_ = f"{_BASE_URL_}/v10/finance/quoteSummary/"
 
@@ -17,16 +17,17 @@ class FundsData:
     Notes: 
     - fundPerformance module is not implemented as better data is queryable using history
     """
-    def __init__(self, data: YfData, symbol: str, proxy=None):
+    def __init__(self, data: YfData, symbol: str, proxy=_SENTINEL_):
         """
         Args:
             data (YfData): The YfData object for fetching data.
             symbol (str): The symbol of the fund.
-            proxy (optional): Proxy settings for fetching data.
         """
         self._data = data
         self._symbol = symbol
-        self.proxy = proxy
+        if proxy is not _SENTINEL_:
+            warnings.warn("Set proxy via new config function: yf.set_config(proxy=proxy)", DeprecationWarning, stacklevel=2)
+            self._data._set_proxy(proxy)
         
         # quoteType
         self._quote_type = None
@@ -165,26 +166,23 @@ class FundsData:
             self._fetch_and_parse()
         return self._sector_weightings
 
-    def _fetch(self, proxy):
+    def _fetch(self):
         """
         Fetches the raw JSON data from the API.
 
-        Args:
-            proxy: Proxy settings for fetching data.
-
         Returns:
             dict: The raw JSON data.
         """
         modules = ','.join(["quoteType", "summaryProfile", "topHoldings", "fundProfile"])
         params_dict = {"modules": modules, "corsDomain": "finance.yahoo.com", "symbol": self._symbol, "formatted": "false"}
-        result = self._data.get_raw_json(_QUOTE_SUMMARY_URL_+self._symbol, user_agent_headers=self._data.user_agent_headers, params=params_dict, proxy=proxy)
+        result = self._data.get_raw_json(_QUOTE_SUMMARY_URL_+self._symbol, params=params_dict)
         return result
 
     def _fetch_and_parse(self) -> None:
         """
         Fetches and parses the data from the API.
         """
-        result = self._fetch(self.proxy)
+        result = self._fetch()
         try:
             data = result["quoteSummary"]["result"][0]
             # check quote type
@@ -334,4 +332,4 @@ class FundsData:
                 self._parse_raw_values(_fund_operations_cat.get("annualHoldingsTurnover", pd.NA)),
                 self._parse_raw_values(_fund_operations_cat.get("totalNetAssets", pd.NA))
             ]
-        }).set_index("Attributes")
+        }).set_index("Attributes")

yfinance/scrapers/history.py

@@ -1,25 +1,29 @@
+from curl_cffi import requests
+from math import isclose
+import bisect
 import datetime as _datetime
 import dateutil as _dateutil
 import logging
 import numpy as np
 import pandas as pd
-from math import isclose
 import time as _time
-import bisect
+import warnings
 
 from yfinance import shared, utils
-from yfinance.const import _BASE_URL_, _PRICE_COLNAMES_
+from yfinance.const import _BASE_URL_, _PRICE_COLNAMES_, _SENTINEL_
 from yfinance.exceptions import YFInvalidPeriodError, YFPricesMissingError, YFTzMissingError, YFRateLimitError
 
 class PriceHistory:
-    def __init__(self, data, ticker, tz, session=None, proxy=None):
+    def __init__(self, data, ticker, tz, session=None, proxy=_SENTINEL_):
         self._data = data
         self.ticker = ticker.upper()
         self.tz = tz
-        self.proxy = proxy
-        self.session = session
+        if proxy is not _SENTINEL_:
+            warnings.warn("Set proxy via new config function: yf.set_config(proxy=proxy)", DeprecationWarning, stacklevel=5)
+            self._data._set_proxy(proxy)
+        self.session = session or requests.Session(impersonate="chrome")
 
-        self._history = None
+        self._history_cache = {}
         self._history_metadata = None
         self._history_metadata_formatted = False
 
@@ -30,7 +34,7 @@ class PriceHistory:
     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,
+                proxy=_SENTINEL_, rounding=False, timeout=10,
                 raise_errors=False) -> pd.DataFrame:
         """
         :Parameters:
@@ -61,8 +65,6 @@ class PriceHistory:
             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!
@@ -74,7 +76,10 @@ class PriceHistory:
                 If True, then raise errors as Exceptions instead of logging.
         """
         logger = utils.get_yf_logger()
-        proxy = proxy or self.proxy
+
+        if proxy is not _SENTINEL_:
+            warnings.warn("Set proxy via new config function: yf.set_config(proxy=proxy)", DeprecationWarning, stacklevel=5)
+            self._data._set_proxy(proxy)
 
         interval_user = interval
         period_user = period
@@ -129,13 +134,14 @@ class PriceHistory:
                 end = utils._parse_user_dt(end, tz)
             if start is None:
                 if interval == "1m":
-                    start = end - 604800   # 7 days
-                elif interval in ("5m", "15m", "30m", "90m"):
+                    start = end - 691200  # 8 days
+                elif interval in ("2m", "5m", "15m", "30m", "90m"):
                     start = end - 5184000  # 60 days
-                elif interval in ("1h", '60m'):
+                elif interval in ("1h", "60m"):
                     start = end - 63072000  # 730 days
                 else:
                     start = end - 3122064000  # 99 years
+                start += 5 # allow for processing time
             else:
                 start = utils._parse_user_dt(start, tz)
             params = {"period1": start, "period2": end}
@@ -175,7 +181,6 @@ class PriceHistory:
             data = get_fn(
                 url=url,
                 params=params,
-                proxy=proxy,
                 timeout=timeout
             )
             if "Will be right back" in data.text or data is None:
@@ -249,9 +254,16 @@ class PriceHistory:
                 self._reconstruct_start_interval = None
             return utils.empty_df()
 
+        # 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"]
+        currency = self._history_metadata["currency"]
+
         # Process custom periods
         if period and period not in self._history_metadata.get("validRanges", []):
             end = int(_time.time())
+            end_dt = pd.Timestamp(end, unit='s').tz_localize("UTC")
             start = _datetime.date.fromtimestamp(end)
             start -= utils._interval_to_timedelta(period)
             start -= _datetime.timedelta(days=4)
@@ -260,9 +272,8 @@ class PriceHistory:
         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(end, unit='s')
-            if quotes.index[quotes.shape[0] - 1] >= endDt:
-                quotes = quotes.iloc[0:quotes.shape[0] - 1]
+            if quotes.index[-1] >= end_dt.tz_convert('UTC').tz_localize(None):
+                quotes = quotes.drop(quotes.index[-1])
         if quotes.empty:
             msg = f'{self.ticker}: yfinance received OHLC data: EMPTY'
         elif len(quotes) == 1:
@@ -289,12 +300,6 @@ class PriceHistory:
             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"]
-        currency = self._history_metadata["currency"]
-
         # 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"])
@@ -327,21 +332,22 @@ class PriceHistory:
             capital_gains = utils.set_df_tz(capital_gains, interval, tz_exchange)
         if start is not None:
             if not quotes.empty:
-                startDt = quotes.index[0].floor('D')
+                start_d = quotes.index[0].floor('D')
                 if dividends is not None:
-                    dividends = dividends.loc[startDt:]
+                    dividends = dividends.loc[start_d:]
                 if capital_gains is not None:
-                    capital_gains = capital_gains.loc[startDt:]
+                    capital_gains = capital_gains.loc[start_d:]
                 if splits is not None:
-                    splits = splits.loc[startDt:]
+                    splits = splits.loc[start_d:]
         if end is not None:
-            endDt = pd.Timestamp(end, unit='s').tz_localize(tz)
+            # -1 because date-slice end is inclusive
+            end_dt_sub1 = end_dt - pd.Timedelta(1)
             if dividends is not None:
-                dividends = dividends[dividends.index < endDt]
+                dividends = dividends[:end_dt_sub1]
             if capital_gains is not None:
-                capital_gains = capital_gains[capital_gains.index < endDt]
+                capital_gains = capital_gains[:end_dt_sub1]
             if splits is not None:
-                splits = splits[splits.index < endDt]
+                splits = splits[:end_dt_sub1]
 
         # Prepare for combine
         intraday = params["interval"][-1] in ("m", 'h')
@@ -383,7 +389,9 @@ class PriceHistory:
             msg = f'{self.ticker}: OHLC after combining events: {df.index[0]} -> {df.index[-1]}'
         logger.debug(msg)
 
-        df = utils.fix_Yahoo_returning_live_separate(df, params["interval"], tz_exchange, repair=repair, currency=currency)
+        df, last_trade = utils.fix_Yahoo_returning_live_separate(df, params["interval"], tz_exchange, prepost, repair=repair, currency=currency)
+        if last_trade is not None:
+            self._history_metadata['lastTrade'] = {'Price':last_trade['Close'], "Time":last_trade.name}
 
         df = df[~df.index.duplicated(keep='first')]  # must do before repair
 
@@ -401,10 +409,11 @@ class PriceHistory:
             df = self._fix_bad_div_adjust(df, interval, currency)
 
             # Need the latest/last row to be repaired before 100x/split repair:
-            df_last = self._fix_zeroes(df.iloc[-1:], interval, tz_exchange, prepost)
-            if 'Repaired?' not in df.columns:
-                df['Repaired?'] = False
-            df = pd.concat([df.drop(df.index[-1]), df_last])
+            if not df.empty:
+                df_last = self._fix_zeroes(df.iloc[-1:], interval, tz_exchange, prepost)
+                if 'Repaired?' not in df.columns:
+                    df['Repaired?'] = False
+                df = pd.concat([df.drop(df.index[-1]), df_last])
 
             df = self._fix_unit_mixups(df, interval, tz_exchange, prepost)
             df = self._fix_bad_stock_splits(df, interval, tz_exchange)
@@ -439,8 +448,6 @@ class PriceHistory:
         else:
             df.index.name = "Date"
 
-        self._history = df.copy()
-
         # missing rows cleanup
         if not actions:
             df = df.drop(columns=["Dividends", "Stock Splits", "Capital Gains"], errors='ignore')
@@ -465,10 +472,23 @@ class PriceHistory:
             self._reconstruct_start_interval = None
         return df
 
-    def get_history_metadata(self, proxy=None) -> dict:
-        if self._history_metadata is None:
-            # Request intraday data, because then Yahoo returns exchange schedule.
-            self.history(period="5d", interval="1h", prepost=True, proxy=proxy)
+    def _get_history_cache(self, period="max", interval="1d") -> pd.DataFrame:
+        cache_key = (interval, period)
+        if cache_key in self._history_cache:
+            return self._history_cache[cache_key]
+
+        df = self.history(period=period, interval=interval, prepost=True)
+        self._history_cache[cache_key] = df
+        return df
+
+    def get_history_metadata(self, proxy=_SENTINEL_) -> dict:
+        if proxy is not _SENTINEL_:
+            warnings.warn("Set proxy via new config function: yf.set_config(proxy=proxy)", DeprecationWarning, stacklevel=3)
+            self._data._set_proxy(proxy)
+
+        if self._history_metadata is None or 'tradingPeriods' not in self._history_metadata:
+            # Request intraday data, because then Yahoo returns exchange schedule (tradingPeriods).
+            self._get_history_cache(period="5d", interval="1h")
 
         if self._history_metadata_formatted is False:
             self._history_metadata = utils.format_history_metadata(self._history_metadata)
@@ -476,38 +496,56 @@ class PriceHistory:
 
         return self._history_metadata
 
-    def get_dividends(self, proxy=None) -> pd.Series:
-        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"]
+    def get_dividends(self, period="max", proxy=_SENTINEL_) -> pd.Series:
+        if proxy is not _SENTINEL_:
+            warnings.warn("Set proxy via new config function: yf.set_config(proxy=proxy)", DeprecationWarning, stacklevel=3)
+            self._data._set_proxy(proxy)
+
+        df = self._get_history_cache(period=period)
+        if "Dividends" in df.columns:
+            dividends = df["Dividends"]
             return dividends[dividends != 0]
         return pd.Series()
 
-    def get_capital_gains(self, proxy=None) -> pd.Series:
-        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"]
+    def get_capital_gains(self, period="max", proxy=_SENTINEL_) -> pd.Series:
+        if proxy is not _SENTINEL_:
+            warnings.warn("Set proxy via new config function: yf.set_config(proxy=proxy)", DeprecationWarning, stacklevel=3)
+            self._data._set_proxy(proxy)
+
+        df = self._get_history_cache(period=period)
+        if "Capital Gains" in df.columns:
+            capital_gains = df["Capital Gains"]
             return capital_gains[capital_gains != 0]
         return pd.Series()
 
-    def get_splits(self, proxy=None) -> pd.Series:
-        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"]
+    def get_splits(self, period="max", proxy=_SENTINEL_) -> pd.Series:
+        if proxy is not _SENTINEL_:
+            warnings.warn("Set proxy via new config function: yf.set_config(proxy=proxy)", DeprecationWarning, stacklevel=3)
+            self._data._set_proxy(proxy)
+
+        df = self._get_history_cache(period=period)
+        if "Stock Splits" in df.columns:
+            splits = df["Stock Splits"]
             return splits[splits != 0]
         return pd.Series()
 
-    def get_actions(self, proxy=None) -> pd.Series:
-        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]
+    def get_actions(self, period="max", proxy=_SENTINEL_) -> pd.Series:
+        if proxy is not _SENTINEL_:
+            warnings.warn("Set proxy via new config function: yf.set_config(proxy=proxy)", DeprecationWarning, stacklevel=3)
+            self._data._set_proxy(proxy)
+
+        df = self._get_history_cache(period=period)
+
+        action_columns = []
+        if "Dividends" in df.columns:
+            action_columns.append("Dividends")
+        if "Stock Splits" in df.columns:
+            action_columns.append("Stock Splits")
+        if "Capital Gains" in df.columns:
+            action_columns.append("Capital Gains")
+
+        if action_columns:
+            actions = df[action_columns]
             return actions[actions != 0].dropna(how='all').fillna(0)
         return pd.Series()
 
@@ -1304,7 +1342,7 @@ class PriceHistory:
 
         if df is None or df.empty:
             return df
-        if interval != '1d':
+        if interval in ['1wk', '1mo', '3mo', '1y']:
             return df
 
         logger = utils.get_yf_logger()
@@ -1614,9 +1652,9 @@ class PriceHistory:
         checks += ['adj_missing', 'adj_exceeds_div', 'div_exceeds_adj']
 
         div_status_df['phantom'] = False
-        phantom_proximity_threshold = _datetime.timedelta(days=7)
+        phantom_proximity_threshold = _datetime.timedelta(days=17)
         f = div_status_df[['div_too_big', 'div_exceeds_adj']].any(axis=1)
-        if f.any():
+        if f.any() and len(div_status_df) > 1:
             # One/some of these may be phantom dividends. Clue is if another correct dividend is very close
             indices = np.where(f)[0]
             dts_to_check = div_status_df.index[f]
@@ -1625,37 +1663,24 @@ class PriceHistory:
                 div_dt = div.name
                 phantom_dt = None
                 if i > 0:
-                    prev_div = div_status_df.iloc[i-1]
-                    ratio1 = (div['div']/currency_divide) / prev_div['div']
-                    ratio2 = div['div'] / prev_div['div']
-                    divergence = min(abs(ratio1-1.0), abs(ratio2-1.0))
-                    if abs(div_dt-prev_div.name) <= phantom_proximity_threshold and not prev_div['phantom'] and divergence < 0.01:
-                        if prev_div.name in dts_to_check:
-                            # Both this and previous are anomalous, so mark smallest drop as phantom
-                            drop = div['drop']
-                            drop_prev = prev_div['drop']
-                            if drop > 1.5*drop_prev:
-                                phantom_dt = prev_div.name
-                            else:
-                                phantom_dt = div_dt
-                        else:
-                            phantom_dt = div_dt
-                elif i < len(div_status_df)-1:
-                    next_div = div_status_df.iloc[i+1]
-                    ratio1 = (div['div']/currency_divide) / next_div['div']
-                    ratio2 = div['div'] / next_div['div']
-                    divergence = min(abs(ratio1-1.0), abs(ratio2-1.0))
-                    if abs(div_dt-next_div.name) <= phantom_proximity_threshold and divergence < 0.01:
-                        if next_div.name in dts_to_check:
-                            # Both this and previous are anomalous, so mark smallest drop as phantom
-                            drop = div['drop']
-                            drop_next = next_div['drop']
-                            if drop > 1.5*drop_next:
-                                phantom_dt = next_div.name
-                            else:
-                                phantom_dt = div_dt
+                    other_div = div_status_df.iloc[i-1]
+                else:
+                    other_div = div_status_df.iloc[i+1]
+                ratio1 = (div['div']/currency_divide) / other_div['div']
+                ratio2 = div['div'] / other_div['div']
+                divergence = min(abs(ratio1-1.0), abs(ratio2-1.0))
+                if abs(div_dt-other_div.name) <= phantom_proximity_threshold and not other_div['phantom'] and divergence < 0.01:
+                    if other_div.name in dts_to_check:
+                        # Both this and previous are anomalous, so mark smallest drop as phantom
+                        drop = div['drop']
+                        drop_next = other_div['drop']
+                        if drop > 1.5*drop_next:
+                            phantom_dt = other_div.name
                         else:
                             phantom_dt = div_dt
+                    else:
+                        phantom_dt = div_dt
+
                 if phantom_dt:
                     div_status_df.loc[phantom_dt, 'phantom'] = True
                     for c in checks:
@@ -1754,7 +1779,7 @@ class PriceHistory:
             lookahead_idx = bisect.bisect_left(df2.index, lookahead_date)
             lookahead_idx = min(lookahead_idx, len(df2)-1)
             # In rare cases, the price dropped 1 day before dividend (DVD.OL @ 2024-05-15)
-            lookback_idx = div_idx-2 if div_idx > 1 else div_idx-1
+            lookback_idx = max(0, div_idx-14)
             # Check for bad stock splits in the lookahead period - 
             # if present, reduce lookahead to before.
             future_changes = df2['Close'].iloc[div_idx:lookahead_idx+1].pct_change()
@@ -1776,8 +1801,6 @@ class PriceHistory:
                 adjDeltas = x['Adj Low'].iloc[1:].to_numpy() - x['Adj Close'].iloc[:-1].to_numpy()
                 adjDeltas = np.append([0.0], adjDeltas)
                 x['adjDelta'] = adjDeltas
-                for i in np.where(x['Dividends']>0)[0]:
-                    x.loc[x.index[i], 'adjDelta'] += x['Dividends'].iloc[i]*x['Adj'].iloc[i]
                 deltas = x[['delta', 'adjDelta']]
                 if div_pct > 0.05 and div_pct < 1.0:
                     adjDiv = div * x['Adj'].iloc[0]
@@ -1912,7 +1935,7 @@ class PriceHistory:
                 pct_fail = n_fail / n
                 if c == 'div_too_big':
                     true_threshold = 1.0
-                    fals_threshold = 0.2
+                    fals_threshold = 0.25
 
                     if 'div_date_wrong' in cluster.columns and (cluster[c] == cluster['div_date_wrong']).all():
                         continue
@@ -1991,10 +2014,42 @@ class PriceHistory:
                 if c == 'div_date_wrong':
                     # Fine, these should be rare
                     continue
-                if c == 'div_pre_split':
+                if c in ['div_pre_split', 'div_too_big_and_pre_split']:
                     # Fine, these should be rare
                     continue
 
+        if 'div_too_big' in checks and 'div_exceeds_adj' in checks:
+            c = "adj_too_small"
+            div_status_df[c] = False
+            for i in range(len(div_status_df)):
+                dt = div_status_df.index[i]
+                row = div_status_df.iloc[i]
+                if row['div_too_big'] and row['div_exceeds_adj']:
+                    # Check if div_too_big AND adj-too-small-for-prices
+                    div_yield = row['div']
+                    pct = row['%']
+                    close = div_yield/pct
+                    adj_present = row['present adj']
+                    implied_div_yield = (1-adj_present)*close
+                    ratio = div_yield/implied_div_yield
+                    also_correct_adj = abs(ratio-(currency_divide*currency_divide)) < currency_divide
+                    if also_correct_adj:
+                        div_status_df.loc[dt, c] = True
+            if not div_status_df[c].any():
+                div_status_df = div_status_df.drop(c, axis=1)
+            else:
+                checks.append(c)
+
+        if 'div_too_big_and_pre_split' in div_status_df.columns:
+            for c in ['div_too_big', 'div_pre_split']:
+                if c in div_status_df:
+                    div_status_df[c] = div_status_df[c] | div_status_df['div_too_big_and_pre_split']
+                else:
+                    div_status_df[c] = div_status_df['div_too_big_and_pre_split']
+                    checks.append(c)
+            div_status_df = div_status_df.drop('div_too_big_and_pre_split', axis=1)
+            checks.remove('div_too_big_and_pre_split')
+
         div_status_df = div_status_df.sort_index()
 
         # Discard dividends with no problems
@@ -2026,6 +2081,7 @@ class PriceHistory:
                 # div_too_small_and_pre_split = 'div_too_small_and_pre_split' in row and row['div_too_small_and_pre_split']  # not happened yet
                 # div_too_big_and_pre_split = 'div_too_big_and_pre_split' in row and row['div_too_big_and_pre_split']  # not happened yet
                 div_date_wrong = 'div_date_wrong' in row and row['div_date_wrong']
+                adj_too_small = 'adj_too_small' in row and row['adj_too_small']
                 n_failed_checks = np.sum([row[c] for c in checks if c in row])
 
                 if div_too_big and adj_exceeds_prices and n_failed_checks == 2:
@@ -2191,23 +2247,13 @@ class PriceHistory:
                         cluster.loc[dt, 'Fixed?'] = True
 
                     elif div_too_big and div_exceeds_adj:
+                        div = row['div']
+                        close = div/row['%']
+                        adj_present = row['present adj']
                         # Adj Close is correct, just need to fix Dividend.
                         # Probably just a currency unit mixup.
                         df2.loc[dt, 'Dividends'] /= currency_divide
-                        k = 'too-big div'
-                        if 'FX was repaired' in row and row['FX was repaired']:
-                            # Complication: not just a currency unit mixup, but
-                            # mixed up the local currency with $. So need to 
-                            # recalculate adjustment.
-                            msg = None
-                            div_adj = 1.0 - (row['%']/currency_divide)
-                            adj_correction = div_adj / row['present adj']
-                            df2.loc[    :enddt, 'Adj Close'] *= adj_correction
-                            df2.loc[    :enddt, 'Repaired?'] = True
-                            df2_nan.loc[:enddt, 'Adj Close'] *= adj_correction
-                            df2_nan.loc[:enddt, 'Repaired?'] = True
-                            # Currently not logging this FX-fix event, since I refactored fixing.
-                            k += " and FX mixup"
+                        k = 'div-too-big'
                         div_repairs.setdefault(k, []).append(dt)
                         cluster.loc[dt, 'Fixed?'] = True
 
@@ -2227,6 +2273,68 @@ class PriceHistory:
                         df2_nan.loc[:enddt, 'Repaired?'] = True
                         cluster.loc[dt, 'Fixed?'] = True
 
+                    elif div_too_small and adj_exceeds_div:
+                        # Adj Close is correct, just need to fix Dividend.
+                        # Probably just a currency unit mixup.
+                        df2.loc[dt, 'Dividends'] *= currency_divide
+                        k = 'too-small div'
+                        if 'FX was repaired' in row and row['FX was repaired']:
+                            # Complication: not just a currency unit mixup, but
+                            # mixed up the local currency with $. So need to 
+                            # recalculate adjustment.
+                            msg = None
+                            div_adj = 1.0 - (row['%']*currency_divide)
+                            adj_correction = div_adj / row['present adj']
+                            df2.loc[    :enddt, 'Adj Close'] *= adj_correction
+                            df2.loc[    :enddt, 'Repaired?'] = True
+                            df2_nan.loc[:enddt, 'Adj Close'] *= adj_correction
+                            df2_nan.loc[:enddt, 'Repaired?'] = True
+                            # Currently not logging this FX-fix event, since I refactored fixing.
+                            k += " and FX mixup"
+                        div_repairs.setdefault(k, []).append(dt)
+                        cluster.loc[dt, 'Fixed?'] = True
+
+                elif n_failed_checks == 3:
+                    if div_too_big and div_exceeds_adj and div_pre_split:
+                        k = 'too-big div & pre-split'
+                        correction = (1.0/currency_divide) * (1.0/df2['Stock Splits'].loc[dt])
+                        correct_div = row['div'] * correction
+                        df2.loc[dt, 'Dividends'] = correct_div
+
+                        target_div_pct = row['%'] * correction
+                        target_adj = 1.0 - target_div_pct
+                        present_adj = row['present adj']
+                        # Also correct adjustment to match corrected dividend
+                        k += ' & div-adjust'
+                        adj_correction = target_adj / present_adj
+                        df2.loc[    :enddt, 'Adj Close'] *= adj_correction
+                        df2.loc[    :enddt, 'Repaired?'] = True
+                        df2_nan.loc[:enddt, 'Adj Close'] *= adj_correction
+                        df2_nan.loc[:enddt, 'Repaired?'] = True
+                        cluster.loc[dt, 'Fixed?'] = True
+                        div_repairs.setdefault(k, []).append(dt)
+
+                    elif div_too_big and div_exceeds_adj and adj_too_small:
+                        # Need to fix dividend AND adj close.
+                        # Probably just a currency unit mixup.
+                        div = row['div']
+                        close = div/row['%']
+                        adj_present = row['present adj']
+                        k = 'div-too-big and adj-too-small'
+                        #
+                        div_true = div/currency_divide
+                        pct_true = div_true / close
+                        df2.loc[dt, 'Dividends'] = div_true
+                        #
+                        adj_correct = 1.0 - pct_true
+                        adj_correction = adj_correct / adj_present
+                        df2.loc[    :enddt, 'Adj Close'] *= adj_correction
+                        df2.loc[    :enddt, 'Repaired?'] = True
+                        df2_nan.loc[:enddt, 'Adj Close'] *= adj_correction
+                        df2_nan.loc[:enddt, 'Repaired?'] = True
+                        div_repairs.setdefault(k, []).append(dt)
+                        cluster.loc[dt, 'Fixed?'] = True
+
             if cluster.empty:
                 continue
 
@@ -2390,7 +2498,12 @@ class PriceHistory:
 
         # Update: if a VERY large dividend is paid out, then can be mistaken for a 1:2 stock split.
         # Fix = use adjusted prices
-        adj = df2['Adj Close'].to_numpy() / df2['Close'].to_numpy()
+        f_zero = df2['Close'] == 0
+        if f_zero.any():
+            adj = np.ones(len(df2))
+            adj[~f_zero] = df2['Adj Close'].to_numpy()[~f_zero] / df2['Close'].to_numpy()[~f_zero]
+        else:
+            adj = df2['Adj Close'].to_numpy() / df2['Close'].to_numpy()
         df_dtype = price_data.dtype
         if df_dtype == np.int64:
             price_data = price_data.astype('float')
@@ -2482,14 +2595,14 @@ class PriceHistory:
 
         r = _1d_change_x / split_rcp
         f_down = _1d_change_x < 1.0 / threshold
-        if f_down.any():
-            # Discard where triggered by negative Adj Close after dividend
-            f_neg = _1d_change_x < 0.0
-            f_div = (df2['Dividends']>0).to_numpy()
-            f_div_before = np.roll(f_div, 1)
-            if f_down.ndim == 2:
-                f_div_before = f_div_before[:, np.newaxis].repeat(f_down.shape[1], axis=1)
-            f_down = f_down & ~(f_neg + f_div_before)
+        # if f_down.any():
+        #     # Discard where triggered by negative Adj Close after dividend
+        #     f_neg = _1d_change_x < 0.0
+        #     f_div = (df2['Dividends']>0).to_numpy()
+        #     f_div_before = np.roll(f_div, 1)
+        #     if f_down.ndim == 2:
+        #         f_div_before = f_div_before[:, np.newaxis].repeat(f_down.shape[1], axis=1)
+        #     f_down = f_down & ~(f_neg + f_div_before)
         f_up = _1d_change_x > threshold
         f_up_ndims = len(f_up.shape)
         f_up_shifts = f_up if f_up_ndims==1 else f_up.any(axis=1)
@@ -2512,7 +2625,7 @@ class PriceHistory:
                         # assume false positive
                         continue
                     avg_vol_after = df2['Volume'].iloc[lookback:i-1].mean()
-                    if not np.isnan(avg_vol_after) and v/avg_vol_after < 2.0:
+                    if not np.isnan(avg_vol_after) and avg_vol_after > 0 and v/avg_vol_after < 2.0:
                         # volume spike is actually a step-change, so 
                         # probably missing stock split
                         continue
@@ -2559,7 +2672,13 @@ class PriceHistory:
                     threshold = _dateutil.relativedelta.relativedelta(days=threshold_days)
                 else:
                     threshold = _datetime.timedelta(days=threshold_days)
-                if gap_td < threshold:
+                if isinstance(threshold, _dateutil.relativedelta.relativedelta) and isinstance(gap_td, _dateutil.relativedelta.relativedelta):
+                    idx = np.where(gaps==gap_min)[0][0]
+                    dt = df2.index[idx]
+                    within_threshold = (dt + gap_td) < (dt + threshold)
+                else:
+                    within_threshold = gap_td < threshold
+                if within_threshold:
                     logger.info('100x changes are too soon after stock split events, aborting', extra=log_extras)
                     return df
 

yfinance/scrapers/holders.py

@@ -1,23 +1,23 @@
-# from io import StringIO
-
+import curl_cffi
 import pandas as pd
-import requests
+import warnings
 
 from yfinance import utils
+from yfinance.const import _BASE_URL_, _SENTINEL_
 from yfinance.data import YfData
-from yfinance.const import _BASE_URL_
 from yfinance.exceptions import YFDataException
 
-_QUOTE_SUMMARY_URL_ = f"{_BASE_URL_}/v10/finance/quoteSummary/"
-
+_QUOTE_SUMMARY_URL_ = f"{_BASE_URL_}/v10/finance/quoteSummary"
 
 class Holders:
     _SCRAPE_URL_ = 'https://finance.yahoo.com/quote'
 
-    def __init__(self, data: YfData, symbol: str, proxy=None):
+    def __init__(self, data: YfData, symbol: str, proxy=_SENTINEL_):
         self._data = data
         self._symbol = symbol
-        self.proxy = proxy
+        if proxy is not _SENTINEL_:
+            warnings.warn("Set proxy via new config function: yf.set_config(proxy=proxy)", DeprecationWarning, stacklevel=2)
+            data._set_proxy(proxy)
 
         self._major = None
         self._major_direct_holders = None
@@ -31,56 +31,50 @@ class Holders:
     @property
     def major(self) -> pd.DataFrame:
         if self._major is None:
-            # self._scrape(self.proxy)
             self._fetch_and_parse()
         return self._major
 
     @property
     def institutional(self) -> pd.DataFrame:
         if self._institutional is None:
-            # self._scrape(self.proxy)
             self._fetch_and_parse()
         return self._institutional
 
     @property
     def mutualfund(self) -> pd.DataFrame:
         if self._mutualfund is None:
-            # self._scrape(self.proxy)
             self._fetch_and_parse()
         return self._mutualfund
 
     @property
     def insider_transactions(self) -> pd.DataFrame:
         if self._insider_transactions is None:
-            # self._scrape_insider_transactions(self.proxy)
             self._fetch_and_parse()
         return self._insider_transactions
 
     @property
     def insider_purchases(self) -> pd.DataFrame:
         if self._insider_purchases is None:
-            # self._scrape_insider_transactions(self.proxy)
             self._fetch_and_parse()
         return self._insider_purchases
 
     @property
     def insider_roster(self) -> pd.DataFrame:
         if self._insider_roster is None:
-            # self._scrape_insider_ros(self.proxy)
             self._fetch_and_parse()
         return self._insider_roster
 
-    def _fetch(self, proxy):
+    def _fetch(self):
         modules = ','.join(
             ["institutionOwnership", "fundOwnership", "majorDirectHolders", "majorHoldersBreakdown", "insiderTransactions", "insiderHolders", "netSharePurchaseActivity"])
         params_dict = {"modules": modules, "corsDomain": "finance.yahoo.com", "formatted": "false"}
-        result = self._data.get_raw_json(f"{_QUOTE_SUMMARY_URL_}/{self._symbol}", user_agent_headers=self._data.user_agent_headers, params=params_dict, proxy=proxy)
+        result = self._data.get_raw_json(f"{_QUOTE_SUMMARY_URL_}/{self._symbol}", params=params_dict)
         return result
 
     def _fetch_and_parse(self):
         try:
-            result = self._fetch(self.proxy)
-        except requests.exceptions.HTTPError as e:
+            result = self._fetch()
+        except curl_cffi.requests.exceptions.HTTPError as e:
             utils.get_yf_logger().error(str(e))
 
             self._major = pd.DataFrame()
@@ -187,8 +181,10 @@ class Holders:
             del owner["maxAge"]
         df = pd.DataFrame(holders)
         if not df.empty:
-            df["positionDirectDate"] = pd.to_datetime(df["positionDirectDate"], unit="s")
-            df["latestTransDate"] = pd.to_datetime(df["latestTransDate"], unit="s")
+            if "positionDirectDate" in df:
+                df["positionDirectDate"] = pd.to_datetime(df["positionDirectDate"], unit="s")
+            if "latestTransDate" in df:
+                df["latestTransDate"] = pd.to_datetime(df["latestTransDate"], unit="s")
 
             df.rename(columns={
                 "name": "Name",

yfinance/scrapers/quote.py

@@ -1,13 +1,13 @@
+import curl_cffi
 import datetime
 import json
-
 import numpy as _np
 import pandas as pd
-import requests
+import warnings
 
 from yfinance import utils
+from yfinance.const import quote_summary_valid_modules, _BASE_URL_, _QUERY1_URL_, _SENTINEL_
 from yfinance.data import YfData
-from yfinance.const import quote_summary_valid_modules, _BASE_URL_
 from yfinance.exceptions import YFDataException, YFException
 
 info_retired_keys_price = {"currentPrice", "dayHigh", "dayLow", "open", "previousClose", "volume", "volume24Hr"}
@@ -26,9 +26,11 @@ _QUOTE_SUMMARY_URL_ = f"{_BASE_URL_}/v10/finance/quoteSummary"
 class FastInfo:
     # Contain small subset of info[] items that can be fetched faster elsewhere.
     # Imitates a dict.
-    def __init__(self, tickerBaseObject, proxy=None):
+    def __init__(self, tickerBaseObject, proxy=_SENTINEL_):
         self._tkr = tickerBaseObject
-        self.proxy = proxy
+        if proxy is not _SENTINEL_:
+            warnings.warn("Set proxy via new config function: yf.set_config(proxy=proxy)", DeprecationWarning, stacklevel=2)
+            self._tkr._data._set_proxy(proxy)
 
         self._prices_1y = None
         self._prices_1wk_1h_prepost = None
@@ -128,8 +130,8 @@ class FastInfo:
 
     def _get_1y_prices(self, fullDaysOnly=False):
         if self._prices_1y is None:
-            self._prices_1y = self._tkr.history(period="1y", auto_adjust=False, keepna=True, proxy=self.proxy)
-            self._md = self._tkr.get_history_metadata(proxy=self.proxy)
+            self._prices_1y = self._tkr.history(period="1y", auto_adjust=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)
@@ -154,12 +156,12 @@ class FastInfo:
 
     def _get_1wk_1h_prepost_prices(self):
         if self._prices_1wk_1h_prepost is None:
-            self._prices_1wk_1h_prepost = self._tkr.history(period="5d", interval="1h", auto_adjust=False, prepost=True, proxy=self.proxy)
+            self._prices_1wk_1h_prepost = self._tkr.history(period="5d", interval="1h", auto_adjust=False, prepost=True)
         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="5d", interval="1h", auto_adjust=False, prepost=False, proxy=self.proxy)
+            self._prices_1wk_1h_reg = self._tkr.history(period="5d", interval="1h", auto_adjust=False, prepost=False)
         return self._prices_1wk_1h_reg
 
     def _get_exchange_metadata(self):
@@ -167,7 +169,7 @@ class FastInfo:
             return self._md
 
         self._get_1y_prices()
-        self._md = self._tkr.get_history_metadata(proxy=self.proxy)
+        self._md = self._tkr.get_history_metadata()
         return self._md
 
     def _exchange_open_now(self):
@@ -198,7 +200,7 @@ class FastInfo:
         if self._currency is not None:
             return self._currency
 
-        md = self._tkr.get_history_metadata(proxy=self.proxy)
+        md = self._tkr.get_history_metadata()
         self._currency = md["currency"]
         return self._currency
 
@@ -207,7 +209,7 @@ class FastInfo:
         if self._quote_type is not None:
             return self._quote_type
 
-        md = self._tkr.get_history_metadata(proxy=self.proxy)
+        md = self._tkr.get_history_metadata()
         self._quote_type = md["instrumentType"]
         return self._quote_type
 
@@ -232,7 +234,7 @@ class FastInfo:
         if self._shares is not None:
             return self._shares
 
-        shares = self._tkr.get_shares_full(start=pd.Timestamp.utcnow().date()-pd.Timedelta(days=548), proxy=self.proxy)
+        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()
@@ -484,11 +486,12 @@ class FastInfo:
 
 
 class Quote:
-
-    def __init__(self, data: YfData, symbol: str, proxy=None):
+    def __init__(self, data: YfData, symbol: str, proxy=_SENTINEL_):
         self._data = data
         self._symbol = symbol
-        self.proxy = proxy
+        if proxy is not _SENTINEL_:
+            warnings.warn("Set proxy via new config function: yf.set_config(proxy=proxy)", DeprecationWarning, stacklevel=2)
+            self._data._set_proxy(proxy)
 
         self._info = None
         self._retired_info = None
@@ -505,15 +508,15 @@ class Quote:
     @property
     def info(self) -> dict:
         if self._info is None:
-            self._fetch_info(self.proxy)
-            self._fetch_complementary(self.proxy)
+            self._fetch_info()
+            self._fetch_complementary()
 
         return self._info
 
     @property
     def sustainability(self) -> pd.DataFrame:
         if self._sustainability is None:
-            result = self._fetch(self.proxy, modules=['esgScores'])
+            result = self._fetch(modules=['esgScores'])
             if result is None:
                 self._sustainability = pd.DataFrame()
             else:
@@ -527,7 +530,7 @@ class Quote:
     @property
     def recommendations(self) -> pd.DataFrame:
         if self._recommendations is None:
-            result = self._fetch(self.proxy, modules=['recommendationTrend'])
+            result = self._fetch(modules=['recommendationTrend'])
             if result is None:
                 self._recommendations = pd.DataFrame()
             else:
@@ -541,7 +544,7 @@ class Quote:
     @property
     def upgrades_downgrades(self) -> pd.DataFrame:
         if self._upgrades_downgrades is None:
-            result = self._fetch(self.proxy, modules=['upgradeDowngradeHistory'])
+            result = self._fetch(modules=['upgradeDowngradeHistory'])
             if result is None:
                 self._upgrades_downgrades = pd.DataFrame()
             else:
@@ -575,7 +578,7 @@ class Quote:
     def valid_modules():
         return quote_summary_valid_modules
 
-    def _fetch(self, proxy, modules: list):
+    def _fetch(self, modules: list):
         if not isinstance(modules, list):
             raise YFException("Should provide a list of modules, see available modules using `valid_modules`")
 
@@ -584,39 +587,61 @@ class Quote:
             raise YFException("No valid modules provided, see available modules using `valid_modules`")
         params_dict = {"modules": modules, "corsDomain": "finance.yahoo.com", "formatted": "false", "symbol": self._symbol}
         try:
-            result = self._data.get_raw_json(_QUOTE_SUMMARY_URL_ + f"/{self._symbol}", user_agent_headers=self._data.user_agent_headers, params=params_dict, proxy=proxy)
-        except requests.exceptions.HTTPError as e:
+            result = self._data.get_raw_json(_QUOTE_SUMMARY_URL_ + f"/{self._symbol}", params=params_dict)
+        except curl_cffi.requests.exceptions.HTTPError as e:
             utils.get_yf_logger().error(str(e))
             return None
         return result
 
-    def _fetch_info(self, proxy):
+    def _fetch_additional_info(self):
+        params_dict = {"symbols": self._symbol, "formatted": "false"}
+        try:
+            result = self._data.get_raw_json(f"{_QUERY1_URL_}/v7/finance/quote?", params=params_dict)
+        except curl_cffi.requests.exceptions.HTTPError as e:
+            utils.get_yf_logger().error(str(e))
+            return None
+        return result
+
+    def _fetch_info(self):
         if self._already_fetched:
             return
         self._already_fetched = True
         modules = ['financialData', 'quoteType', 'defaultKeyStatistics', 'assetProfile', 'summaryDetail']
-        result = self._fetch(proxy, modules=modules)
-        if result is None:
-            self._info = {}
-            return
+        result = self._fetch(modules=modules)
+        additional_info = self._fetch_additional_info()
+        if additional_info is not None and result is not None:
+            result.update(additional_info)
+        else:
+            result = additional_info
+
+        query1_info = {}
+        for quote in ["quoteSummary", "quoteResponse"]:
+            if quote in result and len(result[quote]["result"]) > 0:
+                result[quote]["result"][0]["symbol"] = self._symbol
+                query_info = next(
+                    (info for info in result.get(quote, {}).get("result", [])
+                    if info["symbol"] == self._symbol),
+                    None,
+                )
+                if query_info:
+                    query1_info.update(query_info)
+
+        # Normalize and flatten nested dictionaries while converting maxAge from days (1) to seconds (86400).
+        # This handles Yahoo Finance API inconsistency where maxAge is sometimes expressed in days instead of seconds.
+        processed_info = {}
+        for k, v in query1_info.items():
+
+            # Handle nested dictionary
+            if isinstance(v, dict):
+                for k1, v1 in v.items():
+                    if v1 is not None:
+                        processed_info[k1] = 86400 if k1 == "maxAge" and v1 == 1 else v1
+
+            elif v is not None:
+                processed_info[k] = v
+
+        query1_info = processed_info
 
-        result["quoteSummary"]["result"][0]["symbol"] = self._symbol
-        query1_info = next(
-            (info for info in result.get("quoteSummary", {}).get("result", []) if info["symbol"] == self._symbol),
-            None,
-        )
-        # Most keys that appear in multiple dicts have same value. Except 'maxAge' because
-        # Yahoo not consistent with days vs seconds. Fix it here:
-        for k in query1_info:
-            if "maxAge" in query1_info[k] and query1_info[k]["maxAge"] == 1:
-                query1_info[k]["maxAge"] = 86400
-        query1_info = {
-            k1: v1
-            for k, v in query1_info.items()
-            if isinstance(v, dict)
-            for k1, v1 in v.items()
-            if v1
-        }
         # recursively format but only because of 'companyOfficers'
 
         def _format(k, v):
@@ -631,17 +656,15 @@ class Quote:
             else:
                 v2 = v
             return v2
-        for k, v in query1_info.items():
-            query1_info[k] = _format(k, v)
-        self._info = query1_info
 
-    def _fetch_complementary(self, proxy):
+        self._info = {k: _format(k, v) for k, v in query1_info.items()}
+
+    def _fetch_complementary(self):
         if self._already_fetched_complementary:
             return
         self._already_fetched_complementary = True
 
-        # self._scrape(proxy)  # decrypt broken
-        self._fetch_info(proxy)
+        self._fetch_info()
         if self._info is None:
             return
 
@@ -654,7 +677,7 @@ class Quote:
             # p = _re.compile(r'root\.App\.main = (.*);')
             # url = 'https://finance.yahoo.com/quote/{}/key-statistics?p={}'.format(self._ticker.ticker, self._ticker.ticker)
             # try:
-            #     r = session.get(url, headers=utils.user_agent_headers)
+            #     r = session.get(url)
             #     data = _json.loads(p.findall(r.text)[0])
             #     key_stats = data['context']['dispatcher']['stores']['QuoteTimeSeriesStore']["timeSeries"]
             #     for k in keys:
@@ -680,7 +703,7 @@ class Quote:
             end = int(end.timestamp())
             url += f"&period1={start}&period2={end}"
 
-            json_str = self._data.cache_get(url=url, proxy=proxy).text
+            json_str = self._data.cache_get(url=url).text
             json_data = json.loads(json_str)
             json_result = json_data.get("timeseries") or json_data.get("finance")
             if json_result["error"] is not None:
@@ -694,7 +717,7 @@ class Quote:
 
     def _fetch_calendar(self):
         # secFilings return too old data, so not requesting it for now
-        result = self._fetch(self.proxy, modules=['calendarEvents'])
+        result = self._fetch(modules=['calendarEvents'])
         if result is None:
             self._calendar = {}
             return
@@ -721,7 +744,7 @@ class Quote:
 
 
     def _fetch_sec_filings(self):
-        result = self._fetch(self.proxy, modules=['secFilings'])
+        result = self._fetch(modules=['secFilings'])
         if result is None:
             return None
 

yfinance/screener/screener.py

@@ -1,20 +1,20 @@
+import curl_cffi
+from typing import Union
+import warnings
+
+from yfinance.const import _QUERY1_URL_, _SENTINEL_
+from yfinance.data import YfData
+from ..utils import dynamic_docstring, generate_list_table_from_dict_universal
+
 from .query import EquityQuery as EqyQy
 from .query import FundQuery as FndQy
 from .query import QueryBase, EquityQuery, FundQuery
 
-from yfinance.const import _BASE_URL_
-from yfinance.data import YfData
-
-from ..utils import dynamic_docstring, generate_list_table_from_dict_universal
-
-from typing import Union
-import requests
-
-_SCREENER_URL_ = f"{_BASE_URL_}/v1/finance/screener"
+_SCREENER_URL_ = f"{_QUERY1_URL_}/v1/finance/screener"
 _PREDEFINED_URL_ = f"{_SCREENER_URL_}/predefined/saved"
 
 PREDEFINED_SCREENER_BODY_DEFAULTS = {
-    "offset":0, "size":25, "userId":"","userIdType":"guid"
+    "offset":0, "count":25, "userId":"","userIdType":"guid"
 }
 
 PREDEFINED_SCREENER_QUERIES = {
@@ -28,7 +28,7 @@ PREDEFINED_SCREENER_QUERIES = {
                                 "query": EqyQy('and', [EqyQy('gte', ['quarterlyrevenuegrowth.quarterly', 25]), EqyQy('gte', ['epsgrowth.lasttwelvemonths', 25]), EqyQy('eq', ['sector', 'Technology']), EqyQy('is-in', ['exchange', 'NMS', 'NYQ'])])},
     'most_actives': {"sortField":"dayvolume", "sortType":"DESC",
                     "query": EqyQy('and', [EqyQy('eq', ['region', 'us']), EqyQy('gte', ['intradaymarketcap', 2000000000]), EqyQy('gt', ['dayvolume', 5000000])])},
-    'most_shorted_stocks': {"size":25, "offset":0, "sortField":"short_percentage_of_shares_outstanding.value", "sortType":"DESC", 
+    'most_shorted_stocks': {"count":25, "offset":0, "sortField":"short_percentage_of_shares_outstanding.value", "sortType":"DESC", 
                             "query": EqyQy('and', [EqyQy('eq', ['region', 'us']), EqyQy('gt', ['intradayprice', 1]), EqyQy('gt', ['avgdailyvol3m', 200000])])},
     'small_cap_gainers': {"sortField":"eodvolume", "sortType":"desc", 
                         "query": EqyQy("and", [EqyQy("lt", ["intradaymarketcap",2000000000]), EqyQy("is-in", ["exchange", "NMS", "NYQ"])])},
@@ -53,12 +53,13 @@ PREDEFINED_SCREENER_QUERIES = {
 @dynamic_docstring({"predefined_screeners": generate_list_table_from_dict_universal(PREDEFINED_SCREENER_QUERIES, bullets=True, title='Predefined queries (Dec-2024)')})
 def screen(query: Union[str, EquityQuery, FundQuery],
             offset: int = None, 
-            size: int = None, 
+            size: int = None,
+            count: int = None,
             sortField: str = None, 
             sortAsc: bool = None,
             userId: str = None, 
             userIdType: str = None, 
-            session = None, proxy = None):
+            session = None, proxy = _SENTINEL_):
     """
     Run a screen: predefined query, or custom query.
 
@@ -71,6 +72,10 @@ def screen(query: Union[str, EquityQuery, FundQuery],
             The offset for the results. Default 0.
         size : int
             number of results to return. Default 100, maximum 250 (Yahoo)
+            Use count instead for predefined queries.
+        count : int
+            number of results to return. Default 25, maximum 250 (Yahoo)
+            Use size instead for custom queries.
         sortField : str
             field to sort by. Default "ticker"
         sortAsc : bool
@@ -106,25 +111,43 @@ def screen(query: Union[str, EquityQuery, FundQuery],
     {predefined_screeners}
     """
 
+    if proxy is not _SENTINEL_:
+        warnings.warn("Set proxy via new config function: yf.set_config(proxy=proxy)", DeprecationWarning, stacklevel=2)
+        _data = YfData(session=session, proxy=proxy)
+    else:
+        _data = YfData(session=session)
+
     # Only use defaults when user NOT give a predefined, because
     # Yahoo's predefined endpoint auto-applies defaults. Also,
     # that endpoint might be ignoring these fields.
     defaults = {
         'offset': 0,
-        'size': 25,
+        'count': 25,
         'sortField': 'ticker',
         'sortAsc': False,
         'userId': "",
         'userIdType': "guid"
     }
 
+    if count is not None and count > 250:
+        raise ValueError("Yahoo limits query count to 250, reduce count.")
+
     if size is not None and size > 250:
         raise ValueError("Yahoo limits query size to 250, reduce size.")
 
-    fields = dict(locals())
-    for k in ['query', 'session', 'proxy']:
-        if k in fields:
-            del fields[k]
+    if offset is not None and isinstance(query, str):
+        # offset ignored by predefined API so switch to other API
+        post_query = PREDEFINED_SCREENER_QUERIES[query]
+        query = post_query['query']
+        # use predefined's attributes if user not specified
+        if sortField is None:
+            sortField = post_query['sortField']
+        if sortAsc is None:
+            sortAsc = post_query['sortType'].lower() == 'asc'
+        # and don't use defaults
+        defaults = {}
+
+    fields = {'offset': offset, 'count': count, "size": size, 'sortField': sortField, 'sortAsc': sortAsc, 'userId': userId, 'userIdType': userIdType}
 
     params_dict = {"corsDomain": "finance.yahoo.com", "formatted": "false", "lang": "en-US", "region": "US"}
 
@@ -132,15 +155,22 @@ def screen(query: Union[str, EquityQuery, FundQuery],
     if isinstance(query, str):
         # post_query = PREDEFINED_SCREENER_QUERIES[query]
         # Switch to Yahoo's predefined endpoint
-        _data = YfData(session=session)
+
+        if size is not None:
+            warnings.warn("Screen 'size' argument is deprecated for predefined screens, set 'count' instead.", DeprecationWarning, stacklevel=2)
+            count = size
+            size = None
+            fields['count'] = fields['size']
+            del fields['size']
+
         params_dict['scrIds'] = query
         for k,v in fields.items():
             if v is not None:
                 params_dict[k] = v
-        resp = _data.get(url=_PREDEFINED_URL_, params=params_dict, proxy=proxy)
+        resp = _data.get(url=_PREDEFINED_URL_, params=params_dict)
         try:
             resp.raise_for_status()
-        except requests.exceptions.HTTPError:
+        except curl_cffi.requests.exceptions.HTTPError:
             if query not in PREDEFINED_SCREENER_QUERIES:
                 print(f"yfinance.screen: '{query}' is probably not a predefined query.")
             raise
@@ -170,11 +200,8 @@ def screen(query: Union[str, EquityQuery, FundQuery],
     post_query['query'] = post_query['query'].to_dict()
 
     # Fetch
-    _data = YfData(session=session)
     response = _data.post(_SCREENER_URL_, 
                             body=post_query, 
-                            user_agent_headers=_data.user_agent_headers, 
-                            params=params_dict, 
-                            proxy=proxy)
+                            params=params_dict)
     response.raise_for_status()
     return response.json()['finance']['result'][0]

yfinance/search.py

@@ -20,16 +20,17 @@
 #
 
 import json as _json
+import warnings
 
 from . import utils
-from .const import _BASE_URL_
+from .const import _BASE_URL_, _SENTINEL_
 from .data import YfData
 
 
 class Search:
     def __init__(self, query, max_results=8, news_count=8, lists_count=8, include_cb=True, include_nav_links=False,
                  include_research=False, include_cultural_assets=False, enable_fuzzy_query=False, recommended=8,
-                 session=None, proxy=None, timeout=30, raise_errors=True):
+                 session=None, proxy=_SENTINEL_, timeout=30, raise_errors=True):
         """
         Fetches and organizes search results from Yahoo Finance, including stock quotes and news articles.
 
@@ -45,16 +46,20 @@ class Search:
             enable_fuzzy_query: Enable fuzzy search for typos (default False).
             recommended: Recommended number of results to return (default 8).
             session: Custom HTTP session for requests (default None).
-            proxy: Proxy settings for requests (default None).
             timeout: Request timeout in seconds (default 30).
             raise_errors: Raise exceptions on error (default True).
         """
+        self.session = session
+        self._data = YfData(session=self.session)
+        
+        if proxy is not _SENTINEL_:
+            warnings.warn("Set proxy via new config function: yf.set_config(proxy=proxy)", DeprecationWarning, stacklevel=2)
+            self._data._set_proxy(proxy)
+
         self.query = query
         self.max_results = max_results
         self.enable_fuzzy_query = enable_fuzzy_query
         self.news_count = news_count
-        self.session = session
-        self.proxy = proxy
         self.timeout = timeout
         self.raise_errors = raise_errors
 
@@ -65,7 +70,6 @@ class Search:
         self.enable_cultural_assets = include_cultural_assets
         self.recommended = recommended
 
-        self._data = YfData(session=self.session)
         self._logger = utils.get_yf_logger()
 
         self._response = {}
@@ -98,7 +102,7 @@ class Search:
 
         self._logger.debug(f'{self.query}: Yahoo GET parameters: {str(dict(params))}')
 
-        data = self._data.cache_get(url=url, params=params, proxy=self.proxy, timeout=self.timeout)
+        data = self._data.cache_get(url=url, params=params, timeout=self.timeout)
         if data is None or "Will be right back" in data.text:
             raise RuntimeError("*** YAHOO! FINANCE IS CURRENTLY DOWN! ***\n"
                                "Our engineers are working quickly to resolve "

yfinance/ticker.py

@@ -22,17 +22,21 @@
 from __future__ import print_function
 
 from collections import namedtuple as _namedtuple
-from .scrapers.funds import FundsData
+import warnings
 
 import pandas as _pd
 
 from .base import TickerBase
-from .const import _BASE_URL_
+from .const import _BASE_URL_, _SENTINEL_
+from .scrapers.funds import FundsData
 
 
 class Ticker(TickerBase):
-    def __init__(self, ticker, session=None, proxy=None):
-        super(Ticker, self).__init__(ticker, session=session, proxy=proxy)
+    def __init__(self, ticker, session=None, proxy=_SENTINEL_):
+        if proxy is not _SENTINEL_:
+            warnings.warn("Set proxy via new config function: yf.set_config(proxy=proxy)", DeprecationWarning, stacklevel=2)
+            self._data._set_proxy(proxy)
+        super(Ticker, self).__init__(ticker, session=session)
         self._expirations = {}
         self._underlying  = {}
 
@@ -45,7 +49,7 @@ class Ticker(TickerBase):
         else:
             url = f"{_BASE_URL_}/v7/finance/options/{self.ticker}?date={date}"
 
-        r = self._data.get(url=url, proxy=self.proxy).json()
+        r = self._data.get(url=url).json()
         if len(r.get('optionChain', {}).get('result', [])) > 0:
             for exp in r['optionChain']['result'][0]['expirationDates']:
                 self._expirations[_pd.Timestamp(exp, unit='s').strftime('%Y-%m-%d')] = exp
@@ -201,6 +205,10 @@ class Ticker(TickerBase):
     def quarterly_income_stmt(self) -> _pd.DataFrame:
         return self.get_income_stmt(pretty=True, freq='quarterly')
 
+    @property
+    def ttm_income_stmt(self) -> _pd.DataFrame:
+        return self.get_income_stmt(pretty=True, freq='trailing')
+
     @property
     def incomestmt(self) -> _pd.DataFrame:
         return self.income_stmt
@@ -209,6 +217,10 @@ class Ticker(TickerBase):
     def quarterly_incomestmt(self) -> _pd.DataFrame:
         return self.quarterly_income_stmt
 
+    @property
+    def ttm_incomestmt(self) -> _pd.DataFrame:
+        return self.ttm_income_stmt
+
     @property
     def financials(self) -> _pd.DataFrame:
         return self.income_stmt
@@ -217,6 +229,10 @@ class Ticker(TickerBase):
     def quarterly_financials(self) -> _pd.DataFrame:
         return self.quarterly_income_stmt
 
+    @property
+    def ttm_financials(self) -> _pd.DataFrame:
+        return self.ttm_income_stmt
+
     @property
     def balance_sheet(self) -> _pd.DataFrame:
         return self.get_balance_sheet(pretty=True)
@@ -241,6 +257,10 @@ class Ticker(TickerBase):
     def quarterly_cash_flow(self) -> _pd.DataFrame:
         return self.get_cash_flow(pretty=True, freq='quarterly')
 
+    @property
+    def ttm_cash_flow(self) -> _pd.DataFrame:
+        return self.get_cash_flow(pretty=True, freq='trailing')
+
     @property
     def cashflow(self) -> _pd.DataFrame:
         return self.cash_flow
@@ -249,6 +269,10 @@ class Ticker(TickerBase):
     def quarterly_cashflow(self) -> _pd.DataFrame:
         return self.quarterly_cash_flow
 
+    @property
+    def ttm_cashflow(self) -> _pd.DataFrame:
+        return self.ttm_cash_flow
+
     @property
     def analyst_price_targets(self) -> dict:
         return self.get_analyst_price_targets()
@@ -301,4 +325,4 @@ class Ticker(TickerBase):
 
     @property
     def funds_data(self) -> FundsData:
-        return self.get_funds_data()
+        return self.get_funds_data()

yfinance/tickers.py

@@ -21,10 +21,12 @@
 
 from __future__ import print_function
 
+import warnings
+
 from . import Ticker, multi
-
-
-# from collections import namedtuple as _namedtuple
+from .live import WebSocket
+from .data import YfData
+from .const import _SENTINEL_
 
 
 class Tickers:
@@ -38,6 +40,11 @@ class Tickers:
         self.symbols = [ticker.upper() for ticker in tickers]
         self.tickers = {ticker: Ticker(ticker, session=session) for ticker in self.symbols}
 
+        self._data = YfData(session=session)
+
+        self._message_handler = None
+        self.ws = None
+
         # self.tickers = _namedtuple(
         #     "Tickers", ticker_objects.keys(), rename=True
         # )(*ticker_objects.values())
@@ -45,10 +52,15 @@ class Tickers:
     def history(self, period="1mo", interval="1d",
                 start=None, end=None, prepost=False,
                 actions=True, auto_adjust=True, repair=False,
-                proxy=None,
+                proxy=_SENTINEL_,
                 threads=True, group_by='column', progress=True,
                 timeout=10, **kwargs):
 
+        if proxy is not _SENTINEL_:
+            warnings.warn("Set proxy via new config function: yf.set_config(proxy=proxy)", DeprecationWarning, stacklevel=2)
+            self._data._set_proxy(proxy)
+            proxy = _SENTINEL_
+
         return self.download(
             period, interval,
             start, end, prepost,
@@ -60,10 +72,15 @@ class Tickers:
     def download(self, period="1mo", interval="1d",
                  start=None, end=None, prepost=False,
                  actions=True, auto_adjust=True, repair=False, 
-                 proxy=None,
+                 proxy=_SENTINEL_,
                  threads=True, group_by='column', progress=True,
                  timeout=10, **kwargs):
 
+        if proxy is not _SENTINEL_:
+            warnings.warn("Set proxy via new config function: yf.set_config(proxy=proxy)", DeprecationWarning, stacklevel=2)
+            self._data._set_proxy(proxy)
+            proxy = _SENTINEL_
+
         data = multi.download(self.symbols,
                               start=start, end=end,
                               actions=actions,
@@ -72,7 +89,6 @@ class Tickers:
                               period=period,
                               interval=interval,
                               prepost=prepost,
-                              proxy=proxy,
                               group_by='ticker',
                               threads=threads,
                               progress=progress,
@@ -90,3 +106,10 @@ class Tickers:
 
     def news(self):
         return {ticker: [item for item in Ticker(ticker).news] for ticker in self.symbols}
+
+    def live(self, message_handler=None, verbose=True):
+        self._message_handler = message_handler
+
+        self.ws = WebSocket(verbose=verbose)
+        self.ws.subscribe(self.symbols)
+        self.ws.listen(self._message_handler)

yfinance/utils.py

@@ -27,7 +27,7 @@ import re
 import re as _re
 import sys as _sys
 import threading
-from functools import lru_cache, wraps
+from functools import wraps
 from inspect import getmembers
 from types import FunctionType
 from typing import List, Optional
@@ -35,16 +35,11 @@ from typing import List, Optional
 import numpy as _np
 import pandas as _pd
 import pytz as _tz
-import requests as _requests
 from dateutil.relativedelta import relativedelta
 from pytz import UnknownTimeZoneError
 
 from yfinance import const
 
-user_agent_headers = {
-    'User-Agent': 'Mozilla/5.0 (Macintosh; Intel Mac OS X 10_10_1) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/39.0.2171.95 Safari/537.36'}
-
-
 # From https://stackoverflow.com/a/59128615
 def attributes(obj):
     disallowed_names = {
@@ -55,13 +50,6 @@ def attributes(obj):
         if name[0] != '_' and name not in disallowed_names and hasattr(obj, name)}
 
 
-@lru_cache(maxsize=20)
-def print_once(msg):
-    # 'warnings' module suppression of repeat messages does not work.
-    # This function replicates correct behaviour
-    print(msg)
-
-
 # Logging
 # Note: most of this logic is adding indentation with function depth,
 #       so that DEBUG log is readable.
@@ -186,15 +174,14 @@ def is_isin(string):
     return bool(_re.match("^([A-Z]{2})([A-Z0-9]{9})([0-9])$", string))
 
 
-def get_all_by_isin(isin, proxy=None, session=None):
+def get_all_by_isin(isin):
     if not (is_isin(isin)):
         raise ValueError("Invalid ISIN number")
 
     # Deferred this to prevent circular imports
     from .search import Search
 
-    session = session or _requests
-    search = Search(query=isin, max_results=1, session=session, proxy=proxy)
+    search = Search(query=isin, max_results=1)
 
     # Extract the first quote and news
     ticker = search.quotes[0] if search.quotes else {}
@@ -212,18 +199,18 @@ def get_all_by_isin(isin, proxy=None, session=None):
     }
 
 
-def get_ticker_by_isin(isin, proxy=None, session=None):
-    data = get_all_by_isin(isin, proxy, session)
+def get_ticker_by_isin(isin):
+    data = get_all_by_isin(isin)
     return data.get('ticker', {}).get('symbol', '')
 
 
-def get_info_by_isin(isin, proxy=None, session=None):
-    data = get_all_by_isin(isin, proxy, session)
+def get_info_by_isin(isin):
+    data = get_all_by_isin(isin)
     return data.get('ticker', {})
 
 
-def get_news_by_isin(isin, proxy=None, session=None):
-    data = get_all_by_isin(isin, proxy, session)
+def get_news_by_isin(isin):
+    data = get_all_by_isin(isin)
     return data.get('news', {})
 
 
@@ -526,7 +513,7 @@ def parse_actions(data):
     splits = None
 
     if "events" in data:
-        if "dividends" in data["events"]:
+        if "dividends" in data["events"] and len(data["events"]['dividends']) > 0:
             dividends = _pd.DataFrame(
                 data=list(data["events"]["dividends"].values()))
             dividends.set_index("date", inplace=True)
@@ -534,7 +521,7 @@ def parse_actions(data):
             dividends.sort_index(inplace=True)
             dividends.columns = ["Dividends"]
 
-        if "capitalGains" in data["events"]:
+        if "capitalGains" in data["events"] and len(data["events"]['capitalGains']) > 0:
             capital_gains = _pd.DataFrame(
                 data=list(data["events"]["capitalGains"].values()))
             capital_gains.set_index("date", inplace=True)
@@ -542,7 +529,7 @@ def parse_actions(data):
             capital_gains.sort_index(inplace=True)
             capital_gains.columns = ["Capital Gains"]
 
-        if "splits" in data["events"]:
+        if "splits" in data["events"] and len(data["events"]['splits']) > 0:
             splits = _pd.DataFrame(
                 data=list(data["events"]["splits"].values()))
             splits.set_index("date", inplace=True)
@@ -599,15 +586,40 @@ def fix_Yahoo_returning_prepost_unrequested(quotes, interval, tradingPeriods):
     return quotes
 
 
-def fix_Yahoo_returning_live_separate(quotes, interval, tz_exchange, repair=False, currency=None):
+def _dts_in_same_interval(dt1, dt2, interval):
+    # Check if second date dt2 in interval starting at dt1
+
+    if interval == '1d':
+        last_rows_same_interval = dt1.date() == dt2.date()
+    elif interval == "1wk":
+        last_rows_same_interval = (dt2 - dt1).days < 7
+    elif interval == "1mo":
+        last_rows_same_interval = dt1.month == dt2.month
+    elif interval == "3mo":
+        shift = (dt1.month % 3) - 1
+        q1 = (dt1.month - shift - 1) // 3 + 1
+        q2 = (dt2.month - shift - 1) // 3 + 1
+        year_diff = dt2.year - dt1.year
+        quarter_diff = q2 - q1 + 4*year_diff
+        last_rows_same_interval = quarter_diff == 0
+    else:
+        last_rows_same_interval = (dt2 - dt1) < _pd.Timedelta(interval)
+    return last_rows_same_interval
+
+
+def fix_Yahoo_returning_live_separate(quotes, interval, tz_exchange, prepost, repair=False, currency=None):
     # Yahoo bug fix. If market is open today then Yahoo normally returns
     # todays data as a separate row from rest-of week/month interval in above row.
     # Seems to depend on what exchange e.g. crypto OK.
     # Fix = merge them together
-    n = quotes.shape[0]
-    if n > 1:
-        dt1 = quotes.index[n - 1]
-        dt2 = quotes.index[n - 2]
+
+    if interval[-1] not in ['m', 'h']:
+        prepost = False
+
+    dropped_row = None
+    if len(quotes) > 1:
+        dt1 = quotes.index[-1]
+        dt2 = quotes.index[-2]
         if quotes.index.tz is None:
             dt1 = dt1.tz_localize("UTC")
             dt2 = dt2.tz_localize("UTC")
@@ -618,25 +630,23 @@ def fix_Yahoo_returning_live_separate(quotes, interval, tz_exchange, repair=Fals
             # - exception is volume, *slightly* greater on final row (and matches website)
             if dt1.date() == dt2.date():
                 # Last two rows are on same day. Drop second-to-last row
+                dropped_row = quotes.iloc[-2]
                 quotes = _pd.concat([quotes.iloc[:-2], quotes.iloc[-1:]])
         else:
-            if interval == "1wk":
-                last_rows_same_interval = dt1.year == dt2.year and dt1.week == dt2.week
-            elif interval == "1mo":
-                last_rows_same_interval = dt1.month == dt2.month
-            elif interval == "3mo":
-                last_rows_same_interval = dt1.year == dt2.year and dt1.quarter == dt2.quarter
-            else:
-                last_rows_same_interval = (dt1 - dt2) < _pd.Timedelta(interval)
-
-            if last_rows_same_interval:
+            if _dts_in_same_interval(dt2, dt1, interval):
                 # Last two rows are within same interval
-                idx1 = quotes.index[n - 1]
-                idx2 = quotes.index[n - 2]
+                idx1 = quotes.index[-1]
+                idx2 = quotes.index[-2]
                 if idx1 == idx2:
                     # Yahoo returning last interval duplicated, which means
                     # Yahoo is not returning live data (phew!)
-                    return quotes
+                    return quotes, None
+
+                if prepost:
+                    # Possibly dt1 is just start of post-market
+                    if dt1.second == 0:
+                        # assume post-market interval
+                        return quotes, None
 
                 ss = quotes['Stock Splits'].iloc[-2:].replace(0,1).prod()
                 if repair:
@@ -659,31 +669,30 @@ def fix_Yahoo_returning_live_separate(quotes, interval, tz_exchange, repair=Fals
                             for c in const._PRICE_COLNAMES_:
                                 quotes.loc[idx2, c] *= 0.01
 
-                # quotes.loc[idx2, 'Stock Splits'] = 2  # wtf? why doing this?
-
                 if _np.isnan(quotes.loc[idx2, "Open"]):
-                    quotes.loc[idx2, "Open"] = quotes["Open"].iloc[n - 1]
+                    quotes.loc[idx2, "Open"] = quotes["Open"].iloc[-1]
                 # Note: nanmax() & nanmin() ignores NaNs, but still need to check not all are NaN to avoid warnings
-                if not _np.isnan(quotes["High"].iloc[n - 1]):
-                    quotes.loc[idx2, "High"] = _np.nanmax([quotes["High"].iloc[n - 1], quotes["High"].iloc[n - 2]])
+                if not _np.isnan(quotes["High"].iloc[-1]):
+                    quotes.loc[idx2, "High"] = _np.nanmax([quotes["High"].iloc[-1], quotes["High"].iloc[-2]])
                     if "Adj High" in quotes.columns:
-                        quotes.loc[idx2, "Adj High"] = _np.nanmax([quotes["Adj High"].iloc[n - 1], quotes["Adj High"].iloc[n - 2]])
+                        quotes.loc[idx2, "Adj High"] = _np.nanmax([quotes["Adj High"].iloc[-1], quotes["Adj High"].iloc[-2]])
 
-                if not _np.isnan(quotes["Low"].iloc[n - 1]):
-                    quotes.loc[idx2, "Low"] = _np.nanmin([quotes["Low"].iloc[n - 1], quotes["Low"].iloc[n - 2]])
+                if not _np.isnan(quotes["Low"].iloc[-1]):
+                    quotes.loc[idx2, "Low"] = _np.nanmin([quotes["Low"].iloc[-1], quotes["Low"].iloc[-2]])
                     if "Adj Low" in quotes.columns:
-                        quotes.loc[idx2, "Adj Low"] = _np.nanmin([quotes["Adj Low"].iloc[n - 1], quotes["Adj Low"].iloc[n - 2]])
+                        quotes.loc[idx2, "Adj Low"] = _np.nanmin([quotes["Adj Low"].iloc[-1], quotes["Adj Low"].iloc[-2]])
 
-                quotes.loc[idx2, "Close"] = quotes["Close"].iloc[n - 1]
+                quotes.loc[idx2, "Close"] = quotes["Close"].iloc[-1]
                 if "Adj Close" in quotes.columns:
-                    quotes.loc[idx2, "Adj Close"] = quotes["Adj Close"].iloc[n - 1]
-                quotes.loc[idx2, "Volume"] += quotes["Volume"].iloc[n - 1]
-                quotes.loc[idx2, "Dividends"] += quotes["Dividends"].iloc[n - 1]
+                    quotes.loc[idx2, "Adj Close"] = quotes["Adj Close"].iloc[-1]
+                quotes.loc[idx2, "Volume"] += quotes["Volume"].iloc[-1]
+                quotes.loc[idx2, "Dividends"] += quotes["Dividends"].iloc[-1]
                 if ss != 1.0:
                     quotes.loc[idx2, "Stock Splits"] = ss
-                quotes = quotes.drop(quotes.index[n - 1])
+                dropped_row = quotes.iloc[-1]
+                quotes = quotes.drop(quotes.index[-1])
 
-    return quotes
+    return quotes, dropped_row
 
 
 def safe_merge_dfs(df_main, df_sub, interval):

yfinance/version.py

@@ -1 +1 @@
-version = "0.2.52"
+version = "0.2.62"