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