File: //usr/local/bin/python37_/lib/python3.7/site-packages/yfinance/multi.py
#!/usr/bin/env python
# -*- coding: utf-8 -*-
#
# Yahoo! Finance market data downloader (+fix for Pandas Datareader)
# 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", interval="1d", prepost=False,
proxy=None, rounding=False, **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?
"""
# create ticker list
tickers = tickers if isinstance(
tickers, (list, set, tuple)) else tickers.replace(',', ' ').split()
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)
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)
shared._DFS[ticker.upper()] = data
if progress:
shared._PROGRESS_BAR.animate()
if progress:
shared._PROGRESS_BAR.completed()
if shared._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:
return shared._DFS[tickers[0]]
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())
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):
data = _download_one(ticker, start, end, auto_adjust, back_adjust,
actions, period, interval, prepost, proxy, rounding)
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):
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)