diff --git a/.flake8 b/.flake8 deleted file mode 100644 index 60659ac..0000000 --- a/.flake8 +++ /dev/null @@ -1,12 +0,0 @@ -[flake8] -show-source = true -statistics = true -exclude = - .git - -# These settings make flake8 compatible with Black: -# max-line-length: https://black.readthedocs.io/en/stable/the_black_code_style.html#line-length -# E203: https://black.readthedocs.io/en/stable/the_black_code_style.html#slices -# E503: https://black.readthedocs.io/en/stable/the_black_code_style.html#line-breaks-binary-operators -max-line-length = 88 -ignore = E203, W503 \ No newline at end of file diff --git a/.github/workflows/build.yml b/.github/workflows/build.yml index 2375b95..db1f37f 100644 --- a/.github/workflows/build.yml +++ b/.github/workflows/build.yml @@ -1,25 +1,21 @@ name: Build on: - pull_request_target: + pull_request: branches: [master] jobs: build: runs-on: ubuntu-latest - steps: - - uses: actions/checkout@v3 - - name: Set up Python 3.9 - uses: actions/setup-python@v3 + - uses: actions/checkout@v4 + - name: Install uv + uses: astral-sh/setup-uv@v5 with: - python-version: "3.9" + version: "0.7.3" - name: Install dependencies - run: | - python -m pip install --upgrade pip - pip install poetry - make install_dev + run: uv sync --all-extras - name: Run tests and coverage - run: make test_cov + run: uv run pytest tests/ -k "not test_research.py" - name: Upload coverage to Codecov uses: codecov/codecov-action@v2 diff --git a/.github/workflows/docs.yml b/.github/workflows/docs.yml index e88d4c4..600a9c7 100644 --- a/.github/workflows/docs.yml +++ b/.github/workflows/docs.yml @@ -5,10 +5,14 @@ on: jobs: deploy: runs-on: ubuntu-latest + steps: - - uses: actions/checkout@v2 - - uses: actions/setup-python@v2 + - uses: actions/checkout@v4 + + - name: Install uv + uses: astral-sh/setup-uv@v5 with: - python-version: 3.x - - run: pip install mkdocs-material "mkdocstrings[python]" mike - - run: mkdocs gh-deploy --force \ No newline at end of file + # Install a specific version of uv. + version: "0.7.3" + - run: uv pip install mkdocs-material "mkdocstrings[python]" mike + - run: uv run mkdocs gh-deploy --force \ No newline at end of file diff --git a/.github/workflows/publish.yml b/.github/workflows/publish.yml index f9a2f76..ef37134 100644 --- a/.github/workflows/publish.yml +++ b/.github/workflows/publish.yml @@ -1,14 +1,20 @@ -name: Publish Yahooquery +name: Publish + on: - push: - tags: - - "v*.*.*" + release: + types: [created] + jobs: - build: + deploy: runs-on: ubuntu-latest + steps: - - uses: actions/checkout@v3 - - name: Build and publish to pypi - uses: JRubics/poetry-publish@v1.17 - with: - pypi_token: ${{ secrets.PYPI_KEY }} + - uses: actions/checkout@v4 + + - name: Install uv + uses: astral-sh/setup-uv@v3 + + - name: Build and publish + run: | + uv build + uv publish \ No newline at end of file diff --git a/.gitignore b/.gitignore index 66d6e9a..a0d739e 100644 --- a/.gitignore +++ b/.gitignore @@ -49,6 +49,7 @@ coverage.xml *.cover .hypothesis/ .pytest_cache/ +.ruff_cache/ # Translations *.mo diff --git a/.isort.cfg b/.isort.cfg deleted file mode 100644 index fcbeeb0..0000000 --- a/.isort.cfg +++ /dev/null @@ -1,15 +0,0 @@ -[settings] -import_heading_firstparty=first party -import_heading_future=future -import_heading_local=local -import_heading_stdlib=stdlib -import_heading_thirdparty=third party -known_third_party=sgqlc - -# These settings makes isort compatible with Black: -# https://github.com/psf/black#how-black-wraps-lines -multi_line_output=3 -include_trailing_comma=1 -force_grid_wrap=0 -use_parentheses=1 -line_length=88 \ No newline at end of file diff --git a/.pre-commit-config.yaml b/.pre-commit-config.yaml index c26c857..00606a9 100644 --- a/.pre-commit-config.yaml +++ b/.pre-commit-config.yaml @@ -4,24 +4,11 @@ default_language_version: repos: - repo: local hooks: - - id: isort - stages: [commit,push] - name: isort - entry: poetry run isort -rc - language: system - types: [python] - - id: black - stages: [commit,push] - name: black - entry: poetry run black -S . - language: system - types: [python] - - id: mypy - stages: [commit,push] - name: mypy - entry: poetry run mypy --ignore-missing-imports - language: system - types: [python] +- repo: https://github.com/astral-sh/ruff-pre-commit + rev: v0.11.9 + hooks: + - id: ruff + - id: ruff-format - repo: https://github.com/pre-commit/pre-commit-hooks rev: v2.1.0 hooks: diff --git a/CHANGELOG.rst b/CHANGELOG.rst index 53b7d99..a2a2167 100644 --- a/CHANGELOG.rst +++ b/CHANGELOG.rst @@ -1,6 +1,17 @@ Change Log ========== +2.4.0 +----- +## Update +- Update to use uv for packaging and publishing +- Folder, file structure +- `validate_symbols` method now returns a tuple of valid and invalid symbols + +## Add +- `curl_cffi` to dependencies instead of `requests` for session management +- Ability to input verification code for login when selenium is used + 2.3.7 ----- ## Add diff --git a/Makefile b/Makefile index 2978890..76b7236 100644 --- a/Makefile +++ b/Makefile @@ -1,16 +1,13 @@ -PYTEST=poetry run pytest +PYTEST=uv run pytest install_dev: - poetry install + uv sync --all-extras install: - poetry install --no-dev + uv sync lint: - poetry run black -S --check --diff . - poetry run isort --check-only --diff . - poetry run flake8 . - poetry run mypy . --ignore-missing-imports + ruff check test: lint $(PYTEST) diff --git a/README.md b/README.md index 0390087..0a63831 100644 --- a/README.md +++ b/README.md @@ -5,9 +5,6 @@ Python wrapper for an unofficial Yahoo Finance API

- - Build Status - Coverage @@ -44,7 +41,7 @@ Some features of yahooquery: ## Requirements -Python 2.7, 3.5+ +Python 3.9+ - **Versions on or after 2.4.0 require python 3.9+** - [Pandas](https://pandas.pydata.org) - Fast, powerful, flexible and easy to use open source data analysis and manipulation tool - [Requests](https://requests.readthedocs.io/en/master/) - The elegant and simple HTTP library for Python, built for human beings. @@ -70,6 +67,11 @@ Otherwise, omit the premium argument: pip install yahooquery ``` +You can also install with uv if you have that installed: +```bash +uv pip install yahooquery +``` + ## Example The majority of the data available through the unofficial Yahoo Finance API is related to a company, which is represented in yahooquery as a `Ticker`. You can instantiate the `Ticker` class by passing the company's ticker symbol. For instance, to get data for Apple, Inc., pass `aapl` as the first argument to the `Ticker` class: diff --git a/docs/docs/index.md b/docs/docs/index.md index fb22231..6017bfb 100644 --- a/docs/docs/index.md +++ b/docs/docs/index.md @@ -5,9 +5,6 @@ Python wrapper for an unofficial Yahoo Finance API

- - Build Status - Coverage @@ -74,6 +71,15 @@ Otherwise, omit the premium argument: restart ↻ +Or install with `uv`: + +

+ uv pip install yahooquery + + Successfully installed yahooquery + restart ↻ +
+ ## Example The majority of the data available through the unofficial Yahoo Finance API is related to a company, which is represented in yahooquery as a `Ticker`. You can instantiate the `Ticker` class by passing the company's ticker symbol. For instance, to get data for :fontawesome-brands-apple:, pass `aapl` as the first argument to the `Ticker` class: diff --git a/docs/docs/release_notes.md b/docs/docs/release_notes.md index 82681b2..a98c4de 100644 --- a/docs/docs/release_notes.md +++ b/docs/docs/release_notes.md @@ -1,5 +1,99 @@ # Release Notes +2.4.0 +----- +## Update +- Update to use uv for packaging and publishing +- Folder, file structure +- `validate_symbols` method now returns a tuple of valid and invalid symbols + +## Add +- `curl_cffi` to dependencies instead of `requests` for session management + +2.3.7 +----- +## Add +- Logic for handling setting up a session when a consent screen is encountered. This is primarily seen in European countries + and should allow for the continued use of this package. +- Keyword argument, `setup_url`, to the base `_YahooFinance` class that allows a user to override the url used in setting up the session. As a default + the Yahoo Finance home page is used (https://finance.yahoo.com). You can also create an environment variable, `YF_SETUP_URL` that will be used if set. + Example usage: + ```python + import yahooquery as yq + + t = yq.Ticker('aapl', setup_url='https://finance.yahoo.com/quote/AAPL') + ``` + +## Remove +- Webdriver manager is no longer used internally. Selenium Manager is now fully included with selenium `4.10.0`, so this package is no longer needed. + +2.3.6 +----- +## Fix +- Use the previously instantiated session within the `Ticker` class (that may also contain proxies, other important session info) to retrieve both cookies and a crumb + +2.3.5 +----- +## Fix +- Fix bad assignment to crumb when using username/password for premium access + +2.3.4 +----- +## Update +- Use a different url to try and obtain cookies (fc.yahoo.com no longer works) +- Refactor how a session is initialized +- Use the country as a way to make the request to obtain cookies be more location specific + +2.3.3 +----- +## Update +- Try and obtain cookies and a crumb during `Ticker` initialization so they can be used in further requests. + +2.3.2 +----- +## Update +- Update quote summary endpoint from v10 to v6. The v10 endpoint currently requires a crumb as a query parameter, which is not something this library does not currently support. + +## Fix +- Bug related to retrieving screen IDs with a number + +2.3.1 +----- +## Fix +- Fixes for history method + +2.3.0 +----- +## Added +- `dividend_history` method that returns historical dividends paid for a given symbol(s) + +## Fixed +- `history` method has been refactored pretty heavily with the help of @maread99 (Thank you!). Timezone info is now included in the `date` column. Also, a dataframe will always be returned regardless of bad symbols existing. Previously, a dictionary was returned with the json response for the bad symbol(s) and dataframes for successful responses. + +2.2.15 +------ +- Updated the data available from the cash flow statement + +2.2.14 +------ +- Updated the financials dataframes (cash_flow, income_statement, balance_sheet, all_financial_data, + get_financial_data) to include another column titled "currencyCode". This will identify the currency + used in the financial statement. + +2.2.13 +------ +- Fix bug related to dividends and stock splits. The merge statement to combine the pandas dataframes + was using a left join instead of an outer join, which caused stock splits to drop. + +2.2.11 +------ +- Fix bug with async requests and :code:`symbols` as a query parameter + +2.2.9 +----- +- Fix internal method :code:`_format_data` in the :code:`_YahooFinance` class to account for dates held in lists +- Use flit to publish package to pypi. Additionally, make selenium an optional package to install through :code:`pip install yahooquery[premium]` + ## 2.2.8 - `Ticker`, `Screener`, and `Research` classes now accept the keyword argument `progress`. If set to `True`, a progress bar will be displayed when downloading data. 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-[extras] -premium = ["selenium", "webdriver-manager"] - -[metadata] -lock-version = "2.0" -python-versions = ">=3.8.1,<4.0" -content-hash = "79b43190183d3827f506292ea737f1cd95cad8d73703b9cd098e1a0bc4452744" diff --git a/pyproject.toml b/pyproject.toml index 9d3fb29..9997bf7 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -1,37 +1,53 @@ -[tool.poetry] +[project] name = "yahooquery" -version = "2.3.7" +version = "2.4.0" description = "Python wrapper for an unofficial Yahoo Finance API" -authors = ["Doug Guthrie "] +authors = [ + {name = "Doug Guthrie", email = "douglas.p.guthrie@gmail.com"} +] documentation = "https://yahooquery.dpguthrie.com" keywords = ["python", "API", "finance", "stocks", "Yahoo Finance"] -license = "MIT" +license = {text = "MIT"} readme = "README.md" +requires-python = ">=3.9,<4.0" +dependencies = [ + "curl-cffi>=0.10.0", + "pandas>=2.2.0", + "requests-futures>=1.0.1", + "tqdm>=4.65.0", + "lxml>=4.9.3", + "beautifulsoup4>=4.12.2", +] -[tool.poetry.dependencies] -python = ">=3.8.1,<4.0" -requests = "^2.31.0" -pandas = "^2.0.3" -requests-futures = "^1.0.1" -tqdm = "^4.65.0" -lxml = "^4.9.3" -selenium = {version = "^4.10.0", optional = true} -beautifulsoup4 = "^4.12.2" - -[tool.poetry.dev-dependencies] -pytest = "^7.4.0" -isort = "^5.0.0" -flake8 = "^6.0.0" -mypy = "^1.4.1" -pytest-cov = "^4.1.0" -black = "^23.7.0" -pre-commit = "^3.3.3" -ipython = "^8.0.0" -mkdocs-material = "^9.1.18" +[project.optional-dependencies] +premium = ["selenium>=4.32.0"] +dev = [ + "pytest>=8.3.0", + "ruff>=0.11.0", + "pytest-cov>=6.1.0", + "pre-commit>=4.2.0", + "mkdocs-material>=9.6.0", +] [build-system] -requires = ["poetry-core>=1.0.0"] -build-backend = "poetry.core.masonry.api" +requires = ["hatchling"] +build-backend = "hatchling.build" + +[tool.ruff] +line-length = 88 +target-version = "py39" +select = ["E", "F", "I", "N", "W", "B", "UP", "PL", "RUF"] +ignore = [] -[tool.poetry.extras] -premium = ["selenium"] +[tool.ruff.isort] +known-first-party = ["yahooquery"] +import-heading-firstparty = "first party" +import-heading-future = "future" +import-heading-local = "local" +import-heading-stdlib = "stdlib" +import-heading-thirdparty = "third party" +multi-line-output = 3 +include-trailing-comma = true +force-grid-wrap = 0 +use-parentheses = true +line-length = 88 diff --git a/tests/test_browsers.py b/tests/test_browsers.py new file mode 100644 index 0000000..227aad7 --- /dev/null +++ b/tests/test_browsers.py @@ -0,0 +1,29 @@ +from curl_cffi import requests +from curl_cffi.requests.exceptions import ImpersonateError + +from yahooquery.constants import BROWSERS + + +def test_browser_headers(): + """Test that each browser in BROWSERS dictionary can successfully make a request.""" + test_url = "https://google.com" + errors = [] + + for browser_name in BROWSERS.keys(): + try: + session = requests.Session( + impersonate=browser_name, headers=BROWSERS[browser_name] + ) + response = session.get(test_url) + if response.status_code != 200: + errors.append( + f"{browser_name}: Failed with status code {response.status_code}" + ) + except ImpersonateError as e: + errors.append(f"{browser_name}: {str(e)}") + except Exception as e: + errors.append(f"{browser_name}: Unexpected error - {str(e)}") + + # Only fail if we collected any errors + if errors: + raise AssertionError("\n".join(errors)) diff --git a/tests/test_country.py b/tests/test_country.py index 03f7c6f..27b1f32 100644 --- a/tests/test_country.py +++ b/tests/test_country.py @@ -1,8 +1,7 @@ import pytest from yahooquery import Ticker -from yahooquery.utils.countries import COUNTRIES - +from yahooquery.constants import COUNTRIES TICKERS = [Ticker("aapl", country="brazil")] diff --git a/tests/test_research.py b/tests/test_research.py index b7b65e4..fc96de5 100644 --- a/tests/test_research.py +++ b/tests/test_research.py @@ -1,9 +1,9 @@ import os + import pytest from yahooquery import Research - RESEARCH = [ Research(username=os.getenv("YF_USERNAME"), password=os.getenv("YF_PASSWORD")) ] diff --git a/tests/test_ticker.py b/tests/test_ticker.py index c5495b8..60c9d77 100644 --- a/tests/test_ticker.py +++ b/tests/test_ticker.py @@ -1,14 +1,13 @@ import datetime +import itertools import os -import itertools -import pytest import pandas as pd -from pandas.testing import assert_index_equal, assert_frame_equal, assert_series_equal +import pytest +from pandas.testing import assert_frame_equal, assert_index_equal, assert_series_equal from yahooquery import Ticker -from yahooquery.utils.__init__ import _history_dataframe - +from yahooquery.utils import history_dataframe TICKERS = [ Ticker( @@ -32,7 +31,8 @@ "p_valuation_measures", ] -SEPERATE_ENDPOINTS = FINANCIALS + [ +SEPERATE_ENDPOINTS = [ + *FINANCIALS, "option_chain", "history", "all_modules", @@ -154,7 +154,7 @@ def test_history(ticker, period, interval): def test_dividend_history(ticker): - df = ticker.dividend_history(start='1970-01-01') + df = ticker.dividend_history(start="1970-01-01") assert isinstance(df, pd.DataFrame) @@ -185,23 +185,23 @@ def test_adj_ohlc(ticker): class TestHistoryDataframe: - """Tests for `utils.__init__._history_dataframe` and dependencies.""" + """Tests for `utils.history_dataframe` and dependencies.""" @pytest.fixture def tz_us(self): - yield 'America/New_York' + yield "America/New_York" @pytest.fixture def tz_oz(self): - yield 'Australia/Sydney' + yield "Australia/Sydney" @pytest.fixture def tz_hk(self): - yield 'Asia/Hong_Kong' + yield "Asia/Hong_Kong" @pytest.fixture def utc(self): - yield 'UTC' + yield "UTC" @pytest.fixture def timestamps_daily(self, utc, tz_oz, tz_us, tz_hk): @@ -250,20 +250,20 @@ def timestamps_daily(self, utc, tz_oz, tz_us, tz_hk): expected_utc = pd.DatetimeIndex( [ - '2022-11-04 13:30:00', - '2022-11-07 14:30:00', - '2022-11-08 14:30:00', - '2022-11-09 14:30:00', - '2022-11-10 14:30:00', - '2022-11-11 14:30:00', - '2022-11-14 14:30:00', - '2022-11-15 14:30:00', - '2022-11-16 14:30:00', - '2022-11-17 14:30:00', - '2022-11-18 14:30:00', - '2022-11-21 14:30:00', - '2022-11-22 14:30:00', - '2022-11-23 14:30:00', + "2022-11-04 13:30:00", + "2022-11-07 14:30:00", + "2022-11-08 14:30:00", + "2022-11-09 14:30:00", + "2022-11-10 14:30:00", + "2022-11-11 14:30:00", + "2022-11-14 14:30:00", + "2022-11-15 14:30:00", + "2022-11-16 14:30:00", + "2022-11-17 14:30:00", + "2022-11-18 14:30:00", + "2022-11-21 14:30:00", + "2022-11-22 14:30:00", + "2022-11-23 14:30:00", ], tz=utc, ) @@ -291,20 +291,20 @@ def timestamps_daily(self, utc, tz_oz, tz_us, tz_hk): expected_oz = pd.DatetimeIndex( [ - '2022-11-05 00:30:00', - '2022-11-08 01:30:00', - '2022-11-09 01:30:00', - '2022-11-10 01:30:00', - '2022-11-11 01:30:00', - '2022-11-12 01:30:00', - '2022-11-15 01:30:00', - '2022-11-16 01:30:00', - '2022-11-17 01:30:00', - '2022-11-18 01:30:00', - '2022-11-19 01:30:00', - '2022-11-22 01:30:00', - '2022-11-23 01:30:00', - '2022-11-24 01:30:00', + "2022-11-05 00:30:00", + "2022-11-08 01:30:00", + "2022-11-09 01:30:00", + "2022-11-10 01:30:00", + "2022-11-11 01:30:00", + "2022-11-12 01:30:00", + "2022-11-15 01:30:00", + "2022-11-16 01:30:00", + "2022-11-17 01:30:00", + "2022-11-18 01:30:00", + "2022-11-19 01:30:00", + "2022-11-22 01:30:00", + "2022-11-23 01:30:00", + "2022-11-24 01:30:00", ], tz=tz_oz, ) @@ -332,20 +332,20 @@ def timestamps_daily(self, utc, tz_oz, tz_us, tz_hk): expected_us = pd.DatetimeIndex( [ - '2022-11-04 09:30:00', - '2022-11-07 09:30:00', - '2022-11-08 09:30:00', - '2022-11-09 09:30:00', - '2022-11-10 09:30:00', - '2022-11-11 09:30:00', - '2022-11-14 09:30:00', - '2022-11-15 09:30:00', - '2022-11-16 09:30:00', - '2022-11-17 09:30:00', - '2022-11-18 09:30:00', - '2022-11-21 09:30:00', - '2022-11-22 09:30:00', - '2022-11-23 09:30:00', + "2022-11-04 09:30:00", + "2022-11-07 09:30:00", + "2022-11-08 09:30:00", + "2022-11-09 09:30:00", + "2022-11-10 09:30:00", + "2022-11-11 09:30:00", + "2022-11-14 09:30:00", + "2022-11-15 09:30:00", + "2022-11-16 09:30:00", + "2022-11-17 09:30:00", + "2022-11-18 09:30:00", + "2022-11-21 09:30:00", + "2022-11-22 09:30:00", + "2022-11-23 09:30:00", ], tz=tz_us, ) @@ -373,20 +373,20 @@ def timestamps_daily(self, utc, tz_oz, tz_us, tz_hk): expected_hk = pd.DatetimeIndex( [ - '2022-11-04 21:30', - '2022-11-07 22:30', - '2022-11-08 22:30', - '2022-11-09 22:30', - '2022-11-10 22:30', - '2022-11-11 22:30', - '2022-11-14 22:30', - '2022-11-15 22:30', - '2022-11-16 22:30', - '2022-11-17 22:30', - '2022-11-18 22:30', - '2022-11-21 22:30', - '2022-11-22 22:30', - '2022-11-23 22:30', + "2022-11-04 21:30", + "2022-11-07 22:30", + "2022-11-08 22:30", + "2022-11-09 22:30", + "2022-11-10 22:30", + "2022-11-11 22:30", + "2022-11-14 22:30", + "2022-11-15 22:30", + "2022-11-16 22:30", + "2022-11-17 22:30", + "2022-11-18 22:30", + "2022-11-21 22:30", + "2022-11-22 22:30", + "2022-11-23 22:30", ], tz=tz_hk, ) @@ -454,8 +454,8 @@ def get_dividends(tss): """ indices = (2, 8) amount = 0.12 - d = {str(tss[i]): {'amount': amount, 'date': tss[i]} for i in indices} - expected = [amount if i in indices else float('nan') for i in range(14)] + d = {str(tss[i]): {"amount": amount, "date": tss[i]} for i in indices} + expected = [amount if i in indices else float("nan") for i in range(14)] return d, expected @pytest.fixture @@ -483,9 +483,9 @@ def get_splits(tss): indice = 11 ts = tss[indice] d = { - str(ts): {'data': ts, 'numerator': 3, 'denominator': 1, 'splitRatio': '3:1'} + str(ts): {"data": ts, "numerator": 3, "denominator": 1, "splitRatio": "3:1"} } - expected = [3 if i == indice else float('nan') for i in range(14)] + expected = [3 if i == indice else float("nan") for i in range(14)] return d, expected @pytest.fixture @@ -502,22 +502,22 @@ def build_mock_data( ): """Get mock data for a symbol from which to create dataframe. - Return can be passed as `data` parameter of `_history_dataframe`. + Return can be passed as `data` parameter of `history_dataframe`. """ if last_trade is None: last_trade = 1669237204 - expected_ts = pd.Timestamp('2022-11-23 21:00:04', tz="UTC") + expected_ts = pd.Timestamp("2022-11-23 21:00:04", tz="UTC") assert pd.Timestamp.fromtimestamp(last_trade, tz="UTC") == expected_ts meta = { - 'regularMarketTime': last_trade, - 'exchangeTimezoneName': tz, + "regularMarketTime": last_trade, + "exchangeTimezoneName": tz, } indicators = {"quote": [quote.copy()]} if adjclose is not None: indicators["adjclose"] = [{"adjclose": adjclose}] - events = {"fake_event": {'1667568600': {"fake_event_key": 66.6}}} + events = {"fake_event": {"1667568600": {"fake_event_key": 66.6}}} for key, event_data in zip(("dividends", "splits"), (dividends, splits)): if event_data is None: continue @@ -543,9 +543,9 @@ def verify_expected_daily_row_11(df, indice): dict(open=13, high=15, low=12, close=14, volume=61, adjclose=14.25), name=indice, ) - assert_series_equal(df.iloc[i][:-2], expected) - assert pd.isna(df.iloc[i][-2]) # no dividends - assert df.iloc[i][-1] == 3 # splits + assert_series_equal(df.iloc[i].iloc[:-2], expected) + assert pd.isna(df.iloc[i].iloc[-2]) # no dividends + assert df.iloc[i].iloc[-1] == 3 # splits return df @pytest.fixture @@ -624,7 +624,7 @@ def test_daily( """Test for expected returns for mock data reflecting a daily period.""" def f(data, adj_timezone): - return _history_dataframe(data, daily=True, adj_timezone=adj_timezone) + return history_dataframe(data, daily=True, adj_timezone=adj_timezone) tss = timestamps_daily[0] quote_, _ = quote @@ -683,7 +683,7 @@ def test_live_indice( data = self.build_mock_data(tss, tz_us, quote[0], last_trade=live_indice) # verify live indice has utc timezone when adj_timezone True - rtrn = _history_dataframe(data, daily=True, adj_timezone=False) + rtrn = history_dataframe(data, daily=True, adj_timezone=False) expected_li = pd.Timestamp("2022-11-23 19:31", tz=utc).to_pydatetime() expected_index = expected_days[:-1] expected_index = expected_index.insert(len(expected_index), expected_li) @@ -691,7 +691,7 @@ def test_live_indice( assert_frame_equal(rtrn, expected_df) # verify live indice has local timezone when adj_timezone True - rtrn = _history_dataframe(data, daily=True, adj_timezone=True) + rtrn = history_dataframe(data, daily=True, adj_timezone=True) expected_li = pd.Timestamp("2022-11-23 14:31", tz=tz_us).to_pydatetime() expected_index = expected_index[:-1].insert( len(expected_index) - 1, expected_li @@ -713,7 +713,7 @@ def test_duplicate_live_indice( tss.append(live_indice) data = self.build_mock_data(tss, tz_us, quote[0], last_trade=live_indice) - rtrn = _history_dataframe(data, daily=True, adj_timezone=False) + rtrn = history_dataframe(data, daily=True, adj_timezone=False) # create expected expected_template = expected_daily_us_bare @@ -760,20 +760,20 @@ def timestamps_intraday(self, utc): expected_index_utc = pd.DatetimeIndex( [ - '2022-11-04 13:30:00', - '2022-11-04 14:30:00', - '2022-11-04 15:30:00', - '2022-11-04 16:30:00', - '2022-11-04 17:30:00', - '2022-11-04 18:30:00', - '2022-11-04 19:30:00', - '2022-11-07 14:30:00', - '2022-11-07 15:30:00', - '2022-11-07 16:30:00', - '2022-11-07 17:30:00', - '2022-11-07 18:30:00', - '2022-11-07 19:30:00', - '2022-11-07 20:30:00', + "2022-11-04 13:30:00", + "2022-11-04 14:30:00", + "2022-11-04 15:30:00", + "2022-11-04 16:30:00", + "2022-11-04 17:30:00", + "2022-11-04 18:30:00", + "2022-11-04 19:30:00", + "2022-11-07 14:30:00", + "2022-11-07 15:30:00", + "2022-11-07 16:30:00", + "2022-11-07 17:30:00", + "2022-11-07 18:30:00", + "2022-11-07 19:30:00", + "2022-11-07 20:30:00", ], tz=utc, ) @@ -823,7 +823,8 @@ def expected_intraday( name=pd.Timestamp("2022-11-7 15:30", tz="UTC"), ) assert_series_equal(df.iloc[i][:-1], expected) - assert pd.isna(df.iloc[i][-1]) + series = df.iloc[i] + assert pd.isna(series.iloc[-1]) yield df def test_intraday( @@ -838,7 +839,7 @@ def test_intraday( """Test for expected returns for mock data reflecting a daily 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a/yahooquery/base.py b/yahooquery/base.py index 0162d29..de66d30 100644 --- a/yahooquery/base.py +++ b/yahooquery/base.py @@ -1,940 +1,29 @@ # stdlib import logging import os -import time from concurrent.futures import as_completed from datetime import datetime +from typing import ClassVar +from urllib import parse # third party from requests_futures.sessions import FuturesSession from tqdm import tqdm # first party -from yahooquery.headless import YahooFinanceHeadless, _has_selenium -from yahooquery.utils import ( - convert_to_list, - get_crumb, - initialize_session, - setup_session, +from yahooquery.constants import ( + CONFIG, + COUNTRIES, ) -from yahooquery.utils.countries import COUNTRIES - -try: - # stdlib - from urllib import parse -except ImportError: - # third party - import urlparse as parse - +from yahooquery.headless import YahooFinanceHeadless, has_selenium +from yahooquery.session_management import get_crumb, initialize_session +from yahooquery.utils import convert_to_list logger = logging.getLogger(__name__) -class _YahooFinance(object): - CHUNK = 1500 - - FUNDAMENTALS_OPTIONS = { - "income_statement": [ - "Amortization", - "AmortizationOfIntangiblesIncomeStatement", - "AverageDilutionEarnings", - "BasicAccountingChange", - "BasicAverageShares", - "BasicContinuousOperations", - "BasicDiscontinuousOperations", - "BasicEPS", - "BasicEPSOtherGainsLosses", - "BasicExtraordinary", - "ContinuingAndDiscontinuedBasicEPS", - "ContinuingAndDiscontinuedDilutedEPS", - "CostOfRevenue", - "DepletionIncomeStatement", - "DepreciationAmortizationDepletionIncomeStatement", - "DepreciationAndAmortizationInIncomeStatement", - "DepreciationIncomeStatement", - "DilutedAccountingChange", - "DilutedAverageShares", - "DilutedContinuousOperations", - "DilutedDiscontinuousOperations", - "DilutedEPS", - "DilutedEPSOtherGainsLosses", - "DilutedExtraordinary", - "DilutedNIAvailtoComStockholders", - "DividendPerShare", - "EBIT", - "EBITDA", - 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"EnterprisesValueRevenueRatio", - "PeRatio", - "MarketCap", - "EnterpriseValue", - "PegRatio", - ], - } - - CORPORATE_EVENTS = [ - "sigdev_corporate_guidance", - "sigdev_performance", - "sigdev_corporate_deals", - "sigdev_expansion_new_markets_new_units", - "sigdev_products", - "sigdev_ownership_control", - "sigdev_financing", - "sigdev_litigation_regulatory", - "sigdev_accounting_issues", - "sigdev_restructuring_reorganization_related", - "sigdev_reference", - "sigdev_special_events", - "sigdev_environment", - ] - - FUNDAMENTALS_TIME_ARGS = { - "a": {"prefix": "annual", "period_type": "12M"}, - "q": {"prefix": "quarterly", "period_type": "3M"}, - "m": {"prefix": "monthly", "period_type": "1M"}, - } - - _MODULES_DICT = { - "assetProfile": { - "convert_dates": ["governanceEpochDate", "compensationAsOfEpochDate"] - }, - "balanceSheetHistory": { - "filter": "balanceSheetStatements", - "convert_dates": ["endDate"], - }, - "balanceSheetHistoryQuarterly": { - "filter": "balanceSheetStatements", - "convert_dates": ["endDate"], - }, - "calendarEvents": { - "convert_dates": ["earningsDate", "exDividendDate", "dividendDate"] - }, - "cashflowStatementHistory": { - "filter": "cashflowStatements", - "convert_dates": ["endDate"], - }, - "cashflowStatementHistoryQuarterly": { - "filter": "cashflowStatements", - "convert_dates": ["endDate"], - }, - "defaultKeyStatistics": { - "convert_dates": [ - "sharesShortPreviousMonthDate", - "dateShortInterest", - "lastFiscalYearEnd", - "nextFiscalYearEnd", - "fundInceptionDate", - "lastSplitDate", - "mostRecentQuarter", - ] - }, - "earnings": {"convert_dates": ["earningsDate"]}, - "earningsHistory": {"filter": "history", "convert_dates": ["quarter"]}, - "earningsTrend": {"convert_dates": []}, - "esgScores": {"convert_dates": []}, - "financialData": {"convert_dates": []}, - "fundOwnership": {"filter": "ownershipList", "convert_dates": ["reportDate"]}, - "fundPerformance": {"convert_dates": ["asOfDate"]}, - "fundProfile": {"convert_dates": []}, - "indexTrend": {"convert_dates": []}, - "incomeStatementHistory": { - "filter": "incomeStatementHistory", - "convert_dates": ["endDate"], - }, - "incomeStatementHistoryQuarterly": { - "filter": "incomeStatementHistory", - "convert_dates": ["endDate"], - }, - "industryTrend": {"convert_dates": []}, - "insiderHolders": { - "filter": "holders", - "convert_dates": ["latestTransDate", "positionDirectDate"], - }, - "insiderTransactions": { - "filter": "transactions", - "convert_dates": ["startDate"], - }, - "institutionOwnership": { - "filter": "ownershipList", - "convert_dates": ["reportDate"], - }, - "majorHoldersBreakdown": {"convert_dates": []}, - "pageViews": {"convert_dates": []}, - "price": { - "convert_dates": ["postMarketTime", "preMarketTime", "regularMarketTime"] - }, - "quoteType": {"convert_dates": ["firstTradeDateEpochUtc"]}, - "recommendationTrend": {"filter": "trend", "convert_dates": []}, - "secFilings": {"filter": "filings", "convert_dates": ["epochDate"]}, - "netSharePurchaseActivity": {"convert_dates": []}, - "sectorTrend": {"convert_dates": []}, - "summaryDetail": { - "convert_dates": ["exDividendDate", "expireDate", "startDate"] - }, - "summaryProfile": {"convert_dates": []}, - "topHoldings": {"convert_dates": []}, - "upgradeDowngradeHistory": { - "filter": "history", - "convert_dates": ["epochGradeDate"], - }, - } - - _FUND_DETAILS = [ - "holdings", - "equityHoldings", - "bondHoldings", - "bondRatings", - "sectorWeightings", - ] - - _STYLE_BOX = { - "http://us.i1.yimg.com/us.yimg.com/i/fi/3_0stylelargeeq1.gif": ( - "Large Cap Stocks", - "Value", - ), - "http://us.i1.yimg.com/us.yimg.com/i/fi/3_0stylelargeeq2.gif": ( - "Large Cap Stocks", - "Blend", - ), - "http://us.i1.yimg.com/us.yimg.com/i/fi/3_0stylelargeeq3.gif": ( - "Large Cap Stocks", - "Growth", - ), - "http://us.i1.yimg.com/us.yimg.com/i/fi/3_0stylelargeeq4.gif": ( - "Mid Cap Stocks", - "Value", - ), - "http://us.i1.yimg.com/us.yimg.com/i/fi/3_0stylelargeeq5.gif": ( - "Mid Cap Stocks", - "Blend", - ), - "http://us.i1.yimg.com/us.yimg.com/i/fi/3_0stylelargeeq6.gif": ( - "Mid Cap Stocks", - "Growth", - ), - "http://us.i1.yimg.com/us.yimg.com/i/fi/3_0stylelargeeq7.gif": ( - "Small Cap Stocks", - "Value", - ), - "http://us.i1.yimg.com/us.yimg.com/i/fi/3_0stylelargeeq8.gif": ( - "Small Cap Stocks", - "Blend", - ), - "http://us.i1.yimg.com/us.yimg.com/i/fi/3_0stylelargeeq9.gif": ( - "Small Cap Stocks", - "Growth", - ), - } - - _CONFIG = { - "yfp_fair_value": { - "path": "https://query2.finance.yahoo.com/ws/value-analyzer/v1/finance/premium/valueAnalyzer/multiquote", - "response_field": "finance", - "query": { - "formatted": {"required": False, "default": False}, - "symbols": {"required": True, "default": None}, - }, - }, - "news": { - "path": "https://query2.finance.yahoo.com/v2/finance/news", - "response_field": "Content", - "query": { - "start": {"required": False, "default": None}, - "count": {"required": False, "default": None}, - "symbols": {"required": True, "default": None}, - "sizeLabels": {"required": False, "default": None}, - "widths": {"required": False, "default": None}, - "tags": {"required": False, "default": None}, - "filterOldVideos": {"required": False, "default": None}, - "category": {"required": False, "default": None}, - }, - }, - "quoteSummary": { - "path": "https://query2.finance.yahoo.com/v10/finance/quoteSummary/{symbol}", - "response_field": "quoteSummary", - "query": { - "formatted": {"required": False, "default": False}, - "modules": { - "required": True, - "default": None, - "options": list(_MODULES_DICT.keys()), - }, - }, - }, - "fundamentals": { - "path": "https://query2.finance.yahoo.com/ws/fundamentals-timeseries/v1/finance/timeseries/{symbol}", - "response_field": "timeseries", - "query": { - "period1": {"required": True, "default": 493590046}, - "period2": {"required": True, "default": int(time.time())}, - "type": { - "required": True, - "default": None, - "options": FUNDAMENTALS_OPTIONS, - }, - "merge": {"required": False, "default": False}, - "padTimeSeries": {"required": False, "default": False}, - }, - }, - "fundamentals_premium": { - "path": "https://query2.finance.yahoo.com/ws/fundamentals-timeseries/v1/finance/premium/timeseries/{symbol}", - "response_field": "timeseries", - "query": { - "period1": {"required": True, "default": 493590046}, - "period2": {"required": True, "default": int(time.time())}, - "type": { - "required": True, - "default": None, - "options": FUNDAMENTALS_OPTIONS, - }, - "merge": {"required": False, "default": False}, - "padTimeSeries": {"required": False, "default": False}, - }, - }, - "chart": { - "path": "https://query2.finance.yahoo.com/v8/finance/chart/{symbol}", - "response_field": "chart", - "query": { - "period1": {"required": False, "default": None}, - "period2": {"required": False, "default": None}, - "interval": { - "required": False, - "default": None, - "options": [ - "1m", - "2m", - "5m", - "15m", - "30m", - "60m", - "90m", - "1h", - "1d", - "5d", - "1wk", - "1mo", - "3mo", - ], - }, - "range": { - "required": False, - "default": None, - "options": [ - "1d", - "5d", - "7d", - "60d", - "1mo", - "3mo", - "6mo", - "1y", - "2y", - "5y", - "10y", - "ytd", - "max", - ], - }, - "events": {"required": False, "default": "div,split"}, - "numberOfPoints": {"required": False, "default": None}, - "formatted": {"required": False, "default": False}, - }, - }, - "options": { - "path": "https://query2.finance.yahoo.com/v7/finance/options/{symbol}", - "response_field": "optionChain", - "query": { - "formatted": {"required": False, "default": False}, - "date": {"required": False, "default": None}, - "endDate": {"required": False, "default": None}, - "size": {"required": False, "default": None}, - "strikeMin": {"required": False, "default": None}, - "strikeMax": {"required": False, "default": None}, - "straddle": {"required": False, "default": None}, - "getAllData": {"required": False, "default": None}, - }, - }, - "validation": { - "path": "https://query2.finance.yahoo.com/v6/finance/quote/validate", - "response_field": "symbolsValidation", - "query": {"symbols": {"required": True, "default": None}}, - }, - "esg_chart": { - "path": "https://query2.finance.yahoo.com/v1/finance/esgChart", - "responseField": "esgChart", - "query": {"symbol": {"required": True, "default": None}}, - }, - "esg_peer_scores": { - "path": "https://query2.finance.yahoo.com/v1/finance/esgPeerScores", - "responseField": "esgPeerScores", - "query": {"symbol": {"required": True, "default": None}}, - }, - "recommendations": { - "path": "https://query2.finance.yahoo.com/v6/finance/recommendationsbysymbol/{symbol}", - "response_field": "finance", - "query": {}, - }, - "insights": { - "path": "https://query2.finance.yahoo.com/ws/insights/v2/finance/insights", - "response_field": "finance", - "query": { - "symbol": {"required": True, "default": None}, - "reportsCount": {"required": False, "default": None}, - }, - }, - "premium_insights": { - "path": "https://query2.finance.yahoo.com/ws/insights/v2/finance/premium/insights", - "response_field": "finance", - "query": { - "symbol": {"required": True, "default": None}, - "reportsCount": {"required": False, "default": None}, - }, - }, - "screener": { - "path": "https://query2.finance.yahoo.com/v1/finance/screener/predefined/saved", - "response_field": "finance", - "query": { - "formatted": {"required": False, "default": False}, - "scrIds": {"required": True, "default": None}, - "count": {"required": False, "default": 25}, - }, - }, - "company360": { - "path": "https://query2.finance.yahoo.com/ws/finance-company-360/v1/finance/premium/company360", - "response_field": "finance", - "premium": True, - "query": { - "symbol": {"required": True, "default": None}, - "modules": { - "required": True, - "default": ",".join( - [ - "innovations", - "sustainability", - "insiderSentiments", - "significantDevelopments", - "supplyChain", - "earnings", - "dividend", - "companyOutlookSummary", - "hiring", - "companySnapshot", - ] - ), - }, - }, - }, - "premium_portal": { - "path": "https://query2.finance.yahoo.com/ws/portal/v1/finance/premium/portal", - "response_field": "finance", - "query": { - "symbols": {"required": True, "default": None}, - "modules": {"required": False, "default": None}, - "quotefields": {"required": False, "default": None}, - }, - }, - "trade_ideas": { - "path": "https://query2.finance.yahoo.com/v1/finance/premium/tradeideas/overlay", - "response_field": "tradeIdeasOverlay", - "query": {"ideaId": {"required": True, "default": None}}, - }, - "visualization": { - "path": "https://query1.finance.yahoo.com/v1/finance/visualization", - "response_field": "finance", - "query": {"crumb": {"required": True, "default": None}}, - }, - "research": { - "path": "https://query2.finance.yahoo.com/v1/finance/premium/visualization", - "response_field": "finance", - "query": {"crumb": {"required": True, "default": None}}, - }, - "reports": { - "path": "https://query2.finance.yahoo.com/v1/finance/premium/researchreports/overlay", - "response_field": "researchReportsOverlay", - "query": {"reportId": {"required": True, "default": None}}, - }, - "value_analyzer": { - "path": "https://query2.finance.yahoo.com/ws/value-analyzer/v1/finance/premium/valueAnalyzer/portal", - "response_field": "finance", - "query": { - "symbols": {"required": True, "default": None}, - "formatted": {"required": False, "default": False}, - }, - }, - "value_analyzer_drilldown": { - "path": "https://query2.finance.yahoo.com/ws/value-analyzer/v1/finance/premium/valueAnalyzer", - "response_field": "finance", - "query": { - "symbol": {"required": True, "default": None}, - "formatted": {"required": False, "default": False}, - "start": {"required": False, "default": None}, - "end": {"required": False, "default": None}, - }, - }, - "technical_events": { - "path": "https://query2.finance.yahoo.com/ws/finance-technical-events/v1/finance/premium/technicalevents", - "response_field": "technicalEvents", - "query": { - "symbol": {"required": True, "default": None}, - "formatted": {"required": False, "default": False}, - "tradingHorizons": {"required": False, "default": None}, - "size": {"required": False, "default": None}, - }, - }, - "quotes": { - "path": "https://query2.finance.yahoo.com/v7/finance/quote", - "response_field": "quoteResponse", - "query": {"symbols": {"required": True, "default": None}}, - }, - } - - _VIZ_CONFIG = { - "report": { - "sortType": "DESC", - "sortField": "report_date", - "offset": 0, - "size": 100, - "entityIdType": "argus_reports", - "includeFields": [ - "report_date", - "report_type", - "report_title", - "head_html", - "ticker", - "pdf_url", - "snapshot_url", - "sector", - "id", - "change_in_investment_rating", - "investment_rating", - "change_in_target_price", - "change_in_earnings_per_share_estimate", - ], - }, - "trade": { - "sortType": "DESC", - "sortField": "startdatetime", - "offset": 0, - "size": 100, - "entityIdType": "trade_idea", - "includeFields": [ - "startdatetime", - "term", - "ticker", - "rating", - "price_target", - "ror", - "id", - "image_url", - "company_name", - "price_timestamp", - "current_price", - "trade_idea_title", - "highlights", - "description", - ], - }, - "earnings": { - "sortType": "ASC", - "sortField": "companyshortname", - "offset": 0, - "size": 100, - "entityIdType": "earnings", - "includeFields": [ - "ticker", - "companyshortname", - "startdatetime", - "startdatetimetype", - "epsestimate", - "epsactual", - "epssurprisepct", - "timeZoneShortName", - "gmtOffsetMilliSeconds", - ], - }, - "splits": { - "sortType": "DESC", - "sortField": "startdatetime", - "entityIdType": "splits", - "includeFields": [ - "ticker", - "companyshortname", - "startdatetime", - "optionable", - "old_share_worth", - "share_worth", - ], - }, - "ipo": { - "sortType": "DESC", - "sortField": "startdatetime", - "entityIdType": "ipo_info", - "includeFields": [ - "ticker", - "companyshortname", - "exchange_short_name", - "filingdate", - "startdatetime", - "amendeddate", - "pricefrom", - "priceto", - "offerprice", - "currencyname", - "shares", - "dealtype", - ], - }, - } - - PERIODS = _CONFIG["chart"]["query"]["range"]["options"] - INTERVALS = _CONFIG["chart"]["query"]["interval"]["options"] - MODULES = _CONFIG["quoteSummary"]["query"]["modules"]["options"] +class _YahooFinance: + CHUNK: ClassVar[int] = 1500 def __init__(self, **kwargs): self.country = kwargs.pop("country", "united states").lower() @@ -946,8 +35,6 @@ def __init__(self, **kwargs): self.session = initialize_session(kwargs.pop("session", None), **kwargs) if self.username and self.password: self.login() - else: - self.session = setup_session(self.session, self._setup_url) self.crumb = get_crumb(self.session) @property @@ -997,7 +84,7 @@ def default_query_params(self): return params def login(self) -> None: - if _has_selenium: + if has_selenium: instance = YahooFinanceHeadless(self.username, self.password) instance.login() if instance.cookies: @@ -1016,9 +103,8 @@ def login(self) -> None: "You do not have the required libraries to use this feature. Install " "with the following: `pip install yahooquery[premium]`" ) - self.session = setup_session(self.session, self._setup_url) - def _chunk_symbols(self, key, params={}, chunk=None, **kwargs): + def _chunk_symbols(self, key, params=None, chunk=None, **kwargs): current_symbols = self.symbols all_data = [] if kwargs.get("list_result") else {} chunk = chunk or self.CHUNK @@ -1034,8 +120,7 @@ def _chunk_symbols(self, key, params={}, chunk=None, **kwargs): self.symbols = current_symbols return all_data - @property - def validation(self): + def validate_symbols(self) -> tuple[list[str], list[str]]: """Symbol Validation Validate existence of given symbol(s) and modify the symbols property @@ -1050,8 +135,8 @@ def validation(self): valid_symbols.append(k) else: invalid_symbols.append(k) - self.symbols = valid_symbols - self.invalid_symbols = invalid_symbols or None + + return valid_symbols, invalid_symbols def _format_data(self, obj, dates): for k, v in obj.items(): @@ -1090,8 +175,8 @@ def _format_data(self, obj, dates): obj[k] = v return obj - def _get_data(self, key, params={}, **kwargs): - config = self._CONFIG[key] + def _get_data(self, key, params=None, **kwargs): + config = CONFIG[key] params = self._construct_params(config, params) urls = self._construct_urls(config, params, **kwargs) response_field = config["response_field"] @@ -1104,7 +189,8 @@ def _get_data(self, key, params={}, **kwargs): except ValueError: return {"error": "HTTP 404 Not Found. Please try again"} - def _construct_params(self, config, params): + def _construct_params(self, config, params=None): + params = params or {} required_params = [ k for k in config["query"] diff --git a/yahooquery/utils/screeners.py b/yahooquery/constants.py similarity index 66% rename from yahooquery/utils/screeners.py rename to yahooquery/constants.py index aa828b5..af84053 100644 --- a/yahooquery/utils/screeners.py +++ b/yahooquery/constants.py @@ -1,3 +1,1080 @@ +BROWSERS = { + "chrome99": { + "sec-ch-ua": '" Not A;Brand";v="99", "Chromium";v="99", "Google Chrome";v="99"', + "sec-ch-ua-mobile": "?0", + "sec-ch-ua-platform": '"Windows"', + "upgrade-insecure-requests": "1", + "user-agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/99.0.4844.51 Safari/537.36", + "accept": "text/html,application/xhtml+xml,application/xml;q=0.9,image/avif,image/webp,image/apng,*/*;q=0.8,application/signed-exchange;v=b3;q=0.9", + "sec-fetch-site": "none", + "sec-fetch-mode": "navigate", + "sec-fetch-user": "?1", + "sec-fetch-dest": "document", + "accept-encoding": "gzip, deflate, br", + "accept-language": "en-US,en;q=0.9", + }, + "chrome100": { + "sec-ch-ua": '" Not A;Brand";v="99", "Chromium";v="100", "Google Chrome";v="100"', + "sec-ch-ua-mobile": "?0", + "sec-ch-ua-platform": '"Windows"', + "upgrade-insecure-requests": "1", + "user-agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/100.0.4896.75 Safari/537.36", + "accept": "text/html,application/xhtml+xml,application/xml;q=0.9,image/avif,image/webp,image/apng,*/*;q=0.8,application/signed-exchange;v=b3;q=0.9", + "sec-fetch-site": "none", + "sec-fetch-mode": "navigate", + "sec-fetch-user": "?1", + "sec-fetch-dest": "document", + "accept-encoding": "gzip, deflate, br", + "accept-language": "en-US,en;q=0.9", + }, + "chrome101": { + "sec-ch-ua": '" Not A;Brand";v="99", "Chromium";v="101", "Google Chrome";v="101"', + "sec-ch-ua-mobile": "?0", + "sec-ch-ua-platform": '"Windows"', + "upgrade-insecure-requests": "1", + "user-agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/101.0.4951.67 Safari/537.36", + "accept": "text/html,application/xhtml+xml,application/xml;q=0.9,image/avif,image/webp,image/apng,*/*;q=0.8,application/signed-exchange;v=b3;q=0.9", + "sec-fetch-site": "none", + "sec-fetch-mode": "navigate", + "sec-fetch-user": "?1", + "sec-fetch-dest": "document", + "accept-encoding": "gzip, deflate, br", + "accept-language": "en-US,en;q=0.9", + }, + "chrome104": { + "sec-ch-ua": '"Chromium";v="104", " Not A;Brand";v="99", "Google Chrome";v="104"', + "sec-ch-ua-mobile": "?0", + "sec-ch-ua-platform": '"Windows"', + "upgrade-insecure-requests": "1", + "user-agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/104.0.0.0 Safari/537.36", + "accept": "text/html,application/xhtml+xml,application/xml;q=0.9,image/avif,image/webp,image/apng,*/*;q=0.8,application/signed-exchange;v=b3;q=0.9", + "sec-fetch-site": "none", + "sec-fetch-mode": "navigate", + "sec-fetch-user": "?1", + "sec-fetch-dest": "document", + "accept-encoding": "gzip, deflate, br", + "accept-language": "en-US,en;q=0.9", + }, + "chrome107": { + "sec-ch-ua": '"Google Chrome";v="107", "Chromium";v="107", "Not=A?Brand";v="24"', + "sec-ch-ua-mobile": "?0", + "sec-ch-ua-platform": '"Windows"', + "upgrade-insecure-requests": "1", + "user-agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/107.0.0.0 Safari/537.36", + "accept": "text/html,application/xhtml+xml,application/xml;q=0.9,image/avif,image/webp,image/apng,*/*;q=0.8,application/signed-exchange;v=b3;q=0.9", + "sec-fetch-site": "none", + "sec-fetch-mode": "navigate", + "sec-fetch-user": "?1", + "sec-fetch-dest": "document", + "accept-encoding": "gzip, deflate, br", + "accept-language": "en-US,en;q=0.9", + }, + "chrome110": { + "sec-ch-ua": '"Chromium";v="110", "Not A(Brand";v="24", "Google Chrome";v="110"', + "sec-ch-ua-mobile": "?0", + "sec-ch-ua-platform": '"Windows"', + "upgrade-insecure-requests": "1", + "user-agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/110.0.0.0 Safari/537.36", + "accept": "text/html,application/xhtml+xml,application/xml;q=0.9,image/avif,image/webp,image/apng,*/*;q=0.8,application/signed-exchange;v=b3;q=0.7", + "sec-fetch-site": "none", + "sec-fetch-mode": "navigate", + "sec-fetch-user": "?1", + "sec-fetch-dest": "document", + "accept-encoding": "gzip, deflate, br", + "accept-language": "en-US,en;q=0.9", + }, + "chrome116": { + "sec-ch-ua": '"Chromium";v="116", "Not)A;Brand";v="24", "Google Chrome";v="116"', + "sec-ch-ua-mobile": "?0", + "sec-ch-ua-platform": '"Windows"', + "upgrade-insecure-requests": "1", + "user-agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/116.0.0.0 Safari/537.36", + "accept": "text/html,application/xhtml+xml,application/xml;q=0.9,image/avif,image/webp,image/apng,*/*;q=0.8,application/signed-exchange;v=b3;q=0.7", + "sec-fetch-site": "none", + "sec-fetch-mode": "navigate", + "sec-fetch-user": "?1", + "sec-fetch-dest": "document", + "accept-encoding": "gzip, deflate, br", + "accept-language": "en-US,en;q=0.9", + }, + "chrome119": { + "sec-ch-ua": '"Google Chrome";v="119", "Chromium";v="119", "Not?A_Brand";v="24"', + "sec-ch-ua-mobile": "?0", + "sec-ch-ua-platform": '"macOS"', + "upgrade-insecure-requests": "1", + "user-agent": "Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_7) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/119.0.0.0 Safari/537.36", + "accept": "text/html,application/xhtml+xml,application/xml;q=0.9,image/avif,image/webp,image/apng,*/*;q=0.8,application/signed-exchange;v=b3;q=0.7", + "sec-fetch-site": "none", + "sec-fetch-mode": "navigate", + "sec-fetch-user": "?1", + "sec-fetch-dest": "document", + "accept-encoding": "gzip, deflate, br", + "accept-language": "en-US,en;q=0.9", + }, + "chrome120": { + "sec-ch-ua": '"Not_A Brand";v="8", "Chromium";v="120", "Google Chrome";v="120"', + "sec-ch-ua-mobile": "?0", + "sec-ch-ua-platform": '"macOS"', + "upgrade-insecure-requests": "1", + "user-agent": "Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_7) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/120.0.0.0 Safari/537.36", + "accept": "text/html,application/xhtml+xml,application/xml;q=0.9,image/avif,image/webp,image/apng,*/*;q=0.8,application/signed-exchange;v=b3;q=0.7", + "sec-fetch-site": "none", + "sec-fetch-mode": "navigate", + "sec-fetch-user": "?1", + "sec-fetch-dest": "document", + "accept-encoding": "gzip, deflate, br", + "accept-language": "en-US,en;q=0.9", + }, + "chrome123": { + "sec-ch-ua": '"Google Chrome";v="123", "Not:A-Brand";v="8", "Chromium";v="123"', + "sec-ch-ua-mobile": "?0", + "sec-ch-ua-platform": '"macOS"', + "upgrade-insecure-requests": "1", + "user-agent": "Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_7) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/123.0.0.0 Safari/537.36", + "accept": "text/html,application/xhtml+xml,application/xml;q=0.9,image/avif,image/webp,image/apng,*/*;q=0.8,application/signed-exchange;v=b3;q=0.7", + "sec-fetch-site": "none", + "sec-fetch-mode": "navigate", + "sec-fetch-user": "?1", + "sec-fetch-dest": "document", + "accept-encoding": "gzip, deflate, br, zstd", + "accept-language": "en-US,en;q=0.9", + }, + "chrome124": { + "sec-ch-ua": '"Chromium";v="124", "Google Chrome";v="124", "Not-A.Brand";v="99"', + "sec-ch-ua-mobile": "?0", + "sec-ch-ua-platform": '"macOS"', + "upgrade-insecure-requests": "1", + "user-agent": "Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_7) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/124.0.0.0 Safari/537.36", + "accept": "text/html,application/xhtml+xml,application/xml;q=0.9,image/avif,image/webp,image/apng,*/*;q=0.8,application/signed-exchange;v=b3;q=0.7", + "sec-fetch-site": "none", + "sec-fetch-mode": "navigate", + "sec-fetch-user": "?1", + "sec-fetch-dest": "document", + "accept-encoding": "gzip, deflate, br, zstd", + "accept-language": "en-US,en;q=0.9", + "priority": "u=0, i", + }, + "chrome131": { + "sec-ch-ua": '"Google Chrome";v="131", "Chromium";v="131", "Not_A Brand";v="24"', + "sec-ch-ua-mobile": "?0", + "sec-ch-ua-platform": '"macOS"', + "upgrade-insecure-requests": "1", + "user-agent": "Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_7) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/131.0.0.0 Safari/537.36", + "accept": "text/html,application/xhtml+xml,application/xml;q=0.9,image/avif,image/webp,image/apng,*/*;q=0.8,application/signed-exchange;v=b3;q=0.7", + "sec-fetch-site": "none", + "sec-fetch-mode": "navigate", + "sec-fetch-user": "?1", + "sec-fetch-dest": "document", + "accept-encoding": "gzip, deflate, br, zstd", + "accept-language": "en-US,en;q=0.9", + "priority": "u=0, i", + }, +} + +COUNTRIES = { + "france": {"lang": "fr-FR", "region": "FR", "corsDomain": "fr.finance.yahoo.com"}, + "india": {"lang": "en-IN", "region": "IN", "corsDomain": "in.finance.yahoo.com"}, + "hong kong": { + "lang": "zh-Hant-HK", + "region": "HK", + "corsDomain": "hk.finance.yahoo.com", + }, + "germany": {"lang": "de-DE", "region": "DE", "corsDomain": "de.finance.yahoo.com"}, + "canada": {"lang": "en-CA", "region": "CA", "corsDomain": "ca.finance.yahoo.com"}, + "spain": {"lang": "es-ES", "region": "ES", "corsDomain": "es.finance.yahoo.com"}, + "italy": {"lang": "it-IT", "region": "IT", "corsDomain": "it.finance.yahoo.com"}, + "united states": { + "lang": "en-US", + "region": "US", + "corsDomain": "finance.yahoo.com", + }, + "australia": { + "lang": "en-AU", + "region": "AU", + "corsDomain": "au.finance.yahoo.com", + }, + "united kingdom": { + "lang": "en-GB", + "region": "GB", + "corsDomain": "uk.finance.yahoo.com", + }, + "brazil": {"lang": "pt-BR", "region": "BR", "corsDomain": "br.financas.yahoo.com"}, + "new zealand": { + "lang": "en-NZ", + "region": "NZ", + "corsDomain": "nz.finance.yahoo.com", + }, + "singapore": { + "lang": "en-SG", + "region": "SG", + "corsDomain": "sg.finance.yahoo.com", + }, + "taiwan": {"lang": "zh-tw", "region": "TW", "corsDomain": "tw.finance.yahoo.com"}, +} + +FUNDAMENTALS_OPTIONS = { + "income_statement": [ + "Amortization", + "AmortizationOfIntangiblesIncomeStatement", + "AverageDilutionEarnings", + "BasicAccountingChange", + "BasicAverageShares", + "BasicContinuousOperations", + "BasicDiscontinuousOperations", + "BasicEPS", + "BasicEPSOtherGainsLosses", + "BasicExtraordinary", + "ContinuingAndDiscontinuedBasicEPS", + "ContinuingAndDiscontinuedDilutedEPS", + "CostOfRevenue", + "DepletionIncomeStatement", + "DepreciationAmortizationDepletionIncomeStatement", + "DepreciationAndAmortizationInIncomeStatement", + "DepreciationIncomeStatement", + "DilutedAccountingChange", + "DilutedAverageShares", + "DilutedContinuousOperations", + "DilutedDiscontinuousOperations", + "DilutedEPS", + "DilutedEPSOtherGainsLosses", + "DilutedExtraordinary", + "DilutedNIAvailtoComStockholders", + "DividendPerShare", + "EBIT", + "EBITDA", + "EarningsFromEquityInterest", + "EarningsFromEquityInterestNetOfTax", + "ExciseTaxes", + "GainOnSaleOfBusiness", + "GainOnSaleOfPPE", + "GainOnSaleOfSecurity", + "GeneralAndAdministrativeExpense", + "GrossProfit", + "ImpairmentOfCapitalAssets", + "InsuranceAndClaims", + "InterestExpense", + "InterestExpenseNonOperating", + "InterestIncome", + "InterestIncomeNonOperating", + "MinorityInterests", + "NetIncome", + "NetIncomeCommonStockholders", + "NetIncomeContinuousOperations", + "NetIncomeDiscontinuousOperations", + "NetIncomeExtraordinary", + "NetIncomeFromContinuingAndDiscontinuedOperation", + "NetIncomeFromContinuingOperationNetMinorityInterest", + "NetIncomeFromTaxLossCarryforward", + "NetIncomeIncludingNoncontrollingInterests", + "NetInterestIncome", + "NetNonOperatingInterestIncomeExpense", + "NormalizedBasicEPS", + "NormalizedDilutedEPS", + "NormalizedEBITDA", + "NormalizedIncome", + "OperatingExpense", + "OperatingIncome", + "OperatingRevenue", + "OtherGandA", + "OtherIncomeExpense", + "OtherNonOperatingIncomeExpenses", + "OtherOperatingExpenses", + "OtherSpecialCharges", + "OtherTaxes", + "OtherunderPreferredStockDividend", + "PreferredStockDividends", + "PretaxIncome", + "ProvisionForDoubtfulAccounts", + "ReconciledCostOfRevenue", + "ReconciledDepreciation", + "RentAndLandingFees", + "RentExpenseSupplemental", + "ReportedNormalizedBasicEPS", + "ReportedNormalizedDilutedEPS", + "ResearchAndDevelopment", + "RestructuringAndMergernAcquisition", + "SalariesAndWages", + "SecuritiesAmortization", + "SellingAndMarketingExpense", + "SellingGeneralAndAdministration", + "SpecialIncomeCharges", + "TaxEffectOfUnusualItems", + "TaxLossCarryforwardBasicEPS", + "TaxLossCarryforwardDilutedEPS", + "TaxProvision", + "TaxRateForCalcs", + "TotalExpenses", + "TotalOperatingIncomeAsReported", + "TotalOtherFinanceCost", + "TotalRevenue", + "TotalUnusualItems", + "TotalUnusualItemsExcludingGoodwill", + "WriteOff", + ], + "balance_sheet": [ + "AccountsPayable", + "AccountsReceivable", + "AccruedInterestReceivable", + "AccumulatedDepreciation", + "AdditionalPaidInCapital", + "AllowanceForDoubtfulAccountsReceivable", + "AssetsHeldForSaleCurrent", + "AvailableForSaleSecurities", + "BuildingsAndImprovements", + "CapitalLeaseObligations", + "CapitalStock", + "CashAndCashEquivalents", + "CashCashEquivalentsAndShortTermInvestments", + "CashEquivalents", + "CashFinancial", + "CommercialPaper", + "CommonStock", + "CommonStockEquity", + "ConstructionInProgress", + "CurrentAccruedExpenses", + "CurrentAssets", + "CurrentCapitalLeaseObligation", + "CurrentDebt", + "CurrentDebtAndCapitalLeaseObligation", + "CurrentDeferredAssets", + "CurrentDeferredLiabilities", + "CurrentDeferredRevenue", + "CurrentDeferredTaxesAssets", + "CurrentDeferredTaxesLiabilities", + "CurrentLiabilities", + "CurrentNotesPayable", + "CurrentProvisions", + "DefinedPensionBenefit", + "DerivativeProductLiabilities", + "DividendsPayable", + "DuefromRelatedPartiesCurrent", + "DuefromRelatedPartiesNonCurrent", + "DuetoRelatedPartiesCurrent", + "DuetoRelatedPartiesNonCurrent", + "EmployeeBenefits", + "FinancialAssets", + "FinancialAssetsDesignatedasFairValueThroughProfitorLossTotal", + "FinishedGoods", + "FixedAssetsRevaluationReserve", + "ForeignCurrencyTranslationAdjustments", + "GainsLossesNotAffectingRetainedEarnings", + "GeneralPartnershipCapital", + "Goodwill", + "GoodwillAndOtherIntangibleAssets", + "GrossAccountsReceivable", + "GrossPPE", + "HedgingAssetsCurrent", + "HeldToMaturitySecurities", + "IncomeTaxPayable", + "InterestPayable", + "InventoriesAdjustmentsAllowances", + "Inventory", + "InvestedCapital", + "InvestmentProperties", + "InvestmentinFinancialAssets", + "InvestmentsAndAdvances", + "InvestmentsInOtherVenturesUnderEquityMethod", + "InvestmentsinAssociatesatCost", + "InvestmentsinJointVenturesatCost", + "InvestmentsinSubsidiariesatCost", + "LandAndImprovements", + "Leases", + "LiabilitiesHeldforSaleNonCurrent", + "LimitedPartnershipCapital", + "LineOfCredit", + "LoansReceivable", + "LongTermCapitalLeaseObligation", + "LongTermDebt", + "LongTermDebtAndCapitalLeaseObligation", + "LongTermEquityInvestment", + "LongTermProvisions", + "MachineryFurnitureEquipment", + "MinimumPensionLiabilities", + "MinorityInterest", + "NetDebt", + "NetPPE", + "NetTangibleAssets", + "NonCurrentAccountsReceivable", + "NonCurrentAccruedExpenses", + "NonCurrentDeferredAssets", + "NonCurrentDeferredLiabilities", + "NonCurrentDeferredRevenue", + "NonCurrentDeferredTaxesAssets", + "NonCurrentDeferredTaxesLiabilities", + "NonCurrentNoteReceivables", + "NonCurrentPensionAndOtherPostretirementBenefitPlans", + "NonCurrentPrepaidAssets", + "NotesReceivable", + "OrdinarySharesNumber", + "OtherCapitalStock", + "OtherCurrentAssets", + "OtherCurrentBorrowings", + "OtherCurrentLiabilities", + "OtherEquityAdjustments", + "OtherEquityInterest", + "OtherIntangibleAssets", + "OtherInventories", + "OtherInvestments", + "OtherNonCurrentAssets", + "OtherNonCurrentLiabilities", + "OtherPayable", + "OtherProperties", + "OtherReceivables", + "OtherShortTermInvestments", + "Payables", + "PayablesAndAccruedExpenses", + "PensionandOtherPostRetirementBenefitPlansCurrent", + "PreferredSecuritiesOutsideStockEquity", + "PreferredSharesNumber", + "PreferredStock", + "PreferredStockEquity", + "PrepaidAssets", + "Properties", + "RawMaterials", + "Receivables", + "ReceivablesAdjustmentsAllowances", + "RestrictedCash", + "RestrictedCommonStock", + "RetainedEarnings", + "ShareIssued", + "StockholdersEquity", + "TangibleBookValue", + "TaxesReceivable", + "TotalAssets", + "TotalCapitalization", + "TotalDebt", + "TotalEquityGrossMinorityInterest", + "TotalLiabilitiesNetMinorityInterest", + "TotalNonCurrentAssets", + "TotalNonCurrentLiabilitiesNetMinorityInterest", + "TotalPartnershipCapital", + "TotalTaxPayable", + "TradeandOtherPayablesNonCurrent", + "TradingSecurities", + "TreasurySharesNumber", + "TreasuryStock", + "UnrealizedGainLoss", + "WorkInProcess", + "WorkingCapital", + ], + "cash_flow": [ + "AdjustedGeographySegmentData", + "AmortizationCashFlow", + "AmortizationOfIntangibles", + "AmortizationOfSecurities", + "AssetImpairmentCharge", + "BeginningCashPosition", + "CapitalExpenditure", + "CapitalExpenditureReported", + "CashDividendsPaid", + "CashFlowFromContinuingFinancingActivities", + "CashFlowFromContinuingInvestingActivities", + "CashFlowFromContinuingOperatingActivities", + "CashFlowFromDiscontinuedOperation", + "CashFlowsfromusedinOperatingActivitiesDirect", + "CashFromDiscontinuedFinancingActivities", + "CashFromDiscontinuedInvestingActivities", + "CashFromDiscontinuedOperatingActivities", + "ChangeInAccountPayable", + "ChangeInAccruedExpense", + "ChangeInCashSupplementalAsReported", + "ChangeInDividendPayable", + "ChangeInIncomeTaxPayable", + "ChangeInInterestPayable", + "ChangeInInventory", + "ChangeInOtherCurrentAssets", + "ChangeInOtherCurrentLiabilities", + "ChangeInOtherWorkingCapital", + "ChangeInPayable", + "ChangeInPayablesAndAccruedExpense", + "ChangeInPrepaidAssets", + "ChangeInReceivables", + "ChangeInTaxPayable", + "ChangeInWorkingCapital", + "ChangesInAccountReceivables", + "ChangesInCash", + "ClassesofCashPayments", + "ClassesofCashReceiptsfromOperatingActivities", + "CommonStockDividendPaid", + "CommonStockIssuance", + "CommonStockPayments", + "DeferredIncomeTax", + "DeferredTax", + "Depletion", + "Depreciation", + "DepreciationAmortizationDepletion", + "DepreciationAndAmortization", + "DividendPaidCFO", + "DividendReceivedCFO", + "DividendsPaidDirect", + "DividendsReceivedCFI", + "DividendsReceivedDirect", + "DomesticSales", + "EarningsLossesFromEquityInvestments", + "EffectOfExchangeRateChanges", + "EndCashPosition", + "ExcessTaxBenefitFromStockBasedCompensation", + "FinancingCashFlow", + "ForeignSales", + "FreeCashFlow", + "GainLossOnInvestmentSecurities", + "GainLossOnSaleOfBusiness", + "GainLossOnSaleOfPPE", + "IncomeTaxPaidSupplementalData", + "InterestPaidCFF", + "InterestPaidCFO", + "InterestPaidDirect", + "InterestPaidSupplementalData", + "InterestReceivedCFI", + "InterestReceivedCFO", + "InterestReceivedDirect", + "InvestingCashFlow", + "IssuanceOfCapitalStock", + "IssuanceOfDebt", + "LongTermDebtIssuance", + "LongTermDebtPayments", + "NetBusinessPurchaseAndSale", + "NetCommonStockIssuance", + "NetForeignCurrencyExchangeGainLoss", + "NetIncome", + "NetIncomeFromContinuingOperations", + "NetIntangiblesPurchaseAndSale", + "NetInvestmentPropertiesPurchaseAndSale", + "NetInvestmentPurchaseAndSale", + "NetIssuancePaymentsOfDebt", + "NetLongTermDebtIssuance", + "NetOtherFinancingCharges", + "NetOtherInvestingChanges", + "NetPPEPurchaseAndSale", + "NetPreferredStockIssuance", + "NetShortTermDebtIssuance", + "OperatingCashFlow", + "OperatingGainsLosses", + "OtherCashAdjustmentInsideChangeinCash", + "OtherCashAdjustmentOutsideChangeinCash", + "OtherCashPaymentsfromOperatingActivities", + "OtherCashReceiptsfromOperatingActivities", + "OtherNonCashItems", + "PaymentsonBehalfofEmployees", + "PaymentstoSuppliersforGoodsandServices", + "PensionAndEmployeeBenefitExpense", + "PreferredStockDividendPaid", + "PreferredStockIssuance", + "PreferredStockPayments", + "ProceedsFromStockOptionExercised", + "ProvisionandWriteOffofAssets", + "PurchaseOfBusiness", + "PurchaseOfIntangibles", + "PurchaseOfInvestment", + "PurchaseOfInvestmentProperties", + "PurchaseOfPPE", + "ReceiptsfromCustomers", + "ReceiptsfromGovernmentGrants", + "RepaymentOfDebt", + "RepurchaseOfCapitalStock", + "SaleOfBusiness", + "SaleOfIntangibles", + "SaleOfInvestment", + "SaleOfInvestmentProperties", + "SaleOfPPE", + "ShortTermDebtIssuance", + "ShortTermDebtPayments", + "StockBasedCompensation", + "TaxesRefundPaid", + "TaxesRefundPaidDirect", + "UnrealizedGainLossOnInvestmentSecurities", + ], + "valuation": [ + "ForwardPeRatio", + "PsRatio", + "PbRatio", + "EnterprisesValueEBITDARatio", + "EnterprisesValueRevenueRatio", + "PeRatio", + "MarketCap", + "EnterpriseValue", + "PegRatio", + ], +} + +FUNDAMENTALS_TIME_ARGS = { + "a": {"prefix": "annual", "period_type": "12M"}, + "q": {"prefix": "quarterly", "period_type": "3M"}, + "m": {"prefix": "monthly", "period_type": "1M"}, +} + +CORPORATE_EVENTS = [ + "sigdev_corporate_guidance", + "sigdev_performance", + "sigdev_corporate_deals", + "sigdev_expansion_new_markets_new_units", + "sigdev_products", + "sigdev_ownership_control", + "sigdev_financing", + "sigdev_litigation_regulatory", + "sigdev_accounting_issues", + "sigdev_restructuring_reorganization_related", + "sigdev_reference", + "sigdev_special_events", + "sigdev_environment", +] + +MODULES_DICT = { + "assetProfile": { + "convert_dates": ["governanceEpochDate", "compensationAsOfEpochDate"] + }, + "balanceSheetHistory": { + "filter": "balanceSheetStatements", + "convert_dates": ["endDate"], + }, + "balanceSheetHistoryQuarterly": { + "filter": "balanceSheetStatements", + "convert_dates": ["endDate"], + }, + "calendarEvents": { + "convert_dates": ["earningsDate", "exDividendDate", "dividendDate"] + }, + "cashflowStatementHistory": { + "filter": "cashflowStatements", + "convert_dates": ["endDate"], + }, + "cashflowStatementHistoryQuarterly": { + "filter": "cashflowStatements", + "convert_dates": ["endDate"], + }, + "defaultKeyStatistics": { + "convert_dates": [ + "sharesShortPreviousMonthDate", + "dateShortInterest", + "lastFiscalYearEnd", + "nextFiscalYearEnd", + "fundInceptionDate", + "lastSplitDate", + "mostRecentQuarter", + ] + }, + "earnings": {"convert_dates": ["earningsDate"]}, + "earningsHistory": {"filter": "history", "convert_dates": ["quarter"]}, + "earningsTrend": {"convert_dates": []}, + "esgScores": {"convert_dates": []}, + "financialData": {"convert_dates": []}, + "fundOwnership": {"filter": "ownershipList", "convert_dates": ["reportDate"]}, + "fundPerformance": {"convert_dates": ["asOfDate"]}, + "fundProfile": {"convert_dates": []}, + "indexTrend": {"convert_dates": []}, + "incomeStatementHistory": { + "filter": "incomeStatementHistory", + "convert_dates": ["endDate"], + }, + "incomeStatementHistoryQuarterly": { + "filter": "incomeStatementHistory", + "convert_dates": ["endDate"], + }, + "industryTrend": {"convert_dates": []}, + "insiderHolders": { + "filter": "holders", + "convert_dates": ["latestTransDate", "positionDirectDate"], + }, + "insiderTransactions": { + "filter": "transactions", + "convert_dates": ["startDate"], + }, + "institutionOwnership": { + "filter": "ownershipList", + "convert_dates": ["reportDate"], + }, + "majorHoldersBreakdown": {"convert_dates": []}, + "pageViews": {"convert_dates": []}, + "price": { + "convert_dates": ["postMarketTime", "preMarketTime", "regularMarketTime"] + }, + "quoteType": {"convert_dates": ["firstTradeDateEpochUtc"]}, + "recommendationTrend": {"filter": "trend", "convert_dates": []}, + "secFilings": {"filter": "filings", "convert_dates": ["epochDate"]}, + "netSharePurchaseActivity": {"convert_dates": []}, + "sectorTrend": {"convert_dates": []}, + "summaryDetail": {"convert_dates": ["exDividendDate", "expireDate", "startDate"]}, + "summaryProfile": {"convert_dates": []}, + "topHoldings": {"convert_dates": []}, + "upgradeDowngradeHistory": { + "filter": "history", + "convert_dates": ["epochGradeDate"], + }, +} + +CONFIG = { + "yfp_fair_value": { + "path": "https://query2.finance.yahoo.com/ws/value-analyzer/v1/finance/premium/valueAnalyzer/multiquote", + "response_field": "finance", + "query": { + "formatted": {"required": False, "default": False}, + "symbols": {"required": True, "default": None}, + }, + }, + "news": { + "path": "https://query2.finance.yahoo.com/v2/finance/news", + "response_field": "Content", + "query": { + "start": {"required": False, "default": None}, + "count": {"required": False, "default": None}, + "symbols": {"required": True, "default": None}, + "sizeLabels": {"required": False, "default": None}, + "widths": {"required": False, "default": None}, + "tags": {"required": False, "default": None}, + "filterOldVideos": {"required": False, "default": None}, + "category": {"required": False, "default": None}, + }, + }, + "quoteSummary": { + "path": "https://query2.finance.yahoo.com/v10/finance/quoteSummary/{symbol}", + "response_field": "quoteSummary", + "query": { + "formatted": {"required": False, "default": False}, + "modules": { + "required": True, + "default": None, + "options": list(MODULES_DICT.keys()), + }, + }, + }, + "fundamentals": { + "path": "https://query2.finance.yahoo.com/ws/fundamentals-timeseries/v1/finance/timeseries/{symbol}", + "response_field": "timeseries", + "query": { + "period1": {"required": True, "default": 493590046}, + "period2": {"required": True, "default": None}, + "type": { + "required": True, + "default": None, + "options": FUNDAMENTALS_OPTIONS, + }, + "merge": {"required": False, "default": False}, + "padTimeSeries": {"required": False, "default": False}, + }, + }, + "fundamentals_premium": { + "path": "https://query2.finance.yahoo.com/ws/fundamentals-timeseries/v1/finance/premium/timeseries/{symbol}", + "response_field": "timeseries", + "query": { + "period1": {"required": True, "default": 493590046}, + "period2": {"required": True, "default": None}, + "type": { + "required": True, + "default": None, + "options": FUNDAMENTALS_OPTIONS, + }, + "merge": {"required": False, "default": False}, + "padTimeSeries": {"required": False, "default": False}, + }, + }, + "chart": { + "path": "https://query2.finance.yahoo.com/v8/finance/chart/{symbol}", + "response_field": "chart", + "query": { + "period1": {"required": False, "default": None}, + "period2": {"required": False, "default": None}, + "interval": { + "required": False, + "default": None, + "options": [ + "1m", + "2m", + "5m", + "15m", + "30m", + "60m", + "90m", + "1h", + "1d", + "5d", + "1wk", + "1mo", + "3mo", + ], + }, + "range": { + "required": False, + "default": None, + "options": [ + "1d", + "5d", + "7d", + "60d", + "1mo", + "3mo", + "6mo", + "1y", + "2y", + "5y", + "10y", + "ytd", + "max", + ], + }, + "events": {"required": False, "default": "div,split"}, + "numberOfPoints": {"required": False, "default": None}, + "formatted": {"required": False, "default": False}, + }, + }, + "options": { + "path": "https://query2.finance.yahoo.com/v7/finance/options/{symbol}", + "response_field": "optionChain", + "query": { + "formatted": {"required": False, "default": False}, + "date": {"required": False, "default": None}, + "endDate": {"required": False, "default": None}, + "size": {"required": False, "default": None}, + "strikeMin": {"required": False, "default": None}, + "strikeMax": {"required": False, "default": None}, + "straddle": {"required": False, "default": None}, + "getAllData": {"required": False, "default": None}, + }, + }, + "validation": { + "path": "https://query2.finance.yahoo.com/v6/finance/quote/validate", + "response_field": "symbolsValidation", + "query": {"symbols": {"required": True, "default": None}}, + }, + "esg_chart": { + "path": "https://query2.finance.yahoo.com/v1/finance/esgChart", + "responseField": "esgChart", + "query": {"symbol": {"required": True, "default": None}}, + }, + "esg_peer_scores": { + "path": "https://query2.finance.yahoo.com/v1/finance/esgPeerScores", + "responseField": "esgPeerScores", + "query": {"symbol": {"required": True, "default": None}}, + }, + "recommendations": { + "path": "https://query2.finance.yahoo.com/v6/finance/recommendationsbysymbol/{symbol}", + "response_field": "finance", + "query": {}, + }, + "insights": { + "path": "https://query2.finance.yahoo.com/ws/insights/v2/finance/insights", + "response_field": "finance", + "query": { + "symbol": {"required": True, "default": None}, + "reportsCount": {"required": False, "default": None}, + }, + }, + "premium_insights": { + "path": "https://query2.finance.yahoo.com/ws/insights/v2/finance/premium/insights", + "response_field": "finance", + "query": { + "symbol": {"required": True, "default": None}, + "reportsCount": {"required": False, "default": None}, + }, + }, + "screener": { + "path": "https://query2.finance.yahoo.com/v1/finance/screener/predefined/saved", + "response_field": "finance", + "query": { + "formatted": {"required": False, "default": False}, + "scrIds": {"required": True, "default": None}, + "count": {"required": False, "default": 25}, + }, + }, + "company360": { + "path": "https://query2.finance.yahoo.com/ws/finance-company-360/v1/finance/premium/company360", + "response_field": "finance", + "premium": True, + "query": { + "symbol": {"required": True, "default": None}, + "modules": { + "required": True, + "default": ",".join( + [ + "innovations", + "sustainability", + "insiderSentiments", + "significantDevelopments", + "supplyChain", + "earnings", + "dividend", + "companyOutlookSummary", + "hiring", + "companySnapshot", + ] + ), + }, + }, + }, + "premium_portal": { + "path": "https://query2.finance.yahoo.com/ws/portal/v1/finance/premium/portal", + "response_field": "finance", + "query": { + "symbols": {"required": True, "default": None}, + "modules": {"required": False, "default": None}, + "quotefields": {"required": False, "default": None}, + }, + }, + "trade_ideas": { + "path": "https://query2.finance.yahoo.com/v1/finance/premium/tradeideas/overlay", + "response_field": "tradeIdeasOverlay", + "query": {"ideaId": {"required": True, "default": None}}, + }, + "visualization": { + "path": "https://query1.finance.yahoo.com/v1/finance/visualization", + "response_field": "finance", + "query": {"crumb": {"required": True, "default": None}}, + }, + "research": { + "path": "https://query2.finance.yahoo.com/v1/finance/premium/visualization", + "response_field": "finance", + "query": {"crumb": {"required": True, "default": None}}, + }, + "reports": { + "path": "https://query2.finance.yahoo.com/v1/finance/premium/researchreports/overlay", + "response_field": "researchReportsOverlay", + "query": {"reportId": {"required": True, "default": None}}, + }, + "value_analyzer": { + "path": "https://query2.finance.yahoo.com/ws/value-analyzer/v1/finance/premium/valueAnalyzer/portal", + "response_field": "finance", + "query": { + "symbols": {"required": True, "default": None}, + "formatted": {"required": False, "default": False}, + }, + }, + "value_analyzer_drilldown": { + "path": "https://query2.finance.yahoo.com/ws/value-analyzer/v1/finance/premium/valueAnalyzer", + "response_field": "finance", + "query": { + "symbol": {"required": True, "default": None}, + "formatted": {"required": False, "default": False}, + "start": {"required": False, "default": None}, + "end": {"required": False, "default": None}, + }, + }, + "technical_events": { + "path": "https://query2.finance.yahoo.com/ws/finance-technical-events/v1/finance/premium/technicalevents", + "response_field": "technicalEvents", + "query": { + "symbol": {"required": True, "default": None}, + "formatted": {"required": False, "default": False}, + "tradingHorizons": {"required": False, "default": None}, + "size": {"required": False, "default": None}, + }, + }, + "quotes": { + "path": "https://query2.finance.yahoo.com/v7/finance/quote", + "response_field": "quoteResponse", + "query": {"symbols": {"required": True, "default": None}}, + }, +} + +VIZ_CONFIG = { + "report": { + "sortType": "DESC", + "sortField": "report_date", + "offset": 0, + "size": 100, + "entityIdType": "argus_reports", + "includeFields": [ + "report_date", + "report_type", + "report_title", + "head_html", + "ticker", + "pdf_url", + "snapshot_url", + "sector", + "id", + "change_in_investment_rating", + "investment_rating", + "change_in_target_price", + "change_in_earnings_per_share_estimate", + ], + }, + "trade": { + "sortType": "DESC", + "sortField": "startdatetime", + "offset": 0, + "size": 100, + "entityIdType": "trade_idea", + "includeFields": [ + "startdatetime", + "term", + "ticker", + "rating", + "price_target", + "ror", + "id", + "image_url", + "company_name", + "price_timestamp", + "current_price", + "trade_idea_title", + "highlights", + "description", + ], + }, + "earnings": { + "sortType": "ASC", + "sortField": "companyshortname", + "offset": 0, + "size": 100, + "entityIdType": "earnings", + "includeFields": [ + "ticker", + "companyshortname", + "startdatetime", + "startdatetimetype", + "epsestimate", + "epsactual", + "epssurprisepct", + "timeZoneShortName", + "gmtOffsetMilliSeconds", + ], + }, + "splits": { + "sortType": "DESC", + "sortField": "startdatetime", + "entityIdType": "splits", + "includeFields": [ + "ticker", + "companyshortname", + "startdatetime", + "optionable", + "old_share_worth", + "share_worth", + ], + }, + "ipo": { + "sortType": "DESC", + "sortField": "startdatetime", + "entityIdType": "ipo_info", + "includeFields": [ + "ticker", + "companyshortname", + "exchange_short_name", + "filingdate", + "startdatetime", + "amendeddate", + "pricefrom", + "priceto", + "offerprice", + "currencyname", + "shares", + "dealtype", + ], + }, +} + +FUND_DETAILS = [ + "holdings", + "equityHoldings", + "bondHoldings", + "bondRatings", + "sectorWeightings", +] + +# Derived constants +PERIODS = CONFIG["chart"]["query"]["range"]["options"] +INTERVALS = CONFIG["chart"]["query"]["interval"]["options"] +MODULES = CONFIG["quoteSummary"]["query"]["modules"]["options"] + SCREENERS = { "advertising_agencies": { "desc": "Advertising Agencies Stocks", diff --git a/yahooquery/headless.py b/yahooquery/headless.py index 4fd2db2..57493a6 100644 --- a/yahooquery/headless.py +++ b/yahooquery/headless.py @@ -14,9 +14,9 @@ from selenium.webdriver.support.ui import WebDriverWait except ImportError: # Selenium was not installed - _has_selenium = False + has_selenium = False else: - _has_selenium = True + has_selenium = True class YahooFinanceHeadless: @@ -32,12 +32,13 @@ def __init__(self, username: str, password: str): chrome_options.add_argument("--log-level=3") chrome_options.add_argument("--ignore-certificate-errors") chrome_options.add_argument("--ignore-ssl-errors") + chrome_options.set_capability("pageLoadStrategy", "eager") service = Service() self.driver = webdriver.Chrome(service=service, options=chrome_options) def login(self): try: - self.driver.execute_script("window.open('{}');".format(self.LOGIN_URL)) + self.driver.execute_script(f"window.open('{self.LOGIN_URL}');") self.driver.switch_to.window(self.driver.window_handles[-1]) self.driver.find_element(By.ID, "login-username").send_keys(self.username) self.driver.find_element(By.XPATH, "//input[@id='login-signin']").click() @@ -46,6 +47,7 @@ def login(self): ) password_element.send_keys(self.password) self.driver.find_element(By.XPATH, "//button[@id='login-signin']").click() + cookies = self.driver.get_cookies() self.driver.quit() self._add_cookies_to_jar(cookies) diff --git a/yahooquery/misc.py b/yahooquery/misc.py index 25de24f..c1b9f64 100644 --- a/yahooquery/misc.py +++ b/yahooquery/misc.py @@ -1,11 +1,10 @@ # stdlib -import os # third party import pandas as pd -from .utils import get_crumb, initialize_session, setup_session -from .utils.countries import COUNTRIES +from yahooquery.constants import COUNTRIES +from yahooquery.session_management import initialize_session BASE_URL = "https://query2.finance.yahoo.com" @@ -17,18 +16,13 @@ def _make_request( country = country.lower() try: params.update(COUNTRIES[country]) - except KeyError: + except KeyError as err: raise KeyError( "{} is not a valid option. Valid options include {}".format( country, ", ".join(sorted(COUNTRIES.keys())) ) - ) - setup_url = kwargs.pop("setup_url", os.getenv("YF_SETUP_URL", None)) + ) from err session = initialize_session(**kwargs) - session = setup_session(session, setup_url) - crumb = get_crumb(session) - if crumb is not None: - params["crumb"] = crumb r = getattr(session, method)(url, params=params, json=data) json = r.json() if response_field: @@ -70,7 +64,7 @@ def search( def get_currencies(): """Get a list of currencies""" - url = "{}/v1/finance/currencies".format(BASE_URL) + url = f"{BASE_URL}/v1/finance/currencies" return _make_request(url, response_field="currencies", country="United States") @@ -94,7 +88,7 @@ def get_market_summary(country="United States"): ------- """ - url = "{}/v6/finance/quote/marketSummary".format(BASE_URL) + url = f"{BASE_URL}/v6/finance/quote/marketSummary" return _make_request(url, response_field="marketSummaryResponse", country=country) @@ -109,11 +103,11 @@ def get_trending(country="United States"): """ try: region = COUNTRIES[country.lower()]["region"] - except KeyError: + except KeyError as err: raise KeyError( "{} is not a valid option. Valid options include {}".format( country, ", ".join(COUNTRIES.keys()) ) - ) - url = "{}/v1/finance/trending/{}".format(BASE_URL, region) + ) from err + url = f"{BASE_URL}/v1/finance/trending/{region}" return _make_request(url, response_field="finance", country=country)[0] diff --git a/yahooquery/research.py b/yahooquery/research.py index 2029333..df88a5d 100644 --- a/yahooquery/research.py +++ b/yahooquery/research.py @@ -5,8 +5,8 @@ # third party import pandas as pd -from .base import _YahooFinance -from .utils import convert_to_list +from yahooquery.base import _YahooFinance +from yahooquery.utils import convert_to_list class Research(_YahooFinance): @@ -183,7 +183,7 @@ class Research(_YahooFinance): } def __init__(self, **kwargs): - super(Research, self).__init__(**kwargs) + super().__init__(**kwargs) def _construct_date(self, n=0): return (datetime.now() - timedelta(days=n)).strftime("%Y-%m-%d") @@ -193,9 +193,7 @@ def _construct_query(self, research_type, **kwargs): for k, v in kwargs.items(): v = convert_to_list(v, comma_split=True) if k not in self._QUERY_OPTIONS[research_type]: - raise ValueError( - "{} is an invalid argument for {}".format(k, research_type) - ) + raise ValueError(f"{k} is an invalid argument for {research_type}") options = self._QUERY_OPTIONS[research_type][k]["options"] options = list(options.keys()) if isinstance(options, dict) else options if any(elem not in options for elem in v): @@ -203,7 +201,7 @@ def _construct_query(self, research_type, **kwargs): "{} is an invalid option for {}.".format(", ".join(v), k) ) if not self._QUERY_OPTIONS[research_type][k]["multiple"] and len(v) > 1: - raise ValueError("Please provide only one value for {}".format(k)) + raise ValueError(f"Please provide only one value for {k}") operand_list.append(self._construct_operand(k, v, research_type)) if len(operand_list) == 0: return {} diff --git a/yahooquery/screener.py b/yahooquery/screener.py index 32a1c1d..aceb753 100644 --- a/yahooquery/screener.py +++ b/yahooquery/screener.py @@ -1,24 +1,14 @@ # stdlib import re +from urllib import parse -from .base import _YahooFinance -from .utils.screeners import SCREENERS - -try: - # stdlib - from urllib import parse -except ImportError: - # third party - import urlparse as parse +from yahooquery.base import _YahooFinance +from yahooquery.constants import SCREENERS class Screener(_YahooFinance): def __init__(self, **kwargs): - super(Screener, self).__init__(**kwargs) - # if not all(i in kwargs for i in ['username', 'password']): - # self._get_crumb - # if kwargs.get('symbols'): - # self._symbols = convert_to_list(kwargs.get('symbols')) + super().__init__(**kwargs) def _construct_params(self, config, params): new_params = {} @@ -45,7 +35,7 @@ def _construct_urls(self, config, params): def _get_symbol(self, response, params, **kwargs): query_params = dict(parse.parse_qsl(parse.urlsplit(response.url).query)) screener_id = query_params["scrIds"] - key = next((k for k in SCREENERS if SCREENERS[k]["id"] == screener_id)) + key = next(k for k in SCREENERS if SCREENERS[k]["id"] == screener_id) return key def _check_screen_ids(self, screen_ids): @@ -77,6 +67,6 @@ def get_screeners(self, screen_ids, count=25): screen_ids = ['most_actives', 'day_gainers'] count (int): Number of items to return, default=25 """ - screen_ids = self._check_screen_ids(screen_ids) - scrIds = [SCREENERS[screener]["id"] for screener in screen_ids] - return self._get_data("screener", params={"scrIds": scrIds, "count": count}) + valid_screen_ids = self._check_screen_ids(screen_ids) + screen_ids = [SCREENERS[screener]["id"] for screener in valid_screen_ids] + return self._get_data("screener", params={"scrIds": screen_ids, "count": count}) diff --git a/yahooquery/session_management.py b/yahooquery/session_management.py new file mode 100644 index 0000000..6a4bf42 --- /dev/null +++ b/yahooquery/session_management.py @@ -0,0 +1,105 @@ +# stdlib +import logging +import random + +# third party +from bs4 import BeautifulSoup +from curl_cffi import requests +from requests.exceptions import ConnectionError, RetryError, SSLError +from requests_futures.sessions import FuturesSession + +# first party +from yahooquery.constants import BROWSERS + +logger = logging.getLogger(__name__) + + +DEFAULT_TIMEOUT = 5 +DEFAULT_SESSION_URL = "https://finance.yahoo.com" +CRUMB_FAILURE = ( + "Failed to obtain crumb. Ability to retrieve data will be significantly limited." +) +DEFAULT_SETUP_RETRIES = 5 + + +def get_crumb(session): + try: + response = session.get("https://query2.finance.yahoo.com/v1/test/getcrumb") + + except (ConnectionError, RetryError): + logger.critical(CRUMB_FAILURE) + # Cookies most likely not set in previous request + return None + + if isinstance(session, FuturesSession): + crumb = response.result().text + else: + crumb = response.text + + if crumb is None or crumb == "" or "" in crumb: + logger.critical(CRUMB_FAILURE) + return None + + return crumb + + +def setup_session(session: requests.Session, url: str = None): + url = url or DEFAULT_SESSION_URL + try: + response = session.get(url, allow_redirects=True) + except SSLError: + counter = 0 + while counter < DEFAULT_SETUP_RETRIES: + try: + response = session.get(url, verify=False) + break + except SSLError: + counter += 1 + + if isinstance(session, FuturesSession): + response = response.result() + + # check for and handle consent page:w + if response.url.find("consent") >= 0: + logger.debug(f'Redirected to consent page: "{response.url}"') + + soup = BeautifulSoup(response.content, "html.parser") + + params = {} + for param in ["csrfToken", "sessionId"]: + try: + params[param] = soup.find("input", attrs={"name": param})["value"] + except Exception as exc: + logger.critical( + f'Failed to find or extract "{param}" from response. Exception={exc}' + ) + return session + + logger.debug(f"params: {params}") + + response = session.post( + "https://consent.yahoo.com/v2/collectConsent", + data={ + "agree": ["agree", "agree"], + "consentUUID": "default", + "sessionId": params["sessionId"], + "csrfToken": params["csrfToken"], + "originalDoneUrl": url, + "namespace": "yahoo", + }, + ) + + return session + + +def initialize_session(session=None, **kwargs): + if session is None: + max_workers = kwargs.pop("max_workers", 8) + is_async = kwargs.pop("asynchronous", False) + impersonate = random.choice(list(BROWSERS.keys())) + headers = BROWSERS[impersonate] + session = requests.Session(**kwargs, headers=headers, impersonate=impersonate) + if is_async: + session = FuturesSession(max_workers=max_workers, session=session) + session = setup_session(session) + return session diff --git a/yahooquery/ticker.py b/yahooquery/ticker.py index 37cb549..1c45246 100644 --- a/yahooquery/ticker.py +++ b/yahooquery/ticker.py @@ -7,7 +7,15 @@ # first party from yahooquery.base import _YahooFinance -from yahooquery.utils import _history_dataframe, convert_to_timestamp, flatten_list +from yahooquery.constants import ( + CONFIG, + CORPORATE_EVENTS, + FUND_DETAILS, + FUNDAMENTALS_OPTIONS, + FUNDAMENTALS_TIME_ARGS, + MODULES_DICT, +) +from yahooquery.utils import convert_to_timestamp, flatten_list, history_dataframe class Ticker(_YahooFinance): @@ -23,10 +31,6 @@ class Ticker(_YahooFinance): ----------------- asynchronous: bool, default False, optional Defines whether the requests are made synchronously or asynchronously. - backoff_factor: float, default 0.3, optional - A factor, in seconds, to apply between attempts after a second try. - Done only when there is a failed request and error code is in the - status_forcelist country: str, default 'united states', optional This allows you to alter the following query parameters that are sent with each request: lang, region, and corsDomain. @@ -40,10 +44,6 @@ class Ticker(_YahooFinance): This only matters when asynchronous=True proxies: dict, default None, optional Allows for the session to use a proxy when making requests - retry: int, default 5, optional - Number of times to retry on a failed request - status_forcelist: list, default [404, 429, 500, 502, 503, 504], optional - A set of integer HTTP status codes taht we should force a retry on timeout: int, default 5, optional Stop waiting for a response after a given number of seconds user_agent: str, default random.choice, optional @@ -90,11 +90,12 @@ class Ticker(_YahooFinance): """ def __init__(self, symbols, **kwargs): - super(Ticker, self).__init__(**kwargs) + validate = kwargs.pop("validate", False) + super().__init__(**kwargs) self.symbols = symbols self.invalid_symbols = None - if kwargs.get("validate"): - self.validation + if validate: + self.symbols, self.invalid_symbols = self.validate_symbols() def _quote_summary(self, modules): kwargs = {} @@ -103,14 +104,14 @@ def _quote_summary(self, modules): kwargs.update({"addl_key": modules[0]}) data = self._get_data(key="quoteSummary", params=params, **kwargs) dates = flatten_list( - [self._MODULES_DICT[module]["convert_dates"] for module in modules] + [MODULES_DICT[module]["convert_dates"] for module in modules] ) return data if self.formatted else self._format_data(data, dates) def _quote_summary_dataframe(self, module, **kwargs): data = self._quote_summary([module]) if not kwargs.get("data_filter"): - data_filter = self._MODULES_DICT[module]["filter"] + data_filter = MODULES_DICT[module]["filter"] kwargs.update({"data_filter": data_filter}) return self._to_dataframe(data, **kwargs) @@ -164,7 +165,7 @@ def all_modules(self): Only returns JSON """ return self._quote_summary( - self._CONFIG["quoteSummary"]["query"]["modules"]["options"] + CONFIG["quoteSummary"]["query"]["modules"]["options"] ) def get_modules(self, modules): @@ -185,16 +186,14 @@ def get_modules(self, modules): ValueError If invalid module is specified """ - all_modules = self._CONFIG["quoteSummary"]["query"]["modules"]["options"] + all_modules = CONFIG["quoteSummary"]["query"]["modules"]["options"] if not isinstance(modules, list): modules = re.findall(r"[a-zA-Z]+", modules) if any(elem not in all_modules for elem in modules): raise ValueError( """ One of {} is not a valid value. Valid values are {}. - """.format( - ", ".join(modules), ", ".join(all_modules) - ) + """.format(", ".join(modules), ", ".join(all_modules)) ) return self._quote_summary(modules) @@ -493,7 +492,7 @@ def _financials( self, financials_type, frequency=None, premium=False, types=None, trailing=True ): try: - time_dict = self.FUNDAMENTALS_TIME_ARGS[frequency[:1].lower()] + time_dict = FUNDAMENTALS_TIME_ARGS[frequency[:1].lower()] prefix = time_dict["prefix"] period_type = time_dict["period_type"] except KeyError as e: @@ -502,13 +501,13 @@ def _financials( prefix = "" period_type = "" key = "fundamentals_premium" if premium else "fundamentals" - types = types or self._CONFIG[key]["query"]["type"]["options"][financials_type] + types = types or CONFIG[key]["query"]["type"]["options"][financials_type] if trailing: - prefixed_types = ["{}{}".format(prefix, t) for t in types] + [ - "trailing{}".format(t) for t in types + prefixed_types = [f"{prefix}{t}" for t in types] + [ + f"trailing{t}" for t in types ] else: - prefixed_types = ["{}{}".format(prefix, t) for t in types] + prefixed_types = [f"{prefix}{t}" for t in types] data = self._get_data( key, {"type": ",".join(prefixed_types)}, **{"list_result": True} ) @@ -588,7 +587,7 @@ def all_financial_data(self, frequency="a"): Specify either annual or quarterly. Value should be 'a' or 'q'. """ types = flatten_list( - [self.FUNDAMENTALS_OPTIONS[option] for option in self.FUNDAMENTALS_OPTIONS] + [FUNDAMENTALS_OPTIONS[option] for option in FUNDAMENTALS_OPTIONS] ) return self._financials("cash_flow", frequency, types=types, trailing=False) @@ -623,7 +622,7 @@ def get_financial_data(self, types, frequency="a", trailing=True): @property def corporate_events(self): return self._financials( - "cash_flow", frequency=None, types=self.CORPORATE_EVENTS, trailing=False + "cash_flow", frequency=None, types=CORPORATE_EVENTS, trailing=False ) @property @@ -648,7 +647,7 @@ def valuation_measures(self): """ return self._financials("valuation", "q") - def balance_sheet(self, frequency="a", trailing=True): + def balance_sheet(self, frequency="a"): """Balance Sheet Retrieves balance sheet data for most recent four quarters or most @@ -659,15 +658,12 @@ def balance_sheet(self, frequency="a", trailing=True): frequency: str, default 'a', optional Specify either annual or quarterly balance sheet. Value should be 'a' or 'q'. - trailing: bool, default True, optional - Specify whether or not you'd like trailing twelve month (TTM) - data returned Returns ------- pandas.DataFrame """ - return self._financials("balance_sheet", frequency, trailing=trailing) + return self._financials("balance_sheet", frequency) def cash_flow(self, frequency="a", trailing=True): """Cash Flow @@ -878,7 +874,7 @@ def fund_category_holdings(self): """ data_dict = self._quote_summary(["topHoldings"]) for symbol in self.symbols: - for key in self._FUND_DETAILS: + for key in FUND_DETAILS: try: del data_dict[symbol][key] except TypeError: @@ -1030,7 +1026,7 @@ def p_all_financial_data(self, frequency="a"): Specify either annual or quarterly. Value should be 'a' or 'q'. """ types = flatten_list( - [self.FUNDAMENTALS_OPTIONS[option] for option in self.FUNDAMENTALS_OPTIONS] + [FUNDAMENTALS_OPTIONS[option] for option in FUNDAMENTALS_OPTIONS] ) return self._financials( "cash_flow", frequency, premium=True, types=types, trailing=False @@ -1065,7 +1061,7 @@ def p_get_financial_data(self, types, frequency="a", trailing=True): "cash_flow", frequency, True, types=types, trailing=trailing ) - def p_balance_sheet(self, frequency="a", trailing=True): + def p_balance_sheet(self, frequency="a"): """Balance Sheet Retrieves balance sheet data for most recent four quarters or most @@ -1076,9 +1072,6 @@ def p_balance_sheet(self, frequency="a", trailing=True): frequency: str, default 'A', optional Specify either annual or quarterly balance sheet. Value should be 'a' or 'q'. - trailing: bool, default True, optional - Specify whether or not you'd like trailing twelve month (TTM) - data returned Notes ----- @@ -1089,9 +1082,7 @@ def p_balance_sheet(self, frequency="a", trailing=True): ------- pandas.DataFrame """ - return self._financials( - "balance_sheet", frequency, premium=True, trailing=trailing - ) + return self._financials("balance_sheet", frequency, premium=True) def p_cash_flow(self, frequency="a", trailing=True): """Cash Flow @@ -1125,7 +1116,7 @@ def p_corporate_events(self): "cash_flow", frequency=None, premium=True, - types=self.CORPORATE_EVENTS, + types=CORPORATE_EVENTS, trailing=False, ) @@ -1274,7 +1265,7 @@ def history( `datatime.datetime` object giving the time of the last trade that the 'close' price relates to. """ - config = self._CONFIG["chart"] + config = CONFIG["chart"] intervals = config["query"]["interval"]["options"] if start or period is None or period.lower() == "max": start = convert_to_timestamp(start) @@ -1320,7 +1311,7 @@ def _historical_data_to_dataframe(self, data, params, adj_timezone): for symbol in self._symbols: if "timestamp" in data[symbol]: daily = params["interval"][-1] not in ["m", "h"] - d[symbol] = _history_dataframe(data[symbol], daily, adj_timezone) + d[symbol] = history_dataframe(data[symbol], daily, adj_timezone) else: d[symbol] = data[symbol] d = {k: v for k, v in d.items() if isinstance(v, pd.DataFrame)} @@ -1330,9 +1321,9 @@ def _historical_data_to_dataframe(self, data, params, adj_timezone): df = pd.DataFrame(columns=["high", "low", "volume", "open", "close"]) else: if "dividends" in df.columns: - df["dividends"].fillna(0, inplace=True) + df.fillna({"dividends": 0}, inplace=True) if "splits" in df.columns: - df["splits"].fillna(0, inplace=True) + df.fillna({"splits": 0}, inplace=True) return df def _adjust_ohlc(self, df): @@ -1366,12 +1357,12 @@ def option_chain(self): def _option_dataframe(self, data, symbol): dataframes = [] - for optionType in ["calls", "puts"]: + for option_type in ["calls", "puts"]: df = pd.concat( - [pd.DataFrame(data[i][optionType]) for i in range(len(data))], + [pd.DataFrame(data[i][option_type]) for i in range(len(data))], sort=False, ) - df["optionType"] = optionType + df["optionType"] = option_type dataframes.append(df) df = pd.concat(dataframes, sort=False) df["symbol"] = symbol diff --git a/yahooquery/utils.py b/yahooquery/utils.py new file mode 100644 index 0000000..8d4c043 --- /dev/null +++ b/yahooquery/utils.py @@ -0,0 +1,119 @@ +# stdlib +import datetime +import re + +# third party +import pandas as pd + + +def flatten_list(ls): + return [item for sublist in ls for item in sublist] + + +def convert_to_list(symbols, comma_split=False): + if isinstance(symbols, str): + if comma_split: + return [x.strip() for x in symbols.split(",")] + else: + return re.findall(r"[\w\-.=^&]+", symbols) + return symbols + + +def convert_to_timestamp(date=None, start=True): + if date is not None: + return int(pd.Timestamp(date).timestamp()) + if start: + return int(pd.Timestamp("1942-01-01").timestamp()) + return int(pd.Timestamp.now().timestamp()) + + +def _get_daily_index(data, index_utc, adj_timezone): + # evalute if last indice represents a live interval + timestamp = data["meta"]["regularMarketTime"] + if timestamp is None: + # without last trade data unable to ascertain if there's a live indice + has_live_indice = False + else: + last_trade = pd.Timestamp.fromtimestamp(timestamp, tz="UTC") + has_live_indice = index_utc[-1] >= last_trade - pd.Timedelta(2, "s") + if has_live_indice: + # remove it + live_indice = index_utc[-1] + index_utc = index_utc[:-1] + one_day = datetime.timedelta(1) + # evaluate if it should be put back later. If the close price for + # the day is already included in the data, i.e. if the live indice + # is simply duplicating data represented in the prior row, then the + # following will evaluate to False (as live_indice will now be + # within one day of the prior indice) + keep_live_indice = index_utc.empty or live_indice > index_utc[-1] + one_day + + tz = data["meta"]["exchangeTimezoneName"] + index_local = index_utc.tz_convert(tz) + times = index_local.time + + bv = times <= datetime.time(14) + if (bv).all() or data["meta"].get("exchangeName", "Nope") == "SAO": # see issue 163 + index = index_local.floor("d", ambiguous=True) + elif (~bv).all(): + index = index_local.ceil("d", ambiguous=True) + else: + # mix of open times pre and post 14:00. + index1 = index_local[bv].floor("d", ambiguous=True) + index2 = index_local[~bv].ceil("d", ambiguous=True) + index = index1.union(index2) + + index = pd.Index(index.date) + if has_live_indice and keep_live_indice: + live_indice = live_indice.astimezone(tz) if adj_timezone else live_indice + if not index.empty: + index = index.insert(len(index), live_indice.to_pydatetime()) + else: + index = pd.Index([live_indice.to_pydatetime()], dtype="object") + return index + + +def _event_as_srs(event_data, event): + index = pd.Index([int(v) for v in event_data.keys()], dtype="int64") + if event == "dividends": + values = [d["amount"] for d in event_data.values()] + else: + values = [ + d["numerator"] / d["denominator"] if d["denominator"] else float("inf") + for d in event_data.values() + ] + return pd.Series(values, index=index) + + +def history_dataframe(data, daily, adj_timezone=True): + data_dict = data["indicators"]["quote"][0].copy() + cols = [ + col for col in ("open", "high", "low", "close", "volume") if col in data_dict + ] + if "adjclose" in data["indicators"]: + data_dict["adjclose"] = data["indicators"]["adjclose"][0]["adjclose"] + cols.append("adjclose") + + if "events" in data: + for event, event_data in data["events"].items(): + if event not in ("dividends", "splits"): + continue + data_dict[event] = _event_as_srs(event_data, event) + cols.append(event) + + df = pd.DataFrame(data_dict, index=data["timestamp"]) # align all on timestamps + df.dropna(how="all", inplace=True) + df = df[cols] # determine column order + + index = pd.to_datetime(df.index, unit="s", utc=True) + if daily and not df.empty: + index = _get_daily_index(data, index, adj_timezone) + if len(index) == len(df) - 1: + # a live_indice was removed + df = df.iloc[:-1] + elif adj_timezone: + tz = data["meta"]["exchangeTimezoneName"] + index = index.tz_convert(tz) + + df.index = index + return df diff --git a/yahooquery/utils/__init__.py b/yahooquery/utils/__init__.py deleted file mode 100644 index 8fad8ac..0000000 --- a/yahooquery/utils/__init__.py +++ /dev/null @@ -1,1551 +0,0 @@ -# stdlib -import datetime -import logging -import random -import re - -# third party -import pandas as pd -import requests -from bs4 import BeautifulSoup -from requests.adapters import HTTPAdapter -from requests.exceptions import ConnectionError, RetryError, SSLError -from requests.packages.urllib3.util.retry import Retry -from requests_futures.sessions import FuturesSession -from urllib3.exceptions import MaxRetryError - -logger = logging.getLogger(__name__) - - -DEFAULT_TIMEOUT = 5 -DEFAULT_SESSION_URL = "https://finance.yahoo.com" -CRUMB_FAILURE = ( - "Failed to obtain crumb. Ability to retrieve data will be significantly limited." -) - -HEADERS = [ - { - "upgrade-insecure-requests": "1", - "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/89.0.4389.114 Safari/537.36 Edg/89.0.774.76", - "accept": "text/html,application/xhtml+xml,application/xml;q=0.9,image/webp,image/apng,*/*;q=0.8,application/signed-exchange;v=b3", - "sec-ch-ua": 'Microsoft Edge;v="89", "Chromium";v="89", ";Not A Brand";v="99"', - "sec-ch-ua-mobile": "?0", - "sec-ch-ua-platform": "Windows", - "sec-fetch-site": "none", - "sec-fetch-mod": "", - "sec-fetch-user": "?1", - "accept-encoding": "gzip", - "accept-language": "en-US,es;q=0.6", - }, - { - "upgrade-insecure-requests": "1", - "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/86.0.4240.198 Safari/537.36 Edg/86.0.622.69", - "accept": "text/html,application/xhtml+xml,application/xml;q=0.9,image/webp,image/apng,*/*;q=0.8", - "sec-ch-ua": 'Microsoft Edge;v="86", "Chromium";v="86", ";Not A Brand";v="99"', - "sec-ch-ua-mobile": "?0", - "sec-ch-ua-platform": "Windows", - "sec-fetch-site": "none", - "sec-fetch-mod": "", - "sec-fetch-user": "?1", - "accept-encoding": "gzip", - "accept-language": "en-US,en;q=0.9,es;q=0.8", - }, - { - "upgrade-insecure-requests": "1", - "User-Agent": "Mozilla/5.0 (Windows NT 6.3; 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Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/84.0.4147.135 Safari/537.36", - "accept": "text/html,application/xhtml+xml,application/xml;q=0.9,*/*;q=0.8", - "sec-ch-ua": 'Google Chrome;v="84", "Chromium";v="84", ";Not A Brand";v="99"', - "sec-ch-ua-mobile": "?0", - "sec-ch-ua-platform": "Windows", - "sec-fetch-site": "none", - "sec-fetch-mod": "", - "sec-fetch-user": "?1", - "accept-encoding": "gzip, deflate", - "accept-language": "en-US,en;q=0.9,fr;q=0.8", - }, - { - "upgrade-insecure-requests": "1", - "User-Agent": "Mozilla/5.0 (Windows NT 6.3; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/88.0.4324.190 Safari/537.36", - "accept": "text/html,application/xhtml+xml,application/xml;q=0.9,*/*;q=0.8", - "sec-ch-ua": 'Google Chrome;v="88", "Chromium";v="88", ";Not A Brand";v="99"', - "sec-ch-ua-mobile": "?0", - "sec-ch-ua-platform": "Windows", - "sec-fetch-site": "none", - "sec-fetch-mod": "", - "sec-fetch-user": "?1", - "accept-encoding": "gzip", - "accept-language": "en-US,fr;q=0.8", - }, - { - "upgrade-insecure-requests": "1", - "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/90.0.4430.85 Safari/537.36 Edg/90.0.818.49", - "accept": "text/html,application/xhtml+xml,application/xml;q=0.9,image/webp,image/apng,*/*;q=0.8,application/signed-exchange;v=b3", - "sec-ch-ua": 'Microsoft Edge;v="90", "Chromium";v="90", ";Not A Brand";v="99"', - "sec-ch-ua-mobile": "?0", - "sec-ch-ua-platform": "Windows", - "sec-fetch-site": "none", - "sec-fetch-mod": "", - "sec-fetch-user": "?1", - "accept-encoding": "gzip", - "accept-language": "en-US,de;q=0.6", - }, - { - "upgrade-insecure-requests": "1", - "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/83.0.4103.116 Safari/537.36", - "accept": "text/html,application/xhtml+xml,application/xml;q=0.9,image/webp,image/apng,*/*;q=0.8", - "sec-ch-ua": 'Google Chrome;v="83", "Chromium";v="83", ";Not A Brand";v="99"', - "sec-ch-ua-mobile": "?0", - "sec-ch-ua-platform": "Windows", - "sec-fetch-site": "none", - "sec-fetch-mod": "", - "sec-fetch-user": "?1", - "accept-encoding": "gzip", - "accept-language": "en-US,es;q=0.8", - }, - { - "upgrade-insecure-requests": "1", - "User-Agent": "Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_6) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/86.0.4240.198 Safari/537.36", - "accept": "text/html,application/xhtml+xml,application/xml;q=0.9,*/*;q=0.8", - "sec-ch-ua": 'Google Chrome;v="86", "Chromium";v="86", ";Not A Brand";v="99"', - "sec-ch-ua-mobile": "?0", - "sec-ch-ua-platform": "macOS", - "sec-fetch-site": "none", - "sec-fetch-mod": "", - "sec-fetch-user": "?1", - "accept-encoding": "gzip, deflate", - "accept-language": "en-US,es;q=0.8", - }, - { - "upgrade-insecure-requests": "1", - "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/87.0.4280.141 Safari/537.36 Edg/87.0.664.75", - "accept": "text/html,application/xhtml+xml,application/xml;q=0.9,image/webp,image/apng,*/*;q=0.8", - "sec-ch-ua": 'Microsoft Edge;v="87", "Chromium";v="87", ";Not A Brand";v="99"', - "sec-ch-ua-mobile": "?0", - "sec-ch-ua-platform": "Windows", - "sec-fetch-site": "none", - "sec-fetch-mod": "", - "sec-fetch-user": "?1", - "accept-encoding": "gzip", - "accept-language": "en-US,de;q=0.8", - }, - { - "upgrade-insecure-requests": "1", - "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/89.0.4389.72 Safari/537.36", - "accept": "text/html,application/xhtml+xml,application/xml;q=0.9,image/webp,image/apng,*/*;q=0.8,application/signed-exchange;v=b3", - "sec-ch-ua": 'Google Chrome;v="89", "Chromium";v="89", ";Not A Brand";v="99"', - "sec-ch-ua-mobile": "?0", - "sec-ch-ua-platform": "Windows", - "sec-fetch-site": "none", - "sec-fetch-mod": "", - "sec-fetch-user": "?1", - "accept-encoding": "gzip, deflate", - "accept-language": "en-US", - }, - { - "upgrade-insecure-requests": "1", - "User-Agent": "Mozilla/5.0 (Macintosh; Intel Mac OS X 10_14_6) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/86.0.4240.198 Safari/537.36", - "accept": "text/html,application/xhtml+xml,application/xml;q=0.9,*/*;q=0.8", - "sec-ch-ua": 'Google Chrome;v="86", "Chromium";v="86", ";Not A Brand";v="99"', - "sec-ch-ua-mobile": "?0", - "sec-ch-ua-platform": "macOS", - "sec-fetch-site": "none", - "sec-fetch-mod": "", - "sec-fetch-user": "?1", - "accept-encoding": "gzip", - "accept-language": "en-US,it;q=0.7", - }, - { - "upgrade-insecure-requests": "1", - "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/87.0.4280.67 Safari/537.36 Edg/87.0.664.52", - "accept": "text/html,application/xhtml+xml,application/xml;q=0.9,image/webp,image/apng,*/*;q=0.8", - "sec-ch-ua": 'Microsoft Edge;v="87", "Chromium";v="87", ";Not A Brand";v="99"', - "sec-ch-ua-mobile": "?0", - "sec-ch-ua-platform": "Windows", - "sec-fetch-site": "none", - "sec-fetch-mod": "", - "sec-fetch-user": "?1", - "accept-encoding": "gzip", - "accept-language": "en-US,it;q=0.9", - }, - { - "upgrade-insecure-requests": "1", - "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/89.0.4389.90 Safari/537.36", - "accept": "text/html,application/xhtml+xml,application/xml;q=0.9,image/webp,image/apng,*/*;q=0.8,application/signed-exchange;v=b3", - "sec-ch-ua": 'Google Chrome;v="89", "Chromium";v="89", ";Not A Brand";v="99"', - "sec-ch-ua-mobile": "?0", - "sec-ch-ua-platform": "Windows", - "sec-fetch-site": "none", - "sec-fetch-mod": "", - "sec-fetch-user": "?1", - "accept-encoding": "gzip", - "accept-language": "en-US", - }, - { - "upgrade-insecure-requests": "1", - "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/85.0.4183.121 Safari/537.36 Edg/85.0.564.70", - "accept": "text/html,application/xhtml+xml,application/xml;q=0.9,image/webp,image/apng,*/*;q=0.8,application/signed-exchange;v=b3", - "sec-ch-ua": 'Microsoft Edge;v="85", "Chromium";v="85", ";Not A Brand";v="99"', - "sec-ch-ua-mobile": "?0", - "sec-ch-ua-platform": "Windows", - "sec-fetch-site": "none", - "sec-fetch-mod": "", - "sec-fetch-user": "?1", - "accept-encoding": "gzip, deflate", - "accept-language": "en-US,en;q=0.9,fr;q=0.5", - }, - { - "upgrade-insecure-requests": "1", - "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/73.0.3683.75 Safari/537.36", - "accept": "text/html,application/xhtml+xml,application/xml;q=0.9,image/webp,image/apng,*/*;q=0.8", - "sec-ch-ua": 'Google Chrome;v="73", "Chromium";v="73", ";Not A Brand";v="99"', - "sec-ch-ua-mobile": "?0", - "sec-ch-ua-platform": "Windows", - "sec-fetch-site": "none", - "sec-fetch-mod": "", - "sec-fetch-user": "?1", - "accept-encoding": "gzip, deflate", - "accept-language": "en-US,es;q=0.8", - }, - { - "upgrade-insecure-requests": "1", - "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/90.0.4430.85 Safari/537.36 Edg/90.0.818.49", - "accept": "text/html,application/xhtml+xml,application/xml;q=0.9,*/*;q=0.8", - "sec-ch-ua": 'Microsoft Edge;v="90", "Chromium";v="90", ";Not A Brand";v="99"', - "sec-ch-ua-mobile": "?0", - "sec-ch-ua-platform": "Windows", - "sec-fetch-site": "none", - "sec-fetch-mod": "", - "sec-fetch-user": "?1", - "accept-encoding": "gzip, deflate", - "accept-language": "en-US,it;q=0.9", - }, - { - "upgrade-insecure-requests": "1", - "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/89.0.4389.114 Safari/537.36 Edg/89.0.774.68", - "accept": "text/html,application/xhtml+xml,application/xml;q=0.9,image/webp,image/apng,*/*;q=0.8", - "sec-ch-ua": 'Microsoft Edge;v="89", "Chromium";v="89", ";Not A Brand";v="99"', - "sec-ch-ua-mobile": "?0", - "sec-ch-ua-platform": "Windows", - "sec-fetch-site": "none", - "sec-fetch-mod": "", - "sec-fetch-user": "?1", - "accept-encoding": "gzip, deflate", - "accept-language": "en-US,it;q=0.9", - }, - { - "upgrade-insecure-requests": "1", - "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/86.0.4240.198 Safari/537.36 Edg/86.0.622.69", - "accept": "text/html,application/xhtml+xml,application/xml;q=0.9,*/*;q=0.8", - "sec-ch-ua": 'Microsoft Edge;v="86", "Chromium";v="86", ";Not A Brand";v="99"', - "sec-ch-ua-mobile": "?0", - "sec-ch-ua-platform": "Windows", - "sec-fetch-site": "none", - "sec-fetch-mod": "", - "sec-fetch-user": "?1", - "accept-encoding": "gzip", - "accept-language": "en-US,fr;q=0.5", - }, - { - "upgrade-insecure-requests": "1", - "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/84.0.4147.135 Safari/537.36 Edg/84.0.522.63", - "accept": "text/html,application/xhtml+xml,application/xml;q=0.9,image/webp,image/apng,*/*;q=0.8,application/signed-exchange;v=b3", - "sec-ch-ua": 'Microsoft Edge;v="84", "Chromium";v="84", ";Not A Brand";v="99"', - "sec-ch-ua-mobile": "?0", - "sec-ch-ua-platform": "Windows", - "sec-fetch-site": "none", - "sec-fetch-mod": "", - "sec-fetch-user": "?1", - "accept-encoding": "gzip, deflate", - "accept-language": "en-US,fr;q=0.8", - }, - { - "upgrade-insecure-requests": "1", - "User-Agent": "Mozilla/5.0 (Windows NT 6.1; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/72.0.3626.121 Safari/537.36", - "accept": "text/html,application/xhtml+xml,application/xml;q=0.9,image/webp,image/apng,*/*;q=0.8", - "sec-ch-ua": 'Google Chrome;v="72", "Chromium";v="72", ";Not A Brand";v="99"', - "sec-ch-ua-mobile": "?0", - "sec-ch-ua-platform": "Windows", - "sec-fetch-site": "none", - "sec-fetch-mod": "", - "sec-fetch-user": "?1", - "accept-encoding": "gzip, deflate", - "accept-language": "en-US,it;q=0.7", - }, - { - "upgrade-insecure-requests": "1", - "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/81.0.4044.138 Safari/537.36", - "accept": "text/html,application/xhtml+xml,application/xml;q=0.9,*/*;q=0.8", - "sec-ch-ua": 'Google Chrome;v="81", "Chromium";v="81", ";Not A Brand";v="99"', - "sec-ch-ua-mobile": "?0", - "sec-ch-ua-platform": "Windows", - "sec-fetch-site": "none", - "sec-fetch-mod": "", - "sec-fetch-user": "?1", - "accept-encoding": "gzip", - "accept-language": "en-US,en;q=0.7", - }, -] - - -class TimeoutHTTPAdapter(HTTPAdapter): - def __init__(self, *args, **kwargs): - self.timeout = DEFAULT_TIMEOUT - if "timeout" in kwargs: - self.timeout = kwargs["timeout"] - del kwargs["timeout"] - super(TimeoutHTTPAdapter, self).__init__(*args, **kwargs) - - def send(self, request, **kwargs): - timeout = kwargs.get("timeout") - if timeout is None: - kwargs["timeout"] = self.timeout - return super(TimeoutHTTPAdapter, self).send(request, **kwargs) - - -def initialize_session(session=None, **kwargs): - if session is None: - if kwargs.get("asynchronous"): - session = FuturesSession(max_workers=kwargs.get("max_workers", 8)) - else: - session = requests.Session() - if kwargs.get("proxies"): - session.proxies = kwargs.get("proxies") - retries = Retry( - total=kwargs.get("retry", 5), - backoff_factor=kwargs.get("backoff_factor", 0.3), - status_forcelist=kwargs.get("status_forcelist", [429, 500, 502, 503, 504]), - ) - if kwargs.get("verify") is not None: - session.verify = kwargs.get("verify") - session.mount( - "https://", - TimeoutHTTPAdapter( - max_retries=retries, timeout=kwargs.get("timeout", DEFAULT_TIMEOUT) - ), - ) - session.headers = random.choice(HEADERS) - return session - - -def setup_session(session: requests.Session, url: str = None): - url = url or DEFAULT_SESSION_URL - try: - response = session.get(url, allow_redirects=True) - except SSLError: - counter = 0 - while counter < 5: - try: - session.headers = random.choice(HEADERS) - response = session.get(url, verify=False) - break - except SSLError: - counter += 1 - - if isinstance(session, FuturesSession): - response = response.result() - - # check for and handle consent page:w - if response.url.find("consent") >= 0: - logger.debug(f'Redirected to consent page: "{response.url}"') - - soup = BeautifulSoup(response.content, "html.parser") - - params = {} - for param in ["csrfToken", "sessionId"]: - try: - params[param] = soup.find("input", attrs={"name": param})["value"] - except Exception as exc: - logger.critical( - f'Failed to find or extract "{param}" from response. Exception={exc}' - ) - return session - - logger.debug(f"params: {params}") - - response = session.post( - "https://consent.yahoo.com/v2/collectConsent", - data={ - "agree": ["agree", "agree"], - "consentUUID": "default", - "sessionId": params["sessionId"], - "csrfToken": params["csrfToken"], - "originalDoneUrl": url, - "namespace": "yahoo", - }, - ) - - return session - - -def get_crumb(session): - try: - response = session.get("https://query2.finance.yahoo.com/v1/test/getcrumb") - - except (ConnectionError, RetryError): - logger.critical(CRUMB_FAILURE) - # Cookies most likely not set in previous request - return None - - if isinstance(session, FuturesSession): - crumb = response.result().text - else: - crumb = response.text - - if crumb is None or crumb == "" or "" in crumb: - logger.critical(CRUMB_FAILURE) - return None - - return crumb - - -def flatten_list(ls): - return [item for sublist in ls for item in sublist] - - -def convert_to_list(symbols, comma_split=False): - if isinstance(symbols, str): - if comma_split: - return [x.strip() for x in symbols.split(",")] - else: - return re.findall(r"[\w\-.=^&]+", symbols) - return symbols - - -def convert_to_timestamp(date=None, start=True): - if date is not None: - return int(pd.Timestamp(date).timestamp()) - if start: - return int(pd.Timestamp("1942-01-01").timestamp()) - return int(pd.Timestamp.now().timestamp()) - - -def _get_daily_index(data, index_utc, adj_timezone): - # evalute if last indice represents a live interval - timestamp = data["meta"]["regularMarketTime"] - if timestamp is None: - # without last trade data unable to ascertain if there's a live indice - has_live_indice = False - else: - last_trade = pd.Timestamp.fromtimestamp(timestamp, tz="UTC") - has_live_indice = index_utc[-1] >= last_trade - pd.Timedelta(2, "S") - if has_live_indice: - # remove it - live_indice = index_utc[-1] - index_utc = index_utc[:-1] - ONE_DAY = datetime.timedelta(1) - # evaluate if it should be put back later. If the close price for - # the day is already included in the data, i.e. if the live indice - # is simply duplicating data represented in the prior row, then the - # following will evaluate to False (as live_indice will now be - # within one day of the prior indice) - keep_live_indice = index_utc.empty or live_indice > index_utc[-1] + ONE_DAY - - tz = data["meta"]["exchangeTimezoneName"] - index_local = index_utc.tz_convert(tz) - times = index_local.time - - bv = times <= datetime.time(14) - if (bv).all() or data["meta"].get("exchangeName", "Nope") == "SAO": # see issue 163 - index = index_local.floor("d", ambiguous=True) - elif (~bv).all(): - index = index_local.ceil("d", ambiguous=True) - else: - # mix of open times pre and post 14:00. - index1 = index_local[bv].floor("d", ambiguous=True) - index2 = index_local[~bv].ceil("d", ambiguous=True) - index = index1.union(index2) - - index = pd.Index(index.date) - if has_live_indice and keep_live_indice: - live_indice = live_indice.astimezone(tz) if adj_timezone else live_indice - if not index.empty: - index = index.insert(len(index), live_indice.to_pydatetime()) - else: - index = pd.Index([live_indice.to_pydatetime()], dtype="object") - return index - - -def _event_as_srs(event_data, event): - index = pd.Index([int(v) for v in event_data.keys()], dtype="int64") - if event == "dividends": - values = [d["amount"] for d in event_data.values()] - else: - values = [ - d["numerator"] / d["denominator"] if d["denominator"] else float("inf") - for d in event_data.values() - ] - return pd.Series(values, index=index) - - -def _history_dataframe(data, daily, adj_timezone=True): - data_dict = data["indicators"]["quote"][0].copy() - cols = [ - col for col in ("open", "high", "low", "close", "volume") if col in data_dict - ] - if "adjclose" in data["indicators"]: - data_dict["adjclose"] = data["indicators"]["adjclose"][0]["adjclose"] - cols.append("adjclose") - - if "events" in data: - for event, event_data in data["events"].items(): - if event not in ("dividends", "splits"): - continue - data_dict[event] = _event_as_srs(event_data, event) - cols.append(event) - - df = pd.DataFrame(data_dict, index=data["timestamp"]) # align all on timestamps - df.dropna(how="all", inplace=True) - df = df[cols] # determine column order - - index = pd.to_datetime(df.index, unit="s", utc=True) - if daily and not df.empty: - index = _get_daily_index(data, index, adj_timezone) - if len(index) == len(df) - 1: - # a live_indice was removed - df = df.iloc[:-1] - elif adj_timezone: - tz = data["meta"]["exchangeTimezoneName"] - index = index.tz_convert(tz) - - df.index = index - return df diff --git a/yahooquery/utils/countries.py b/yahooquery/utils/countries.py deleted file mode 100644 index e486ed1..0000000 --- a/yahooquery/utils/countries.py +++ /dev/null @@ -1,40 +0,0 @@ -COUNTRIES = { - "france": {"lang": "fr-FR", "region": "FR", "corsDomain": "fr.finance.yahoo.com"}, - "india": {"lang": "en-IN", "region": "IN", "corsDomain": "in.finance.yahoo.com"}, - "hong kong": { - "lang": "zh-Hant-HK", - "region": "HK", - "corsDomain": "hk.finance.yahoo.com", - }, - "germany": {"lang": "de-DE", "region": "DE", "corsDomain": "de.finance.yahoo.com"}, - "canada": {"lang": "en-CA", "region": "CA", "corsDomain": "ca.finance.yahoo.com"}, - "spain": {"lang": "es-ES", "region": "ES", "corsDomain": "es.finance.yahoo.com"}, - "italy": {"lang": "it-IT", "region": "IT", "corsDomain": "it.finance.yahoo.com"}, - "united states": { - "lang": "en-US", - "region": "US", - "corsDomain": "finance.yahoo.com", - }, - "australia": { - "lang": "en-AU", - "region": "AU", - "corsDomain": "au.finance.yahoo.com", - }, - "united kingdom": { - "lang": "en-GB", - "region": "GB", - "corsDomain": "uk.finance.yahoo.com", - }, - "brazil": {"lang": "pt-BR", "region": "BR", "corsDomain": "br.financas.yahoo.com"}, - "new zealand": { - "lang": "en-NZ", - "region": "NZ", - "corsDomain": "nz.finance.yahoo.com", - }, - "singapore": { - "lang": "en-SG", - "region": "SG", - "corsDomain": "sg.finance.yahoo.com", - }, - "taiwan": {"lang": "zh-tw", "region": "TW", "corsDomain": "tw.finance.yahoo.com"}, -}