Module Information

Description: YFinance Connector of QuantJourney Framework

This connector facilitates the fetching of historical stock data from Yahoo Finance. It uses the yfinance library to fetch historical OHLCV data for a list of stock tickers. And is optimized for asynchronous fetching of data for multiple tickers, with a concurrency limit.

Attributes: semaphore (asyncio.Semaphore): A semaphore to control the concurrency limit of the requests.

Parameters: MAX_RETRIES = 3 MAX_CONCURRENT_REQUESTS = 10 # Concurrency limit

Author: jpolec

Date: 18-03-2024

Class: YFinanceConnector()

Method: async_get_ohlcv

def async_get_ohlcv(
            tickers: List[str],
            exchanges: List[str],
            period_starts: List[datetime],
            period_ends: List[datetime],
            granularity: str
        ) -> List[pd.DataFrame]

Get historical OHLCV data for a list of stock tickers asynchronously.

Examples:

dfs = await async_get_ohlcv(
tickers=["AAPL", "GOOGL", "MSFT"],
exchanges=["NAS", "NAS", "NAS"],
)

Testing async_get_ohlcv with tickers: ['AAPL', 'GOOGL', 'MSFT', 'AMZN', 'FB', 'TSLA', 'NVDA', 'JPM', 'V', 'PYPL']
DataFrame shape: (251, 6)
datetime        open        high         low       close  \
0 2022-01-03 05:00:00+00:00  175.597058  180.583650  175.478569  179.724564
1 2022-01-04 05:00:00+00:00  180.336790  180.642895  176.870854  177.443573
2 2022-01-05 05:00:00+00:00  177.354683  177.907649  172.447089  172.723572
3 2022-01-06 05:00:00+00:00  170.531463  173.098822  169.484776  169.840256
4 2022-01-07 05:00:00+00:00  170.719078  171.953382  168.882433  170.008118

Parameters:

Name	Type	Description
`tickers`	`List[str]`	A list of stock ticker symbols.
`exchanges`	`List[str]`	A list of stock exchange symbols corresponding to each ticker.
`period_starts`	`List[datetime]`	A list of start dates for the historical data query.
`period_ends`	`List[datetime]`	A list of end dates for the historical data query.
`granularity`	`str`	The granularity of the data ('1m', '2m', '5m', etc. up to '3mo').

Returns:

Type	Description
`List[pd.DataFrame]`	A list of pandas DataFrames containing the historical stock data for each ticker.

Method: _run_with_semaphore

def _run_with_semaphore(
            func,
            *args
        ) -> pd.DataFrame

Runs a function with a semaphore to limit the concurrency of requests. Supportive function for async_get_ohlcv - used in SEMAPHORE (self.semaphore) context manager. So no more than MAX_CONCURRENT_REQUESTS requests are made at a time. Parameters:

Name	Type	Description
`func`	`None`	The function to run.
`args`	`None`	The arguments to pass to the function.

Returns:

Type	Description
`pd.DataFrame`	The result of the function.

Method: get_current_ohlcv_price

def get_current_ohlcv_price(
            ticker: str
        ) -> Optional[float]

Fetches the current price of a given stock ticker using Yahoo Finance.

Examples:

current_price = get_current_ohlcv_price("AAPL")

Parameters:

Name	Type	Description
`ticker`	`str`	The stock ticker symbol.

Returns:

Type	Description
`Optional[float]`	The current price of the stock, or None if the price is not available.

Method: get_history

def get_history(
            ticker: str,
            period_start: datetime,
            period_end: datetime,
            granularity: str,
            tries: int = 0
        ) -> pd.DataFrame

Function to fetch historical data for a given stock ticker using Yahoo Finance's history function.

Examples:

df = get_history("AAPL", datetime(2022, 1, 1), datetime(2022, 12, 31), "1d")

Testing get_history with ticker: AAPL
DataFrame shape: (251, 6)
datetime        open        high         low       close  \
0 2022-01-03 05:00:00+00:00  175.597058  180.583650  175.478569  179.724564
1 2022-01-04 05:00:00+00:00  180.336790  180.642895  176.870854  177.443573
2 2022-01-05 05:00:00+00:00  177.354683  177.907649  172.447089  172.723572
3 2022-01-06 05:00:00+00:00  170.531463  173.098822  169.484776  169.840256
4 2022-01-07 05:00:00+00:00  170.719078  171.953382  168.882433  170.008118

Parameters:

Name	Type	Description
`ticker`	`str`	The stock ticker symbol.
`tickermeta`	`str`	Additional metadata string to append to the ticker for specific queries.
`period_start`	`datetime`	The start date for the historical data query.
`period_end`	`datetime`	The end date for the historical data query.
`granularity`	`str`	The granularity of the data ('1m', '2m', '5m', etc. up to '3mo').
`tries`	`int, optional`	Current count of retry attempts. Defaults to 0.

Returns:

Type	Description
`pd.DataFrame`	In case of an empty result or failure after retries, returns an empty DataFrame.