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Released:
Yahoo! Finance market data downloader
Project description
Yahoo! Finance market data downloader
Ever since Yahoo! finance decommissionedtheir historical data API, many programs that relied on it to stop working.
yfinance aimes to solve this problem by offering a reliable, threaded,and Pythonic way to download historical market data from Yahoo! finance.
NOTE
The library was originally named fix-yahoo-finance, butI’ve since renamed it to yfinance as I no longer consider it a mere “fix”.For reasons of backward-compatibility, fix-yahoo-finance now import anduses yfinance, but you should install and use yfinance directly.
> Check out this Blog post for a detailed tutorial with code examples.
Quick Start
The Ticker module
The Ticker module, which allows you to accessticker data in a more Pythonic way:
Note: yahoo finance datetimes are received as UTC.
If you want to use a proxy server for downloading data, use:
To use a custom requests session (for example to cache calls to the APIor customize the User-agent header), pass a session= argument to theTicker constructor.
To initialize multiple Ticker objects, use
Fetching data for multiple tickers
I’ve also added some options to make life easier :)
Managing Multi-Level Columns
The following answer on Stack Overflow is for How to deal with multi-level column names downloaded with yfinance?
- yfinance returns a pandas.DataFrame with multi-level column names, with a level for the ticker and a level for the stock price data
- The answer discusses:
- How to correctly read the the multi-level columns after saving the dataframe to a csv with pandas.DataFrame.to_csv
- How to download single or multiple tickers into a single dataframe with single level column names and a ticker column
- The answer discusses:
pandas_datareader override
If your code uses pandas_datareader and you want to download data faster,you can “hijack” pandas_datareader.data.get_data_yahoo() method to useyfinance while making sure the returned data is in the same format aspandas_datareader’s get_data_yahoo().
Installation
Install yfinance using pip:
Install yfinance using conda:
Requirements
Ifinance 4 Database Location
- Python >= 2.7, 3.4+
- Pandas (tested to work with >=0.23.1)
- Numpy >= 1.11.1
- requests >= 2.14.2
- lxml >= 4.5.1
Optional (if you want to use pandas_datareader)
- pandas_datareader >= 0.4.0
Legal Stuff
yfinance is distributed under the Apache Software License. See the LICENSE.txt file in the release for details.
P.S.
Please drop me an note with any feedback you have.
Ran Aroussi
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0.1.59
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