YahooFinanceDataLoader

YahooFinanceDataLoader allows to download historical quotes data in bulk from the YahooFinance website. The downloaded data is in csv format.

API

Implemented methods:

• download_bulk_data
• get_assets_from_csv

download_bulk_data ( assetsList, start_date, end_date, interval, data_directory, maxNThreads=20, nTrials=3 )

Method description: downloads stocks historical data from YahooFinance in csv format.

Return Value: a list of symbols for which download has failed

Parameters:

• assetsList - list of assets, for example ['AAPL', 'MSFT', 'NVDA']
• start_date - start date for your download ('yyyy-mm-dd'), for example '2019-01-01'
• end_date - end date for your download ('yyyy-mm-dd'), for example '2019-01-31'
• interval - download interval, '1d' for daily, '1wk' for weekly, '1mo'
• data_directory - directory location to save downloaded data

Optional parameters:

• maxNThreads - maximum number of threads to use for data download, the default value is 20.
• nTrials - number of trials to be used for download, the default value is 3. Explanation: due to connectivity issues your download may fail, and it is worth trying to re-send your download request.

Example:

from YahooFinanceDataLoader import download_bulk_data

assetsList = ['AAPL', 'ADBE', 'AMZN', 'CSCO', 'FB', 'GOOGL', 'FAKE'] 
start_date = '2018-01-01'
end_date = '2018-01-31'
interval = '1d'
data_directory = '/home/user_name/stock_price_data'
maxNThreads = 20
nTrials = 3

failed_downloads = download_bulk_data(assetsList, start_date, end_date, interval, 
					data_directory, maxNThreads, nTrials)
print('Failed downloads: ', failed_downloads)

get_assets_from_csv ( csv_file, field_list = ['Symbol', 'Company'] )

Method description: reads assets from the csv file and returns a list of assets. csv file has to have a header, and the column containing stock symbols has to be named 'Symbol'

Return Value: a list of asset symbols read from the csv file

Parameters:

• csv_file - path to the csv file containing assets data

Optional parameters:

• field_list - a list containing csv file header names, for example ['Symbol', 'Company']

Example:

from YahooFinanceDataLoader import download_bulk_data

assetsList = get_assets_from_csv('/home/user_name/assets.csv', ['Symbol', 'Company'])
start_date = '2018-01-01'
end_date = '2018-01-31'
interval = '1d'
data_directory = '/home/user_name/stock_price_data'
maxNThreads = 20
nTrials = 3

failed_downloads = download_bulk_data(assetsList, start_date, end_date, interval, 
					data_directory, maxNThreads, nTrials)
print('Failed downloads: ', failed_downloads)