YahooFinanceDataLoader 0.1.0

Allows to download YahooFinance stock data to your local disk.

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)