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A structured Python interface for retrieving and validating market data using yfinance

Project description

py-yfinance

A structured Python interface for retrieving and validating market data using yfinance. Implements the DataSource protocol from pydantic-market-data to provide type-safe security resolution and historical data fetching.

Features

  • Protocol-Oriented: Implements DataSource interface.
  • Security Resolution: Resolve ISINs and Symbols to valid yfinance tickers.
  • Validation:
    • Exchanges: Map exchanges (e.g., IBIS, AEB) to Yahoo suffixes (.DE, .AS).
    • Price Validation: Verify tickers against a known target price with strict 1% tolerance.
    • Date Validation: Validate prices on specific historical dates.
  • Typer CLI: Optional command-line interface for lookup and history.

Installation

# Basic installation
uv pip install py-yfinance

# With CLI support
uv pip install "py-yfinance[cli]"

Usage

As a Library

from py_yfinance.source import YFinanceDataSource
from pydantic_market_data.models import SecurityCriteria

source = YFinanceDataSource()

# 1. Simple Lookup by Symbol
criteria = SecurityCriteria(symbol="AAPL", preferred_exchanges=["NASDAQ"])
result = source.resolve(criteria)
print(result)
# Symbol(ticker='AAPL', name='Apple Inc.', exchange='NMS', currency='USD', ...)

# 2. Strict Validation using Date & Price
# Useful for verifying ISIN mappings or ensuring data quality
criteria = SecurityCriteria(
    isin="NL0010273215",
    target_date="2025-12-15",
    target_price=923.4  # Validates against history with 1% tolerance
)
match = source.resolve(criteria)
if match:
    print(f"Verified: {match.ticker}")
else:
    print("Validation failed: Price mismatch or symbol not found")

CLI Usage

Requires [cli] extra.

Lookup

Resolve a security by Symbol or ISIN.

# Basic Lookup
uv run py-yfinance lookup --symbol AAPL

# ISIN Lookup with Strict Validation
# Verifies that NL0010273215 commanded a price of ~923.4 on 2025-12-15
uv run py-yfinance lookup --isin NL0010273215 --date 2025-12-15 --price 923.4

History

Fetch historical candles.

uv run py-yfinance history AAPL --period 5d

Development

This project uses uv for dependency management.

# Sync dependencies
uv sync --extra cli

# Run Tests
uv run pytest

License

MIT

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