yahoo-finance-async

A simple Python async API wrapper for the deprecated (but currently still working) Yahoo Finance API.

Although the Yahoo Finance API has officially been closed down, it does still work and it provides a free access to a vast number of stocks.

Warning - The Yahoo Finance API could be removed or shut down at any point. You use this package at your own risk.

Why async?

There are many Yahoo Finance API libraries available on PyPi which use synchronous functions. There do not seem to be async functions available yet (as far as I could find). I needed an async version for a simple project to collect candle data (OHLC) for various stocks.

Endpoints available

Note that currently this API wrapper does not cover all the Yahoo Finance endpoints. In fact currently it only covers:

• Collecting the OHLC (candlestick) data for stocks on Yahoo Finance

Getting started

Install from PyPi using

pip install yahoo-finance-async

Note that you import it into your module with underscores import yahoo_finance_async

This library has a simple class called OHLC which has a simple class method (actually an async coroutine) called fetch() which will fetch and parse the candle (OHLC) data.

You need to await the response of this coroutine.

For example to fetch this historical data for the stock AAPL:

    import asyncio

    from yahoo_finance_async import OHLC

    async def main():
        
        result = await OHLC.fetch(symbol='AAPL')
        # Do something with the result

    asyncio.run(main())

The returned result is a dictionary with two parts:

1. candles - these are list of candle dictionary objects. For example:

    # result['candles'] gives ...

    [
        {
            "datetime": datetime.datetime(2020, 4, 1, 0, 0),
            "open": 235.3,
            "high": 245.667,
            "low": 213.33,
            "close": 233.5,
            "volume": 23
        },
        { ... },
        { ... }
    ]

2. meta - this is the information about the symbol and timing that is returned by the Yahoo API which can be used for error checking. For example confirming you got the right symbol and time intervals

Additional parameters

Additional parameters can be passed to the OHLC.fetch() class method

    from yahoo_finance_async import OHLC, Interval, History

    # Fetch weekly candles for the last year
    await OHLC('AAPL', interval=Interval.WEEK, history=History.YEAR)

    # Fetch hourly candles for the last five days
    await OHLC('AAPL', interval=Interval.HOUR, history=History.FIVE_DAYS)

The Interval and History objects are Enums which show which time periods are available on the API.

Example notebook

To see a live example you can look at the attached notebook

Rate limits

Be careful and kind to the Yahoo Finance API and don't hit it too hard.

Contributing

Currently this API is focused just on the OHLC candle data. If you wish to contribute and extend the functionality please do. Comments, suggestions and pull requests are welcome.

Developers should clone the GitHub repo, and then install the development dependencies in the requirement-dev.txt file. Run all tests with pytest.

If you do contribute please also keep tests and documentation up to date. Thanks.

Release Notes

• 0.1.2 - Fix to stop processing when None values are received from the API when parsing candles
• 0.1.3 - Revised fix to the None values from API when parsing. Now the API will drop candles that cannot be parsed but will raise a Python warning message when this happens.