yfinance-cache 0.4.0

Smart caching wrapper for 'yfinance' module

yfinance-cache

Caching wrapper for yfinance module. Intelligent caching, not dumb caching of web requests:

• If requested data not in cache, yfinance is called
• If all requested data is in cache, return that
• If some in cache but some missing, ask yfinance for the missing data

Additional logic decides if cached data needs refresh.

Interface

Interaction is almost identical to yfinance. Differences are highlighted underneath code:

import yfinance_cache as yfc

msft = yfc.Ticker("MSFT")

# get stock info
msft.info

# get historical market data
hist = msft.history(period="max")
...
# etc. See yfinance documentation for full API

Refreshing cache

msft.history(interval="1d", max_age=datetime.timedelta(hours=1), ...)

max_age controls when to refresh cached data to avoid spam. If market is still open and max_age time has passed since last fetch, then today's cached price data will be refreshed. Defaults to half of interval. Refresh also triggered if market closed since last fetch.

Adjusting price

Price can be adjusted for stock splits, dividends, or both. yfinance only allows control of dividends adjustment via auto_adjust. How Yahoo adjusts for dividends is slightly mysterious so djusted prices are slightly different to Yahoo (tiny relative error ~1e-7)

msft.history(..., adjust_splits=True, adjust_divs=True)

Verifying cache

Cached prices can be compared against latest Yahoo Finance data, and correct differences:

# Verify prices of one ticker symbol
msft.verify_cached_prices(
	correct=False,  # delete incorrect cached data?
	discard_old=False,  # if cached data too old to check (e.g. 30m), assume incorrect and delete?
	quiet=True,  # disable to print summary detail of why cached data wrong
	debug=False,  # enable even more detail for debugging 
	debug_interval=None)  # only verify this interval (note: 1d always verified)

# Verify prices of entire cache, ticker symbols processed alphabetically
yfc.verify_cached_tickers_prices(
	session=None,
	resume_from_tkr=None,  # in case you aborted verification, can jump ahead
	debug_tkr=None,  # only verify this ticker symbol
	debug_interval=None)

Installation

Available on PIP: pip install yfinance_cache

Known issues / pending tasks

• Considering adding a 'verify' function, checking all cached data against Yahoo.
• Add refresh check to financials data, then to earnings dates.

Limitations

Code is being actively developed so some features missing:

• only price data is checked if refresh needed
• Tickers class and download() not available - use Ticker.history()
• pre/post price data not available