Extension of yfinance package to download wide-form stock data from Yahoo! Finance
Project description
yfinance Package with Wide-Form Data Support and Data Export
Note: currently being refactored to use Spark DataFrame instead of pandas to perform transformations.
yfinance-extended
extends yfinance
package by Ran Aroussi and make it easier to:
- Retrieve multiple-ticker intraday price data in a wide-form
pandas
dataframe; - Read options data for all available expiration dates;
- Retrieve top-of-the-book bid-ask prices and size
Sample Usage
Get Historical Data
Getting past five days of minute-by-minute prices of Apple, Inc., including pre-/post-market data.
import yfinance_extended as yfe
aapl = yfe.StockSymbols(symbols="AAPL")
aapl_price_df = get_historical_prices(aapl, period="5d", interval="1m", prepost=True)
symbols = yfe.StockSymbols(symbols=["AAPL", "GOOGL"])
prices_df = get_historical_prices(symbols, period="5d", interval="1m", prepost=True)
Read all Available Options Information
aapl = yfe.StockSymbols(symbols="AAPL")
options_df = yfe.get_live_options(aapl)
Get Top-of-the-Book Data
aapl = yfe.StockSymbols(symbols="AAPL")
aapl_price_df = yfe.get_live_quote(aapl)
live_prices_df = loader.get_prices(["AAPL", "GOOGL"])
Alternatively, if you wish to save all data into one file:
# Write to one file
yfe.to_parquet(prices_df, filepath="./data/datafile.parquet")
# Read from the file
prices_df = yfe.read_parquet(filepath="./data/datafile.parquet")
Project details
Download files
Download the file for your platform. If you're not sure which to choose, learn more about installing packages.
Source Distribution
Built Distribution
Close
Hashes for yfinance_extended-0.1.0-py3-none-any.whl
Algorithm | Hash digest | |
---|---|---|
SHA256 | 85938af0944f6e27e46067e3c9509c19dde1ee32d8247bcb5ff31ead459725a7 |
|
MD5 | ea3bb8faf7155279c6f6976426e3e425 |
|
BLAKE2b-256 | 3975d425adcc3ecfb8f9876b5237ffcd7324b885c96bf6e35d9bf1466ba04877 |