Yahoo! Finance market data downloader
Project description
Yahoo! Finance market data downloader
Ever since Yahoo! finance decommissioned their historical data API, many programs that relied on it to stop working.
yfinance aimes to solve this problem by offering a reliable, threaded, and Pythonic way to download historical market data from Yahoo! finance.
NOTE
The library was originally named fix-yahoo-finance, but I’ve since renamed it to yfinance as I no longer consider it a mere “fix”. For reasons of backward-competability, fix-yahoo-finance now import and uses yfinance, but you should install and use yfinance directly.
==> Check out this Blog post for a detailed tutorial with code examples.
Quick Start
The Ticker module
The Ticker module, which allows you to access ticker data in amore Pythonic way:
import yfinance as yf msft = yf.Ticker("MSFT") # get stock info msft.info # get historical market data hist = msft.history(period="max") # show actions (dividends, splits) msft.actions # show dividends msft.dividends # show splits msft.splits # show financials msft.financials msft.quarterly_financials # show major holders stock.major_holders # show institutional holders stock.institutional_holders # show balance heet msft.balance_sheet msft.quarterly_balance_sheet # show cashflow msft.cashflow msft.quarterly_cashflow # show earnings msft.earnings msft.quarterly_earnings # show sustainability msft.sustainability # show analysts recommendations msft.recommendations # show next event (earnings, etc) msft.calendar # show options expirations msft.options # get option chain for specific expiration opt = msft.option_chain('YYYY-MM-DD') # data available via: opt.calls, opt.puts
If you want to use a proxy server for downloading data, use:
import yfinance as yf msft = yf.Ticker("MSFT") msft.history(..., proxy="PROXY_SERVER") msft.get_actions(proxy="PROXY_SERVER") msft.get_dividends(proxy="PROXY_SERVER") msft.get_splits(proxy="PROXY_SERVER") msft.get_balance_sheet(proxy="PROXY_SERVER") msft.get_cashflow(proxy="PROXY_SERVER") msgt.option_chain(..., proxy="PROXY_SERVER")
To initialize multiple Ticker objects, use
import yfinance as yf tickers = yf.Tickers('msft aapl goog') # ^ returns a named tuple of Ticker objects # access each ticker using (example) tickers.msft.info tickers.aapl.history(period="1mo") tickers.goog.actions
Fetching data for multiple tickers
import yfinance as yf data = yf.download("SPY AAPL", start="2017-01-01", end="2017-04-30")
I’ve also added some options to make life easier :)
data = yf.download( # or pdr.get_data_yahoo(... # tickers list or string as well tickers = "SPY AAPL MSFT", # use "period" instead of start/end # valid periods: 1d,5d,1mo,3mo,6mo,1y,2y,5y,10y,ytd,max # (optional, default is '1mo') period = "ytd", # fetch data by interval (including intraday if period < 60 days) # valid intervals: 1m,2m,5m,15m,30m,60m,90m,1h,1d,5d,1wk,1mo,3mo # (optional, default is '1d') interval = "1m", # group by ticker (to access via data['SPY']) # (optional, default is 'column') group_by = 'ticker', # adjust all OHLC automatically # (optional, default is False) auto_adjust = True, # download pre/post regular market hours data # (optional, default is False) prepost = True, # use threads for mass downloading? (True/False/Integer) # (optional, default is True) threads = True, # proxy URL scheme use use when downloading? # (optional, default is None) proxy = None )
pandas_datareader override
If your code uses pandas_datareader and you want to download data faster, you can “hijack” pandas_datareader.data.get_data_yahoo() method to use yfinance while making sure the returned data is in the same format as pandas_datareader’s get_data_yahoo().
from pandas_datareader import data as pdr import yfinance as yf yf.pdr_override() # <== that's all it takes :-) # download dataframe data = pdr.get_data_yahoo("SPY", start="2017-01-01", end="2017-04-30")
Installation
Install yfinance using pip:
$ pip install yfinance --upgrade --no-cache-dir
Install yfinance using conda:
$ conda install -c ranaroussi yfinance
Requirements
Optional (if you want to use pandas_datareader)
- pandas_datareader >= 0.4.0
Legal Stuff
yfinance is distributed under the Apache Software License. See the LICENSE.txt file in the release for details.
P.S.
Please drop me an note with any feedback you have.
Ran Aroussi
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