Compare commits

...
38 Commits
Author SHA1 Message Date
cmallwitz c71825143e Rework Yahoo after website change (phase 1) 2022-12-18 18:58:59 +00:00
cmallwitz 587b391393 Update to README.md 2022-12-18 17:32:58 +00:00
cmallwitz 605e9ef185 Updated examples.ods for COINBASE 2022-12-13 13:52:29 +00:00
cmallwitz e0491318c3 Fixing Coinbase merge 2022-12-13 13:27:52 +00:00
cmallwitz 24b1406772 Merge branch 'TheSerapher-coinbase-and-macos' 2022-12-13 13:25:08 +00:00
cmallwitz 1d9c4e824f Merge branch 'coinbase-and-macos' of github.com:TheSerapher/Financials-Extension into TheSerapher-coinbase-and-macos 2022-12-13 13:24:24 +00:00
Sebastian Grewe c3a6d8d69a [WIP] Examples.ods 2022-12-13 10:29:00 +01:00
Sebastian Grewe d0fc0ae2bf Revert "[VERSION] 3.1.0"
This reverts commit e4d395240d.
2022-12-09 15:44:48 +01:00
Sebastian Grewe e4d395240d [VERSION] 3.1.0 2022-12-09 15:44:15 +01:00
Sebastian Grewe c3dc5c35fc [ADDED] Super simple test 2022-12-09 15:43:47 +01:00
cmallwitzandSebastian Grewe b356a1bca4 Updated Yahoo EU consent cookies 2022-12-09 15:43:47 +01:00
Sebastian Grewe befd0956f0 [FIX] Compile for MacOS 2022-12-09 15:14:14 +01:00
cmallwitz 9e842b30de Updated Yahoo EU consent cookies 2022-12-09 13:51:19 +00:00
Sebastian Grewe 6d0f56c87d [ADDED] Coinbase Exchange for Crypto symbols 2022-12-09 14:43:35 +01:00
Sebastian Grewe cd41959559 [UPDATE] added support for MacOS to compile.sh 2022-12-09 14:18:48 +01:00
cmallwitz 52e7119081 Updated Yahoo EU consent cookies 2022-11-04 13:25:40 +00:00
cmallwitz 520d2441cb Refresh Yahoo cookies 2022-06-02 21:19:49 +01:00
cmallwitz 8b370dfc73 Updated version 2022-01-07 21:42:07 +00:00
cmallwitz af82f16740 Updated Yahoo EU consent 2022-01-07 21:33:55 +00:00
cmallwitz 4e626c272e Add shares outstanding and free float information 2021-09-28 20:28:00 +01:00
cmallwitz e22dc7448f Fix SSL issue on MacOS 2021-09-11 23:46:42 +01:00
cmallwitz ab34a246e3 Update Readme 2021-08-19 19:50:41 +01:00
cmallwitz aa20845ae4 Fix yield for US mutuals and EFTs 2021-06-08 17:29:47 +01:00
cmallwitz 7fccc7c0ad Fix issue with FT avg vol 2021-05-19 21:44:06 +01:00
cmallwitz 7ddfbd084f Fix for FT symbols containing space 2021-05-15 18:31:10 +01:00
cmallwitz e22d4f46b8 Package all Python dependencies and disable Google as source 2021-04-03 11:23:45 +01:00
cmallwitz 6a3ab22801 Added BID/ASK/BIDSIZE/ASKSIZE/EXPIRY_DATE fields for FT/YAHOO and minor ccy fix 2021-02-22 21:09:03 +00:00
cmallwitz 46e6a68f6c Fix currency issue with Yahoo / Moscow symbols 2021-02-01 20:33:13 +00:00
cmallwitz ddaa4dc0aa Merge branch 'master' of github.com:cmallwitz/Financials-Extension 2021-02-01 20:29:14 +00:00
cmallwitz 9c8a80b1e3 Fix currency issue with Yahoo / Moscow symbols 2021-02-01 20:28:11 +00:00
cmallwitz e99a1109df Fix currency issue with Yahho / Moscow symbols 2021-02-01 20:27:04 +00:00
cmallwitz 372c878bad Fix typo 2021-01-03 18:37:06 +00:00
cmallwitz c3308ee9ec Historic data not working due to missing locale setting on Windows 2021-01-02 17:13:18 +00:00
cmallwitz 85bc40f6bd Fixed typo 2020-12-29 15:04:52 +00:00
cmallwitz 601b91c8c3 Version 2.4.0 and fixed build 2020-12-28 15:55:04 +00:00
cmallwitz 7b806ce527 Renamed files to avoid conflicts with system libraries 2020-12-26 21:29:06 +00:00
cmallwitz 240cfea126 Reworked file handling (now always using utf-8) and logging 2020-12-06 20:23:18 +00:00
cmallwitz 99c660f1ad Fixed FT issue 2020-10-26 09:19:31 +00:00
22 changed files with 1263 additions and 704 deletions
+2 -1
View File
@@ -1,4 +1,5 @@
.idea
src/__pycache__
build/*
Financials-Extension.oxt
Financials-Extension.oxt
_trial_temp
Binary file not shown.
+96 -53
View File
@@ -1,101 +1,144 @@
# Financials-Extension
Extension for LibreOffice Calc to make stock market, index and FX data available in a Calc spread
sheet - currently supports Yahoo's, Financial Times' and Google's (without FX data) finance web sites using web scraping.
### Update (18 Dec 2022) Yahoo deployed a major change to their website breaking the extension. Latest version 3.2.0 restores fields from Summary tab (values from Statistics and Profile tabe will be fixed later)
### System dependencies:
This is a Python based extension for LibreOffice Calc to make stock market, index and FX data available in Calc
spreadsheets - currently supporting Yahoo's and Financial Times' finance websites using old-fashioned web scraping.
Requires the following Python 3 (used by LibreOffice) packages (on top of standard libs): dateutil, pytz, pyparsing
Starting with version 3.1.0, we received a contribution to get crypto data directly from Coinbase
The following steps have worked for me on a fresh Debian installation (as root)
- apt install python3-pip
- pip3 install python-dateutil
- pip3 install pytz
- pip3 install pyparsing
### Feedback requested:
Please provide feedback about using the extension [here](https://github.com/cmallwitz/Financials-Extension/issues/10)
### Usage:
Have a look at the 'releases' tab above: download a prebuild **Financials-Extension.oxt** file and load it into Calc
Under 'Releases' on GitHub [there](https://github.com/cmallwitz/Financials-Extension/releases) is a downloadable **Financials-Extension.oxt** file - load it into Calc
under menu item: Tools, Extension Manager...
Please make sure, not to rename the OXT file when downloading and before installing: LO will mess up the installation otherwise and the extension won't work.
Getting data should be as simple as having this in a cell:
- `=GETREALTIME("IBM",21,"YAHOO")`
- `=GETREALTIME("IBM:NYQ",21,"FT")`
- `=GETREALTIME("EURUSD","LAST_PRICE","FT")`
- `=GETHISTORIC("IBM",90,"2020-12-01","YAHOO")`
- `=GETREALTIME("ETH-USD","LAST_PRICE","COINBASE")`
Codes 21 and 90 stand for "last price" and "close" (see below), respectively.
Only Yahoo has historic data available.
There is a file **examples.ods** there too with usage examples and possible arguments to functions.
You have to check the respective web sites to work out what symbol is the right one for you. If a web site doesn't have
You have to check the respective websites to work out what symbol is the right one for you. If a website doesn't have
the symbol/asset you want, this extension can't help you either. Having said that, I mostly look at US and West European
equities, ETFs and mutual funds and major FX rates - if you have issues with the data available for other assets or
assets in other regions, drop me a line (best to include full URLs and possibly the same asset listed on more than one
site for comparison). While data for last price is most likely consistent across sites, they may differ for other data
points.
List of example URLs for checking symbols. You can start from these and search for other symbols. If you think some data
is available on the website but not from the extension, a good place to start when raising an issue is to include a similar
URL to compare results.
| Website | Symbol | Example URL for Vodafone Group Plc UK |
|:---------|:--------|:-----------------------------------------------------------------|
| YAHOO | VOD.L | https://finance.yahoo.com/quote/VOD.L |
| FT | VOD:LSE | https://markets.ft.com/data/equities/tearsheet/summary?s=VOD:LSE |
| COINBASE | ETH-EUR | https://api.exchange.coinbase.com/products/ETH-EUR/stats |
### LibreOffice: using , (comma) vs ; (semicolon) to separate arguments in formula
There is a setting in "Tools" / "Options..." / "LibreOffice Calc" / "Formula" called "Functions". Here the user can specify the character used to separate arguments in formula.
Mine is set to , (comma) - when I enter ; (semicolon) in a formula (Ubuntu / UK English), no error is reported but the semicolon is converted to , (comma)
Depending on your system's language and default LibreOffice settings, you maybe better off using ; instead of , in your formulas.
### List of supported data points
You can either specify numbers or names (lower or upper case) - not all bits are available from all sources and they are not necessarily consistent across sources either.
You can either specify numbers or names (lower or upper case) - not all bits are available from all sources, and they are not necessarily consistent across sources either.
|Name|Number|Yahoo|FT|Google|
| :--- | :--- | :---: | :---: | :---: |
|PREV_CLOSE|5|Yes|Yes|Yes|
|OPEN|6|Yes|Yes|Yes|
|CHANGE|7|Yes|Yes|Yes|
|LAST_PRICE_DATE|8|Yes|Yes|Yes|
|LAST_PRICE_TIME|10|Yes|Yes|Yes|
|CHANGE_IN_PERCENT|11|Yes|Yes|Yes|
|LOW|14|Yes|Yes|Yes|
|HIGH|16|Yes|Yes|Yes|
|LAST_PRICE|21|Yes|Yes|Yes|
|HIGH_52_WEEK|24|Yes|Yes|Yes|
|LOW_52_WEEK|26|Yes|Yes|Yes|
|MARKET_CAP|27|Yes|Yes|Yes|
|VOLUME|35|Yes|Yes|No|
|AVG_DAILY_VOL_3MONTH|39|Yes|Yes|No|
|BETA|67|Yes|Yes|No|
|EPS|68|Yes|Yes|No|
|PE_RATIO|69|Yes|Yes|No|
|DIV|70|Yes|Yes|No|
|DIV_YIELD|71|Yes|Yes|No|
|EX_DIV_DATE|72|Yes|Yes|No|
|PAYOUT_RATIO|73|Yes|No|No|
|CLOSE|90|(historic)|No|No|
|ADJ_CLOSE|91|(historic)|No|No|
|SECTOR|98|Yes|Yes|No|
|INDUSTRY|99|Yes|Yes|No|
|TICKER|101|Yes|Yes|Yes|
|EXCHANGE|102|Yes|No|Yes|
|CURRENCY|103|Yes|Yes|Yes|
|NAME|104|Yes|Yes|Yes|
|TIMEZONE|105|Yes|Yes|Yes|
| Name | Code | YAHOO | FT | YAHOO (historic) | COINBASE | Notes |
|:---------------------|:-----|:----------------:|:---:|:----------------:|----------|:----------:|
| PREV_CLOSE | 5 | Yes | Yes |||
| OPEN | 6 | Yes | Yes | Yes | Yes ||
| CHANGE | 7 | Yes | Yes |||
| LAST_PRICE_DATE | 8 | Yes | Yes | | | yyyy-mm-dd |
| LAST_PRICE_TIME | 10 | Yes | Yes |||
| CHANGE_IN_PERCENT | 11 | Yes | Yes |||
| LOW | 14 | Yes | Yes | Yes | Yes ||
| HIGH | 16 | Yes | Yes | Yes | Yes ||
| LAST_PRICE | 21 | Yes | Yes | | Yes |
| BID | 22 | Yes | Yes |||
| ASK | 25 | Yes | Yes |||
| HIGH_52_WEEK | 24 | Yes | Yes |||
| LOW_52_WEEK | 26 | Yes | Yes |||
| MARKET_CAP | 27 | Yes | Yes |||
| BIDSIZE | 30 | Yes | Yes |||
| ASKSIZE | 31 | Yes | Yes |||
| VOLUME | 35 | Yes | Yes | Yes | Yes ||
| AVG_DAILY_VOL_3MONTH | 39 | Yes | Yes |||
| BETA | 67 | Yes | Yes |||
| EPS | 68 | Yes | Yes |||
| PE_RATIO | 69 | Yes | Yes |||
| DIV | 70 | Yes | Yes |||
| DIV_YIELD | 71 | Yes | Yes |||
| EX_DIV_DATE | 72 | Yes | Yes | | | yyyy-mm-dd |
| PAYOUT_RATIO | 73 | Yes | No |||
| EXPIRY_DATE | 74 | Yes (on options) | No | | | yyyy-mm-dd |
| SHARES_OUT | 75 | Yes | Yes | | ||
| FREE_FLOAT | 76 | Yes | Yes | | ||
| CLOSE | 90 | No | No | Yes | ||
| ADJ_CLOSE | 91 | No | No | Yes | ||
| SECTOR | 98 | Yes | Yes |||
| INDUSTRY | 99 | Yes | Yes |||
| TICKER | 101 | Yes | Yes | | Yes |
| EXCHANGE | 102 | Yes | No |||
| CURRENCY | 103 | Yes | Yes | | Yes |
| NAME | 104 | Yes | Yes |||
| TIMEZONE | 105 | Yes | Yes |||
### Dealing with missing data:
First of all, a hint for using LibreCalc: if you want to refresh data you can press SHIFT-CTRL-F9 - this will force a
A hint for using LibreCalc: if you want to refresh data you can press SHIFT-CTRL-F9 - this will force a
recalculation of all formulas in all sheets.
Secondly the extension saves some debug information under your user directory in a directory ".financials-extension":
the HTML for each stock symbol is saved in a separate file (depending on source and ticker symbol). You can open it
the HTML for each stock symbol is saved in a separate file (depending on the source and ticker symbol). You can open it
your favorite web browser (or other tools) to check if the page actually contained the information you are looking for.
If it does the file trace.log has a record of all calls to the extension and the value returned to LibreOffice.
If it does, the file trace.log has a record of all calls to the extension with the value returned to LibreOffice.
Otherwise, the file extension.log in the same location might have more details about errors or exceptions.
In general, web scraping can't be compared to using a stable API - the websites might have issues - from a technical or
data perspective. I have found especially on the weekend it can sometimes be "flaky" and closing/reopening LibreCalc can
refresh things.
### Build:
You will need the LibreOffice SDK installed.
On my system I installed packages: libreoffice-dev libreoffice-java-common libreoffice-script-provider-python
On my system (Ubuntu) I installed packages: libreoffice-dev libreoffice-java-common libreoffice-script-provider-python
\# depending on your location...
cd ~/tech/IdeaProjects/Financials-Extension/
python3 src/test_yahoo.py
python3 src/test_google.py
python3 -m unittest discover src
\# This builds file **Financials-Extension.oxt**
./compile.sh
### Tested with:
- Windows 10 / LibreOffice Calc 7.1.2.2 / Python 3.8.8
- Ubuntu 20.04.5 / LibreOffice Calc 6.4.7.2 / Python 3.8.10
- MacOS 10.15.7 / LibreOffice Calc 7.2.0.4 / Python 3.8.10
(Previous versions)
- Debian 10.3 / LibreOffice Calc 6.1.5.2 / Python 3.7.3
- Ubuntu 20.04 / LibreOffice Calc 6.4.3.2 / Python 3.8.2
- Ubuntu 20.10 / LibreOffice Calc 7.0.3.1 / Python 3.8.6
- Ubuntu 19.10 / LibreOffice Calc 6.3.5.2 / Python 3.7.6
- Ubuntu 19.04 / LibreOffice Calc 6.2 / Python 3.7.3
- Ubuntu 18.04.5 / LibreOffice Calc 6 / Python 3.6.9
- Ubuntu 18.04 / LibreOffice Calc 6 / Python 3.6.7
- Ubuntu 16.04 / LibreOffice Calc 5 (previous versions)
Binary file not shown.
+45 -6
View File
@@ -1,7 +1,24 @@
#!/bin/bash
#!/usr/bin/env bash
export PATH=$PATH:/usr/lib/libreoffice/sdk/bin
export PATH=$PATH:/usr/lib/libreoffice/program
set -o errexit
set -o nounset
set -o pipefail
set -o noclobber
if [[ $OSTYPE == "darwin"* ]]; then
echo MacOS
# Assuming both are installed in the applications folder
# Required some steps to make it work for MacOS M1, mind the `find` call which could return more than one (shouldn't)
# install_name_tool -change @__VIA_LIBRARY_PATH__/libreglo.dylib $(find /Applications -name "libreglo.dylib") /Applications/LibreOffice7.4_SDK/bin/idlc
# install_name_tool -change @__VIA_LIBRARY_PATH__/libuno_sal.dylib.3 $(find /Applications -name "libuno_sal.dylib.3") /Applications/LibreOffice7.4_SDK/bin/idlc
# install_name_tool -change @__VIA_LIBRARY_PATH__/libuno_salhelpergcc3.dylib.3 $(find /Applications -name "libuno_salhelpergcc3.dylib.3") /Applications/LibreOffice7.4_SDK/bin/idlc
# codesign --force -s - $(find /Applications -name "idlc")
export PATH=$PATH:/Applications/LibreOffice7.4_SDK/bin
export PATH=$PATH:/Applications/LibreOffice.app/Contents/MacOS
else
export PATH=$PATH:/usr/lib/libreoffice/sdk/bin
export PATH=$PATH:/usr/lib/libreoffice/program
fi
# Setup build directories
@@ -29,9 +46,31 @@ cp -f "${PWD}"/src/baseclient.py "${PWD}"/build/
cp -f "${PWD}"/src/jsonParser.py "${PWD}"/build/
cp -f "${PWD}"/src/naivehtmlparser.py "${PWD}"/build/
cp -f "${PWD}"/src/tz.py "${PWD}"/build/
cp -f "${PWD}"/src/ft.py "${PWD}"/build/
cp -f "${PWD}"/src/google.py "${PWD}"/build/
cp -f "${PWD}"/src/yahoo.py "${PWD}"/build/
cp -f "${PWD}"/src/financials_ft.py "${PWD}"/build/
cp -f "${PWD}"/src/financials_google.py "${PWD}"/build/
cp -f "${PWD}"/src/financials_yahoo.py "${PWD}"/build/
cp -f "${PWD}"/src/financials_coinbase.py "${PWD}"/build/
# this copies python modules dateutil, pytz, pyparsing to extension so it doesn't have to be installed by user
TMPFILE=`mktemp`
wget "https://files.pythonhosted.org/packages/d4/70/d60450c3dd48ef87586924207ae8907090de0b306af2bce5d134d78615cb/python_dateutil-2.8.1-py2.py3-none-any.whl" -O $TMPFILE
unzip $TMPFILE dateutil/\* -d "${PWD}"/build/
rm $TMPFILE
wget "https://files.pythonhosted.org/packages/70/94/784178ca5dd892a98f113cdd923372024dc04b8d40abe77ca76b5fb90ca6/pytz-2021.1-py2.py3-none-any.whl" -O $TMPFILE
unzip $TMPFILE pytz/\* -d "${PWD}"/build/
rm $TMPFILE
wget "https://files.pythonhosted.org/packages/8a/bb/488841f56197b13700afd5658fc279a2025a39e22449b7cf29864669b15d/pyparsing-2.4.7-py2.py3-none-any.whl" -O $TMPFILE
unzip $TMPFILE pyparsing.py -d "${PWD}"/build/
rm $TMPFILE
# Windows LibreOffice 7.1 Python is missing this...
wget "https://files.pythonhosted.org/packages/ee/ff/48bde5c0f013094d729fe4b0316ba2a24774b3ff1c52d924a8a4cb04078a/six-1.15.0-py2.py3-none-any.whl" -O $TMPFILE
unzip $TMPFILE six.py -d "${PWD}"/build/
rm $TMPFILE
echo "Package into oxt file..."
pushd "${PWD}"/build/
BIN
View File
Binary file not shown.
+90 -31
View File
@@ -15,15 +15,15 @@ import os
import pathlib
import random
import select
from http.client import HTTPConnection, HTTPSConnection, HTTPException
from http import cookiejar
import urllib.request
from http import cookiejar
from http.client import HTTPConnection, HTTPSConnection, HTTPException
from datacode import Datacode
logger = logging.getLogger(__name__)
# logger.setLevel(logging.DEBUG)
@@ -48,22 +48,25 @@ class BaseClient:
os.makedirs(self.basedir, exist_ok=True)
user_agents = [
'Mozilla/5.0 (X11; Ubuntu; Linux x86_64; rv:75.0) Gecko/20100101 Firefox/75.0',
'Mozilla/5.0 (Windows NT 6.3; Win64; x64; rv:75.0) Gecko/20100101 Firefox/75.0',
'Mozilla/5.0 (X11; Ubuntu; Linux x86_64; rv:76.0) Gecko/20100101 Firefox/76.0',
'Mozilla/5.0 (Windows NT 6.3; Win64; x64; rv:76.0) Gecko/20100101 Firefox/76.0',
'Mozilla/5.0 (X11; Ubuntu; Linux x86_64; rv:77.0) Gecko/20100101 Firefox/77.0',
'Mozilla/5.0 (Windows NT 6.3; Win64; x64; rv:77.0) Gecko/20100101 Firefox/77.0',
'Mozilla/5.0 (X11; Ubuntu; Linux x86_64; rv:78.0) Gecko/20100101 Firefox/78.0',
'Mozilla/5.0 (X11; Ubuntu; Linux x86_64; rv:79.0) Gecko/20100101 Firefox/79.0',
'Mozilla/5.0 (X11; Ubuntu; Linux x86_64; rv:80.0) Gecko/20100101 Firefox/80.0',
'Mozilla/5.0 (X11; Ubuntu; Linux x86_64; rv:96.0) Gecko/20100101 Firefox/96.0',
'Mozilla/5.0 (X11; Ubuntu; Linux x86_64; rv:97.0) Gecko/20100101 Firefox/97.0',
'Mozilla/5.0 (X11; Ubuntu; Linux x86_64; rv:98.0) Gecko/20100101 Firefox/96.0',
'Mozilla/5.0 (X11; Ubuntu; Linux x86_64; rv:99.0) Gecko/20100101 Firefox/97.0',
'Mozilla/5.0 (X11; Ubuntu; Linux x86_64; rv:100.0) Gecko/20100101 Firefox/97.0',
'Mozilla/5.0 (X11; Ubuntu; Linux x86_64; rv:101.0) Gecko/20100101 Firefox/97.0',
'Mozilla/5.0 (X11; Ubuntu; Linux x86_64; rv:102.0) Gecko/20100101 Firefox/97.0',
'Mozilla/5.0 (X11; Ubuntu; Linux x86_64; rv:103.0) Gecko/20100101 Firefox/97.0',
'Mozilla/5.0 (X11; Ubuntu; Linux x86_64; rv:104.0) Gecko/20100101 Firefox/97.0',
'Mozilla/5.0 (X11; Ubuntu; Linux x86_64; rv:105.0) Gecko/20100101 Firefox/97.0',
'Mozilla/5.0 (X11; Ubuntu; Linux x86_64; rv:106.0) Gecko/20100101 Firefox/97.0',
'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/78.0.3904.108 Safari/537.36',
'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/79.0.3945.130 Safari/537.36',
'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/80.0.3987.149 Safari/537.36',
'Mozilla/5.0 (X11; Linux x86_64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/83.0.4103.106 Safari/537.36',
'Mozilla/5.0 (X11; Linux x86_64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/84.0.4104.0 Safari/537.36',
'Mozilla/5.0 (X11; Linux x86_64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/85.0.4149.0 Safari/537.36'
'Mozilla/5.0 (X11; Linux x86_64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/85.0.4149.0 Safari/537.36',
'Mozilla/5.0 (X11; Linux x86_64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/87.0.4280.88 Safari/537.36'
]
self.default_headers = {
@@ -104,7 +107,7 @@ class BaseClient:
connection = HTTPConnection(host, **kwargs) if scheme == 'http:' else HTTPSConnection(host, **kwargs)
logger.debug('Creating request -----------------------------------------------------')
logger.info('url=%s', url)
logger.info("url='%s'", url)
self.last_url = url
@@ -138,9 +141,12 @@ class BaseClient:
self.response = self.request('POST' if data else 'GET', url, data, headers, cookies, **kwargs)
text = self.response.read()
# Allow two redirects: used by Yahoo for some cookie based consent
# Allow redirects - used by Yahoo for some cookie based consent
redirect_count = 3
if 300 <= self.response.status < 400:
while 300 <= self.response.status < 400 and redirect_count >= 0:
redirect_count -= 1
location = self.response.getheader('Location')
if location and redirect:
@@ -152,20 +158,6 @@ class BaseClient:
self.response = self.request('POST' if data else 'GET', location, data, headers, cookies, **kwargs)
text = self.response.read()
if 300 <= self.response.status < 400:
location = self.response.getheader('Location')
if location and redirect:
if location.startswith('/'):
scheme, _, host, path = url.split('/', 3)
location = '{}//{}{}'.format(scheme, host, location)
self.response = self.request('POST' if data else 'GET', location, data, headers, cookies, **kwargs)
text = self.response.read()
else:
raise RedirectException(location)
else:
raise RedirectException(location)
@@ -182,6 +174,49 @@ class BaseClient:
return text
def get_ticker(self):
tick = {}
tick[Datacode.ADJ_CLOSE] = None
tick[Datacode.ASKSIZE] = None
tick[Datacode.ASK] = None
tick[Datacode.AVG_DAILY_VOL_3MONTH] = None
tick[Datacode.BETA] = None
tick[Datacode.BIDSIZE] = None
tick[Datacode.BID] = None
tick[Datacode.CHANGE] = None
tick[Datacode.CHANGE_IN_PERCENT] = None
tick[Datacode.CURRENCY] = None
tick[Datacode.DIV] = None
tick[Datacode.DIV_YIELD] = None
tick[Datacode.EPS] = None
tick[Datacode.EXCHANGE] = None
tick[Datacode.EXPIRY_DATE] = None
tick[Datacode.EX_DIV_DATE] = None
tick[Datacode.FREE_FLOAT] = None
tick[Datacode.HIGH] = None
tick[Datacode.HIGH_52_WEEK] = None
tick[Datacode.INDUSTRY] = None
tick[Datacode.LAST_PRICE] = None
tick[Datacode.LAST_PRICE_DATE] = None
tick[Datacode.LAST_PRICE_TIME] = None
tick[Datacode.LOW] = None
tick[Datacode.LOW_52_WEEK] = None
tick[Datacode.MARKET_CAP] = None
tick[Datacode.NAME] = None
tick[Datacode.OPEN] = None
tick[Datacode.PAYOUT_RATIO] = None
tick[Datacode.PE_RATIO] = None
tick[Datacode.PREV_CLOSE] = None
tick[Datacode.SECTOR] = None
tick[Datacode.SHARES_OUT] = None
tick[Datacode.TICKER] = None
tick[Datacode.TIMEZONE] = None
tick[Datacode.VOLUME] = None
return tick
def _return_value(self, data: dict, datacode: int):
"""
@@ -229,6 +264,18 @@ class BaseClient:
elif datacode == Datacode.LAST_PRICE.value and Datacode.LAST_PRICE in data:
return data[Datacode.LAST_PRICE]
elif datacode == Datacode.BID.value and Datacode.BID in data:
return data[Datacode.BID]
elif datacode == Datacode.ASK.value and Datacode.ASK in data:
return data[Datacode.ASK]
elif datacode == Datacode.BIDSIZE.value and Datacode.BIDSIZE in data:
return data[Datacode.BIDSIZE]
elif datacode == Datacode.ASKSIZE.value and Datacode.ASKSIZE in data:
return data[Datacode.ASKSIZE]
elif datacode == Datacode.LOW_52_WEEK.value and Datacode.LOW_52_WEEK in data:
return data[Datacode.LOW_52_WEEK]
@@ -268,6 +315,18 @@ class BaseClient:
elif datacode == Datacode.PAYOUT_RATIO.value and Datacode.PAYOUT_RATIO in data:
return data[Datacode.PAYOUT_RATIO]
elif datacode == Datacode.EXPIRY_DATE.value and Datacode.EXPIRY_DATE in data:
if data[Datacode.EXPIRY_DATE]:
return data[Datacode.EXPIRY_DATE].isoformat()
else:
return data[Datacode.EXPIRY_DATE]
elif datacode == Datacode.FREE_FLOAT.value and Datacode.FREE_FLOAT in data:
return data[Datacode.FREE_FLOAT]
elif datacode == Datacode.SHARES_OUT.value and Datacode.SHARES_OUT in data:
return data[Datacode.SHARES_OUT]
elif datacode == Datacode.CLOSE.value and Datacode.CLOSE in data:
return data[Datacode.CLOSE]
+8
View File
@@ -24,6 +24,11 @@ class Datacode(Enum):
LAST_PRICE = 21
BID = 22
ASK = 25
BIDSIZE = 30
ASKSIZE = 31
HIGH_52_WEEK = 24
LOW_52_WEEK = 26
MARKET_CAP = 27
@@ -38,6 +43,9 @@ class Datacode(Enum):
DIV_YIELD = 71
EX_DIV_DATE = 72
PAYOUT_RATIO = 73
EXPIRY_DATE = 74
SHARES_OUT = 75
FREE_FLOAT = 76
CLOSE = 90
ADJ_CLOSE = 91
+19
View File
@@ -0,0 +1,19 @@
<?xml version="1.0" encoding="UTF-8"?>
<description xmlns="http://openoffice.org/extensions/description/2006"
xmlns:d="http://openoffice.org/extensions/description/2006"
xmlns:l="http://libreoffice.org/extensions/description/2011"
xmlns:xlink="http://www.w3.org/1999/xlink">
<!-- only used for testing -->
<dependencies>
<l:LibreOffice-minimal-version value="5.0" d:name="LibreOffice 5.0" />
</dependencies>
<identifier value="com.financials.getinfo" />
<version value="3.0.0" />
<display-name><name lang="en">Financial Market Extension</name></display-name>
<publisher><name xlink:href="https://github.com/cmallwitz/Financials-Extension" lang="en">The Publisher</name></publisher>
<extension-description><src xlink:href="description-en-US.txt" lang="en" /></extension-description>
</description>
+72 -19
View File
@@ -8,35 +8,69 @@
# version 3 of the License, or (at your option) any later version.
import datetime
import dateutil.parser
import inspect
import locale
import logging
import os
import sys
import pathlib
import platform
import ssl
import sys
import time
from functools import wraps
from importlib import util
import xml.etree.ElementTree as ET
import unohelper
from com.financials.getinfo import Financials
basedir = os.path.join(str(pathlib.Path.home()), '.financials-extension')
os.makedirs(basedir, exist_ok=True)
logging.basicConfig(
handlers=[logging.FileHandler(filename=os.path.join(basedir, 'extension.log'), encoding='utf-8', mode='a+')],
format="%(asctime)s %(name)s %(levelname)s %(message)s",
level=logging.WARN)
# Add current directory to import path
current_dir = os.path.dirname(os.path.abspath(inspect.getfile(inspect.currentframe())))
if current_dir not in sys.path:
sys.path.insert(0, current_dir)
dateutil_missing = util.find_spec("dateutil") is None
pyparsing_missing = util.find_spec("pyparsing") is None
pytz_missing = util.find_spec("pytz") is None
if dateutil_missing or pyparsing_missing or pytz_missing:
msg = ''
msg += ' dateutil' if dateutil_missing else ''
msg += ' pyparsing' if pyparsing_missing else ''
msg += ' pytz' if pytz_missing else ''
raise Exception("THIS EXTENSION NEEDS THE FOLLOWING PYTHON 3 LIBRARIES INSTALLED:" + msg)
import dateutil.parser
import pytz
import pyparsing
import six
from datacode import Datacode
import google
import yahoo
import ft
from version import version
import financials_google as google
import financials_yahoo as yahoo
import financials_coinbase as coinbase
import financials_ft as ft
implementation_name = "com.financials.getinfo.python.FinancialsImpl" # as defined in Financials.xcu
implementation_services = ("com.sun.star.sheet.AddIn",)
basedir = os.path.join(str(pathlib.Path.home()), '.financials-extension')
os.makedirs(basedir, exist_ok=True)
# Disabling SSL certificate validation as Python setup on MacOS seems to be broken
# Only reading public data so this should be safe
try:
_create_unverified_https_context = ssl._create_unverified_context
except AttributeError:
pass
else:
ssl._create_default_https_context = _create_unverified_https_context
def profile(fn):
@@ -46,7 +80,7 @@ def profile(fn):
r = fn(*args, **kwargs)
elapsed = time.perf_counter() - start
with open(os.path.join(basedir, 'trace.log'), "a+") as text_file:
with open(os.path.join(basedir, 'trace.log'), "a+", encoding="utf-8") as text_file:
print(
f"{datetime.datetime.now().strftime('%Y-%m-%d %H:%M:%S.%f')} {fn.__name__} *args={args[1:]} r='{r}' {(1000 * elapsed):.3f} ms",
file=text_file)
@@ -63,12 +97,13 @@ class FinancialsImpl(unohelper.Base, Financials):
self.ctx = ctx
self.google = google.createInstance(ctx)
self.yahoo = yahoo.createInstance(ctx)
self.coinbase = coinbase.createInstance(ctx)
self.ft = ft.createInstance(ctx)
@profile
def getRealtime(self, ticker, datacode=None, source=None):
if ticker == 'SUPPORT':
if ticker == 'SUPPORT' or ticker == 'support':
return self.support(datacode)
try:
@@ -101,12 +136,15 @@ class FinancialsImpl(unohelper.Base, Financials):
ticker = str(ticker).strip()
source = str(source).upper()
if source == 'GOOGLE':
s = self.google.getRealtime(ticker, datacode)
elif source == 'YAHOO':
# if source == 'GOOGLE':
# s = self.google.getRealtime(ticker, datacode)
# el
if source == 'YAHOO':
s = self.yahoo.getRealtime(ticker, datacode)
elif source == 'FT':
s = self.ft.getRealtime(ticker, datacode)
elif source == 'COINBASE':
s = self.coinbase.getRealtime(ticker, datacode)
else:
s = 'Source \'{}\' not supported'.format(source)
@@ -163,7 +201,7 @@ class FinancialsImpl(unohelper.Base, Financials):
try:
offset = int(date) # offset for 1899-12-30
d = dateutil.parser.parse('1899-12-30') + datetime.timedelta(days=offset)
d = dateutil.parser.parse('1899-12-30', yearfirst=True, dayfirst=False) + datetime.timedelta(days=offset)
d = d.date().isoformat()
except:
return 'Date format not supported: {}'.format(date)
@@ -172,7 +210,7 @@ class FinancialsImpl(unohelper.Base, Financials):
elif type(date) == str:
try:
int(dateutil.parser.parse(date).strftime('%s'))
int(dateutil.parser.parse(date, yearfirst=True, dayfirst=False).timestamp())
except:
return 'Date format not supported: \'{}\''.format(date)
@@ -200,7 +238,14 @@ class FinancialsImpl(unohelper.Base, Financials):
@profile
def support(self, datacode):
s = 'ctx={}\nid(self)={}\nversion={}\nfile={}\ncwd={}\nhome={}\nuname={}\npid={}\nsys.executable={}\nsys.version={}'.format(
version = '0.0.0'
description_file = os.path.join(os.path.dirname(os.path.realpath(__file__)), 'description.xml')
for e in ET.parse(description_file).getroot():
if e.tag.endswith('version'):
version = e.attrib['value']
s = 'ctx={}\nid(self)={}\nversion={}\nfile={}\ncwd={}\nhome={}\nuname={}\npid={}\nsys.executable={}\nsys.version={}\nsys.path={}\nlocale={}\ndefaultlocale={}\ndateutil={}\npytz={}\npyparsing={}\nsix={}'.format(
self.ctx,
id(self),
version,
@@ -210,7 +255,15 @@ class FinancialsImpl(unohelper.Base, Financials):
' '.join(platform.uname()),
os.getpid(),
sys.executable,
sys.version.replace("\n", " "))
sys.version.replace("\n", " "),
sys.path,
locale.getlocale(),
locale.getdefaultlocale(),
dateutil.__version__,
pytz.__version__,
pyparsing.__version__,
six.__version__,
)
if datacode:
s = '{}\ntype(datacode)={}\nstr(datacode)={}'.format(
@@ -225,6 +278,6 @@ def createInstance(ctx):
return FinancialsImpl(ctx)
# pythonloader looks for a static g_ImplementationHelper variable
# python loader looks for a static g_ImplementationHelper variable
g_ImplementationHelper = unohelper.ImplementationHelper()
g_ImplementationHelper.addImplementation(createInstance, implementation_name, implementation_services, )
+109
View File
@@ -0,0 +1,109 @@
# financials_coinbase.py
#
# license: GNU LGPL
#
# This library is free software; you can redistribute it and/or
# modify it under the terms of the GNU Lesser General Public
# License as published by the Free Software Foundation; either
# version 3 of the License, or (at your option) any later version.
import csv
import datetime
import logging
import os
import pprint
import re
import time
import json
import dateutil.parser
import pytz
import jsonParser
from baseclient import BaseClient, HttpException
from datacode import Datacode
logger = logging.getLogger(__name__)
# logger.setLevel(logging.DEBUG)
class Coinbase(BaseClient):
def __init__(self, ctx):
super().__init__()
self.crumb = None
self.realtime = {}
self.js = jsonParser.jsonObject
def getRealtime(self, ticker, datacode):
"""
Retrieve realtime data for ticker from Coinbase and cache it for further lookups
:param ticker: the ticker symbol e.g. ETH-EUR
:param datacode: the requested datacode, not all are supported
:return:
"""
# remove white space
ticker = "".join(ticker.split())
# use cached value for up to 60 seconds
if ticker in self.realtime:
tick = self.realtime[ticker]
if time.time() - 60 < tick[Datacode.TIMESTAMP]:
return self._return_value(tick, datacode)
else:
del self.realtime[ticker]
url = 'https://api.exchange.coinbase.com/products/{}/stats'.format(ticker)
try:
text = self.urlopen(url, redirect=True, data=None, headers=None)
except BaseException as e:
logger.exception("BaseException ticker=%s datacode=%s", ticker, datacode)
return 'Coinbase.getRealtime({}, {}) - urlopen: {}'.format(ticker, datacode, e)
try:
with open(os.path.join(self.basedir, 'coinbase-{}.json'.format(ticker)), "w", encoding="utf-8") as text_file:
print(f"<!-- '{url}' -->\r\n\r\n{text}", file=text_file)
except BaseException:
logger.exception("BaseException ticker=%s datacode=%s", ticker, datacode)
try:
results = json.loads(text)
except BaseException as e:
logger.exception("BaseException ticker=%s datacode=%s", ticker, datacode)
return 'Coinbase.getRealtime({}, {}) - crumb: {}'.format(ticker, datacode, e)
try:
price = results['last']
if not price:
return 'Could not find price for \'{}\''.format(ticker)
if ticker not in self.realtime:
self.realtime[ticker] = self.get_ticker()
tick = self.realtime[ticker]
tick[Datacode.TIMESTAMP] = time.time()
tick[Datacode.LAST_PRICE] = float(price)
tick[Datacode.OPEN] = float(results['open'])
tick[Datacode.HIGH] = float(results['high'])
tick[Datacode.LOW] = float(results['low'])
tick[Datacode.VOLUME] = float(results['volume'])
tick[Datacode.TICKER] = ticker.split('-', 1)[0]
tick[Datacode.CURRENCY] = ticker.split('-', 1)[1]
except BaseException as e:
logger.exception("BaseException ticker=%s datacode=%s", ticker, datacode)
return 'Coinbase.getRealtime({}, {}) - process: {}'.format(ticker, datacode, e)
return self._return_value(self.realtime[ticker], datacode)
def createInstance(ctx):
return Coinbase(ctx)
+51 -51
View File
@@ -1,4 +1,4 @@
# ft.py
# financials_ft.py
#
# license: GNU LGPL
#
@@ -7,13 +7,14 @@
# License as published by the Free Software Foundation; either
# version 3 of the License, or (at your option) any later version.
import dateutil.parser
import html
import logging
import os
import re
import time
import traceback
import urllib.parse
import dateutil.parser
import jsonParser
from baseclient import BaseClient
@@ -21,6 +22,8 @@ from datacode import Datacode
from tz import whois_timezone_info
logger = logging.getLogger(__name__)
# logger.setLevel(logging.DEBUG)
@@ -50,16 +53,13 @@ class FT(BaseClient):
def getRealtime(self, ticker: str, datacode: int):
"""
Retrieve data for ticker from Alpha Vantage and cache it for further lookups
Retrieve data for ticker from Financial Times and cache it for further lookups
:param ticker: the ticker symbol e.g. VOD.LON
:param ticker: the ticker symbol e.g. VOD:LSE
:param datacode: the requested datacode
:return:
"""
# remove white space
ticker = "".join(ticker.split())
# use cached value for up to 60 seconds
if ticker in self.realtime:
tick = self.realtime[ticker]
@@ -69,55 +69,31 @@ class FT(BaseClient):
del self.realtime[ticker]
if ticker not in self.realtime:
self.realtime[ticker] = {}
self.realtime[ticker] = self.get_ticker()
tick = self.realtime[ticker]
asset_class = self.guess_asset_class(ticker)
url = f'https://markets.ft.com/data/{asset_class}/tearsheet/summary?s={ticker}'
url = f'https://markets.ft.com/data/{asset_class}/tearsheet/summary?s={urllib.parse.quote_plus(ticker)}'
try:
text = self.urlopen(url, redirect=True, data=None, headers=None)
with open(os.path.join(self.basedir, f'ft-{ticker}.html'), "w") as text_file:
print(f"<!-- '{self.last_url}' -->\r\n\r\n{text}", file=text_file)
except BaseException as e:
logger.error(traceback.format_exc())
logger.exception("BaseException ticker=%s datacode=%s", ticker, datacode)
return f'FT.getRealtime({ticker}, {datacode}) - urlopen endpoint: {str(e)}'
try:
temp = ticker.replace(':', '_') # Windows can't have ':' in file names
with open(os.path.join(self.basedir, f'ft-{temp}.html'), "w", encoding="utf-8") as text_file:
print(f"<!-- '{self.last_url}' -->\r\n\r\n{text}", file=text_file)
except BaseException:
logger.exception("BaseException ticker=%s datacode=%s %s", ticker, datacode)
tick[Datacode.TIMESTAMP] = time.time()
tick[Datacode.NAME] = None
tick[Datacode.TICKER] = None
tick[Datacode.CURRENCY] = None
tick[Datacode.LAST_PRICE] = None
tick[Datacode.CHANGE] = None
tick[Datacode.CHANGE_IN_PERCENT] = None
tick[Datacode.VOLUME] = None
tick[Datacode.LOW_52_WEEK] = None
tick[Datacode.HIGH_52_WEEK] = None
tick[Datacode.LAST_PRICE_DATE] = None
tick[Datacode.LAST_PRICE_TIME] = None
tick[Datacode.TIMEZONE] = None
tick[Datacode.OPEN] = None
tick[Datacode.HIGH] = None
tick[Datacode.LOW] = None
tick[Datacode.PREV_CLOSE] = None
tick[Datacode.MARKET_CAP] = None
tick[Datacode.EXCHANGE] = None
tick[Datacode.AVG_DAILY_VOL_3MONTH] = None
tick[Datacode.BETA] = None
tick[Datacode.EPS] = None
tick[Datacode.PE_RATIO] = None
tick[Datacode.DIV] = None
tick[Datacode.DIV_YIELD] = None
tick[Datacode.EX_DIV_DATE] = None
tick[Datacode.PAYOUT_RATIO] = None
try:
r = '<div class="mod-tearsheet-overview__header"><h1 [^>]*>(.*?)</h1>'
r = '<h1 class="mod-tearsheet-overview__header__name mod-tearsheet-overview__header__name--large">(.*?)</h1>'
match = re.compile(r, flags=re.DOTALL).search(text)
if not match:
return None
@@ -142,7 +118,7 @@ class FT(BaseClient):
tick[Datacode.INDUSTRY] = self.save_wrapper(
lambda: html.unescape(match.group(2)).strip())
r = r'<span [^>]*>Price \(([A-Z]+|--)\)</span><span [^>]*>([0-9,\.]+)</span>'
r = r'<span [^>]*>Price \(([A-Za-z]{3}|--)\)</span><span [^>]*>([0-9,\.]+)</span>'
match = re.compile(r, flags=re.DOTALL).search(text, start)
if match:
start = match.span(0)[1]
@@ -191,7 +167,7 @@ class FT(BaseClient):
try:
value = html.unescape(match.group(1)).strip()
dt = dateutil.parser.parse(value, tzinfos=whois_timezone_info)
dt = dateutil.parser.parse(value, yearfirst=True, dayfirst=False, tzinfos=whois_timezone_info)
tick[Datacode.LAST_PRICE_DATE] = dt.date()
tick[Datacode.LAST_PRICE_TIME] = dt.time()
@@ -199,7 +175,7 @@ class FT(BaseClient):
if len(time_bits) >= 4:
tick[Datacode.TIMEZONE] = time_bits[-1]
except BaseException as e:
except BaseException:
pass
# second attempt at 52 week range
@@ -241,18 +217,42 @@ class FT(BaseClient):
tick[Datacode.LOW] = self.save_wrapper(
lambda: float(html.unescape(match.group(1)).replace(',', '').strip()))
r = r'<th>\s*Bid\s*</th><td>([0-9,\.]+)</td>'
match = re.compile(r, flags=re.DOTALL).search(text, start)
if match:
tick[Datacode.BID] = self.save_wrapper(
lambda: float(html.unescape(match.group(1)).replace(',', '').strip()))
r = r'<th>\s*Offer\s*</th><td>([0-9,\.]+)</td>'
match = re.compile(r, flags=re.DOTALL).search(text, start)
if match:
tick[Datacode.ASK] = self.save_wrapper(
lambda: float(html.unescape(match.group(1)).replace(',', '').strip()))
r = r'<th>\s*Previous close\s*</th><td>\s*([0-9,\.]+)\s*</td>'
match = re.compile(r, flags=re.DOTALL).search(text, start)
if match:
tick[Datacode.PREV_CLOSE] = self.save_wrapper(
lambda: float(html.unescape(match.group(1)).replace(',', '').strip()))
r = r'<th>\s*Average volume\s*</th><td>\s*([0-9,\.btnm]+)\s*</td>'
r = r'<th>\s*Average volume\s*</th><td>\s*([0-9,\.btnmk]+)\s*</td>'
match = re.compile(r, flags=re.DOTALL).search(text, start)
if match:
tick[Datacode.AVG_DAILY_VOL_3MONTH] = self.save_wrapper(
lambda: handle_abbreviations(html.unescape(match.group(1))))
r = r'<th>\s*Shares outstanding\s*</th><td>\s*([0-9,\.btnmk]+)\s*</td>'
match = re.compile(r, flags=re.DOTALL).search(text, start)
if match:
tick[Datacode.SHARES_OUT] = self.save_wrapper(
lambda: handle_abbreviations(html.unescape(match.group(1))))
r = r'<th>\s*Free float\s*</th><td>\s*([0-9,\.btnmk]+)\s*</td>'
match = re.compile(r, flags=re.DOTALL).search(text, start)
if match:
tick[Datacode.FREE_FLOAT] = self.save_wrapper(
lambda: handle_abbreviations(html.unescape(match.group(1))))
r = r'<th>\s*P/E.*?</th><td>\s*([0-9,\.\-]+)\s*<'
match = re.compile(r, flags=re.DOTALL).search(text, start)
if match:
@@ -263,7 +263,7 @@ class FT(BaseClient):
tick[Datacode.PE_RATIO] = self.save_wrapper(
lambda: float(value))
r = r'<th>\s*Market cap\s*</th><td>\s*([0-9,\.btnm]+)\s*<'
r = r'<th>\s*Market cap\s*</th><td>\s*([0-9,\.btnmk]+)\s*<'
match = re.compile(r, flags=re.DOTALL).search(text, start)
if match:
tick[Datacode.MARKET_CAP] = self.save_wrapper(
@@ -292,13 +292,13 @@ class FT(BaseClient):
if match:
try:
value = html.unescape(match.group(1)).strip()
dt = dateutil.parser.parse(value, tzinfos=whois_timezone_info)
dt = dateutil.parser.parse(value, yearfirst=True, dayfirst=False, tzinfos=whois_timezone_info)
tick[Datacode.EX_DIV_DATE] = dt.date()
except BaseException as e:
except BaseException:
pass
except BaseException as e:
logger.error(traceback.format_exc())
logger.exception("BaseException ticker=%s datacode=%s", ticker, datacode)
return f'FT.getRealtime({ticker}, {datacode}) - process: {str(e)}'
logger.info(tick)
+15 -32
View File
@@ -1,4 +1,4 @@
# google.py
# financials_google.py
#
# license: GNU LGPL
#
@@ -8,15 +8,15 @@
# version 3 of the License, or (at your option) any later version.
import dateutil
import html
import logging
import os
import re
import time
import traceback
import xml.etree.ElementTree as ET
import dateutil
from baseclient import BaseClient, RedirectException
from datacode import Datacode
from naivehtmlparser import NaiveHTMLParser
@@ -81,7 +81,7 @@ class Google(BaseClient):
except RedirectException as e:
self.location = e.location.replace('&' + q_param, '')
except BaseException as e:
logger.error(traceback.format_exc())
logger.exception("BaseException ticker=%s datacode=%s", ticker, datacode)
return 'Google.getRealtime(\'{}\', {}) - location: {}'.format(ticker, datacode, e)
if not self.location:
@@ -91,41 +91,24 @@ class Google(BaseClient):
try:
text = self.urlopen(url)
with open(os.path.join(self.basedir, 'google-{}.html'.format(ticker)), "w") as text_file:
print(f"<!-- '{url}' -->\r\n\r\n{text}", file=text_file)
except BaseException as e:
logger.error(traceback.format_exc())
logger.exception("BaseException ticker=%s datacode=%s", ticker, datacode)
return 'Google.getRealtime(\'{}\', {}) - urlopen: {} {}'.format(ticker, datacode, e, url)
try:
temp = ticker.replace(':', '_') # Windows can't have ':' in file names
with open(os.path.join(self.basedir, 'google-{}.html'.format(temp)), "w", encoding="utf-8") as text_file:
print(f"<!-- '{url}' -->\r\n\r\n{text}", file=text_file)
except BaseException as e:
logger.exception("BaseException ticker=%s datacode=%s", ticker, datacode)
if ticker not in self.realtime:
self.realtime[ticker] = {}
self.realtime[ticker] = self.get_ticker()
tick = self.realtime[ticker]
tick[Datacode.TIMESTAMP] = time.time()
tick[Datacode.NAME] = None
tick[Datacode.TICKER] = None
tick[Datacode.CURRENCY] = None
tick[Datacode.LAST_PRICE] = None
tick[Datacode.CHANGE] = None
tick[Datacode.CHANGE_IN_PERCENT] = None
tick[Datacode.VOLUME] = None
tick[Datacode.LOW_52_WEEK] = None
tick[Datacode.HIGH_52_WEEK] = None
tick[Datacode.LAST_PRICE_DATE] = None
tick[Datacode.LAST_PRICE_TIME] = None
tick[Datacode.TIMEZONE] = None
tick[Datacode.OPEN] = None
tick[Datacode.HIGH] = None
tick[Datacode.LOW] = None
tick[Datacode.PREV_CLOSE] = None
tick[Datacode.MARKET_CAP] = None
tick[Datacode.EXCHANGE] = None
tick[Datacode.AVG_DAILY_VOL_3MONTH] = None
try:
r = '<span[^>]+role="heading"[^>]+>(.*?)</span>'
pattern = re.compile(r)
@@ -196,7 +179,7 @@ class Google(BaseClient):
try:
value = html.unescape(header.find('./div[1]/span[1]/span[2]').text).replace('·', '').strip()
logger.debug(value)
dt = dateutil.parser.parse(value, tzinfos=whois_timezone_info)
dt = dateutil.parser.parse(value, yearfirst=True, dayfirst=False, tzinfos=whois_timezone_info)
tick[Datacode.LAST_PRICE_DATE] = dt.date()
tick[Datacode.LAST_PRICE_TIME] = dt.time()
@@ -252,7 +235,7 @@ class Google(BaseClient):
logger.info(tick)
except BaseException as e:
logger.warning(traceback.format_exc())
logger.exception("BaseException ticker=%s datacode=%s", ticker, datacode)
return 'Google.getRealtime({}, {}) - process: {}'.format(ticker, datacode, e)
return self._return_value(self.realtime[ticker], datacode)
+412
View File
@@ -0,0 +1,412 @@
# financials_yahoo.py
#
# license: GNU LGPL
#
# This library is free software; you can redistribute it and/or
# modify it under the terms of the GNU Lesser General Public
# License as published by the Free Software Foundation; either
# version 3 of the License, or (at your option) any later version.
import csv
import datetime
import html
import logging
import os
import pprint
import re
import time
import urllib.parse
from http import cookiejar
import dateutil.parser
import pytz
import jsonParser
from baseclient import BaseClient, HttpException
from datacode import Datacode
from naivehtmlparser import NaiveHTMLParser
logger = logging.getLogger(__name__)
# logger.setLevel(logging.DEBUG)
def handle_abbreviations(s):
s = str(s).strip()
if s.endswith('M'):
return float(s[:-1]) * 1000000
elif s.endswith('B'):
return float(s[:-1]) * 1000000000
elif s.endswith('T'):
return float(s[:-1]) * 1000000000000
return float(s)
def raw(m, key, default=0.0):
try:
return m[key]['raw']
except:
pass
return default
def fmt(m, key, default=0.0):
try:
return m[key]['fmt']
except:
pass
return default
def cookie(name, value):
return cookiejar.Cookie(version=0, name=name, value=value,
port=None, port_specified=False, domain=".yahoo.com", domain_specified=True,
domain_initial_dot=True, path="/", path_specified=True, secure=True, expires=None,
discard=False, comment=None, comment_url=None, rest=dict())
class Yahoo(BaseClient):
def __init__(self, ctx):
super().__init__()
self.crumb = None
self.realtime = {}
self.historicdata = {}
self.js = jsonParser.jsonObject
def _read_ticker_csv_file(self, ticker):
fn = os.path.join(self.basedir, 'yahoo-{}.csv'.format(ticker))
if not os.path.isfile(fn):
return
with open(fn, newline='', encoding="utf-8") as csvfile:
reader = csv.DictReader(csvfile)
ticks = {}
for row in reader:
tick = self.get_ticker()
try:
tick[Datacode.OPEN] = float(row['Open'])
tick[Datacode.LOW] = float(row['Low'])
tick[Datacode.HIGH] = float(row['High'])
tick[Datacode.VOLUME] = float(row['Volume'])
tick[Datacode.CLOSE] = float(row['Close'])
tick[Datacode.ADJ_CLOSE] = float(row['Adj Close'])
except:
pass
if len(tick) > 0:
ticks[row['Date']] = tick
self.historicdata[ticker] = ticks
def getRealtime(self, ticker, datacode):
"""
Retrieve realtime data for ticker from Yahoo Finance and cache it for further lookups
:param ticker: the ticker symbol e.g. VOD.L
:param datacode: the requested datacode
:return:
"""
# remove white space
ticker = "".join(ticker.split())
# use cached value for up to 60 seconds
if ticker in self.realtime:
tick = self.realtime[ticker]
if time.time() - 60 < tick[Datacode.TIMESTAMP]:
return self._return_value(tick, datacode)
else:
del self.realtime[ticker]
if ticker not in self.realtime:
self.realtime[ticker] = self.get_ticker()
tick = self.realtime[ticker]
url = 'https://finance.yahoo.com/quote/{}?p={}'.format(ticker, ticker)
cookies = [
cookie("A1", "d=AQABBDcIZWMCEHYhFYqQ7qyTvvD2eAT87mcFEgABCAGDlGPBY_bPb2UB9qMAAAcILwhlY6iIogg&S=AQAAAjZvTuAn1nH4h71eKJtCEHk"),
cookie("A1S", "d=AQABBDcIZWMCEHYhFYqQ7qyTvvD2eAT87mcFEgABCAGDlGPBY_bPb2UB9qMAAAcILwhlY6iIogg&S=AQAAAjZvTuAn1nH4h71eKJtCEHk&j=GDPR"),
cookie("A3", "d=AQABBDcIZWMCEHYhFYqQ7qyTvvD2eAT87mcFEgABCAGDlGPBY_bPb2UB9qMAAAcILwhlY6iIogg&S=AQAAAjZvTuAn1nH4h71eKJtCEHk"),
cookie("GUC", "AQABCAFjlINjwUIcFQQQ&s=AQAAAFOQKXn7&g=Y5M5Jg"),
cookie("GUCS", "ASHFadZS"),
cookie("maex", "{\"v2\":{}}"),
cookie("PRF", "t=TQQQ%2BASTO.L%2BCHMI%2BVFIAX%2BIBM%2BXMR-USD%2BMVV%2BSECU-B.ST%2BMSFT"),
cookie("thamba", "1")
]
try:
text = self.urlopen(url, redirect=True, data=None, headers=None, cookies=cookies)
except BaseException as e:
logger.exception("BaseException ticker=%s datacode=%s", ticker, datacode)
return 'Yahoo.getRealtime({}, {}) - urlopen: {}'.format(ticker, datacode, e)
try:
with open(os.path.join(self.basedir, 'yahoo-{}.html'.format(ticker)), "w", encoding="utf-8") as text_file:
print(f"<!-- '{url}' -->\r\n\r\n{text}", file=text_file)
except BaseException:
logger.exception("BaseException ticker=%s datacode=%s", ticker, datacode)
try:
r = '"crumb":"([^"]{11})"'
pattern = re.compile(r)
match = pattern.search(text)
if match:
self.crumb = match.group(1)
except BaseException as e:
logger.exception("BaseException ticker=%s datacode=%s", ticker, datacode)
return 'Yahoo.getRealtime({}, {}) - crumb: {}'.format(ticker, datacode, e)
tick[Datacode.TIMESTAMP] = time.time()
try:
parser = NaiveHTMLParser()
root = parser.feed(text)
parser.close()
except BaseException as e:
logger.exception("BaseException ticker=%s datacode=%s", ticker, datacode)
return 'Yahoo.getRealtime({}, {}) - HTML parsing: {}'.format(ticker, datacode, e)
try:
parsed = {}
found = root.findall(f".//fin-streamer[@data-symbol='{ticker}']")
for d in found:
if hasattr(d, 'attrib') and 'data-field' in d.attrib and 'value' in d.attrib:
parsed[d.attrib['data-field']] = d.attrib['value'].replace('', '-').replace(',', '').strip()
found = root.findall(f".//td[@data-test]")
for d in found:
if d:
span = d.find('./span')
if hasattr(span, 'text'):
parsed[d.attrib['data-test']] = span.text.replace('', '-').replace(',', '').strip()
else:
if hasattr(d, 'attrib') and hasattr(d, 'text'):
parsed[d.attrib['data-test']] = d.text.replace('', '-').replace(',', '').strip()
if 'regularMarketPrice' not in parsed:
return None
tick[Datacode.PREV_CLOSE] = self.save_wrapper(lambda: float(parsed['PREV_CLOSE-value']))
tick[Datacode.OPEN] = self.save_wrapper(lambda: float(parsed['OPEN-value']))
tick[Datacode.CHANGE] = self.save_wrapper(lambda: float(parsed['regularMarketChange']))
tick[Datacode.CHANGE_IN_PERCENT] = self.save_wrapper(lambda: float(parsed['regularMarketChangePercent']))
t = parsed['DAYS_RANGE-value'] if 'DAYS_RANGE-value' in parsed else ''
t = t.split(' - ')
tick[Datacode.LOW] = self.save_wrapper(lambda: float(t[0]))
tick[Datacode.HIGH] = self.save_wrapper(lambda: float(t[1]))
tick[Datacode.LAST_PRICE] = self.save_wrapper(lambda: float(parsed['regularMarketPrice']))
tick[Datacode.VOLUME] = self.save_wrapper(lambda: float(parsed['regularMarketVolume']))
tick[Datacode.AVG_DAILY_VOL_3MONTH] = self.save_wrapper(lambda: float(parsed['AVERAGE_VOLUME_3MONTH-value']))
tick[Datacode.BETA] = self.save_wrapper(lambda: float(parsed['BETA_5Y-value']))
tick[Datacode.EPS] = self.save_wrapper(lambda: float(parsed['EPS_RATIO-value']))
tick[Datacode.PE_RATIO] = self.save_wrapper(lambda: float(parsed['PE_RATIO-value']))
t = parsed['DIVIDEND_AND_YIELD-value'] if 'DIVIDEND_AND_YIELD-value' in parsed else ''
t = t.replace('(', '').replace(')', '').replace('%', '').strip().split(' ')
tick[Datacode.DIV] = self.save_wrapper(lambda: float(t[0]))
tick[Datacode.DIV_YIELD] = self.save_wrapper(lambda: float(t[1])/100.0)
tick[Datacode.EX_DIV_DATE] = self.save_wrapper(
lambda: dateutil.parser.parse(str(parsed['EX_DIVIDEND_DATE-value']), yearfirst=True, dayfirst=False).date())
# https://finance.yahoo.com/quote/IBM/key-statistics?p=IBM
# tick[Datacode.SHARES_OUT] = float(raw(defaultKeyStatistics, 'sharesOutstanding'))
# tick[Datacode.FREE_FLOAT] = float(raw(defaultKeyStatistics, 'floatShares'))
# tick[Datacode.PAYOUT_RATIO] = float(raw(summaryDetail, 'payoutRatio'))
t = parsed['FIFTY_TWO_WK_RANGE-value'] if 'FIFTY_TWO_WK_RANGE-value' in parsed else ''
t = t.split(' - ')
tick[Datacode.LOW_52_WEEK] = self.save_wrapper(lambda: float(t[0]))
tick[Datacode.HIGH_52_WEEK] = self.save_wrapper(lambda: float(t[1]))
tick[Datacode.MARKET_CAP] = self.save_wrapper(lambda: float(handle_abbreviations(parsed['MARKET_CAP-value'])))
t = parsed['BID-value'] if 'BID-value' in parsed else ''
t = t.split(' x ')
tick[Datacode.BID] = self.save_wrapper(lambda: float(t[0]))
tick[Datacode.BIDSIZE] = self.save_wrapper(lambda: float(t[1]))
t = parsed['ASK-value'] if 'ASK-value' in parsed else ''
t = t.split(' x ')
tick[Datacode.ASK] = self.save_wrapper(lambda: float(t[0]))
tick[Datacode.ASKSIZE] = self.save_wrapper(lambda: float(t[1]))
tick[Datacode.EXPIRY_DATE] = self.save_wrapper(
lambda: dateutil.parser.parse(str(parsed['EXPIRE_DATE-value']), yearfirst=True, dayfirst=False).date())
r = '<div id="quote-market-notice"[^>]*><span>([^>]*)</span></div>'
match = re.compile(r, flags=re.DOTALL).search(text)
if match:
t = html.unescape(match.group(1)).strip().split(' ')
tick[Datacode.TIMEZONE] = self.save_wrapper(lambda: pytz.timezone(t[-1]))
# if quoteType:
# t = int(price['regularMarketTime'])
# tz = pytz.timezone(quoteType['exchangeTimezoneName'])
#
# tick[Datacode.TIMEZONE] = tz
# dt = datetime.datetime.fromtimestamp(t, tz)
#
# tick[Datacode.LAST_PRICE_DATE] = dt.date()
# tick[Datacode.LAST_PRICE_TIME] = dt.time()
tick[Datacode.TICKER] = ticker
r = '<span>(\\w+?) - [^>]*Currency in ([\\w]+)[^>]*</span>'
match = re.compile(r, flags=re.DOTALL).search(text)
if match:
tick[Datacode.EXCHANGE] = self.save_wrapper(lambda: html.unescape(match.group(1)).strip())
tick[Datacode.CURRENCY] = self.save_wrapper(lambda: html.unescape(match.group(2)).strip())
# fallback for yield on US mutual funds and ETFs, which is in different field
if not tick[Datacode.DIV_YIELD]:
tick[Datacode.DIV_YIELD] = self.save_wrapper(lambda: float(parsed['LAST_DIVIDEND-value']))
tick[Datacode.NAME] = self.save_wrapper(
lambda: html.unescape(root.find('.//h1').text).strip())
if not tick[Datacode.NAME]:
tick[Datacode.NAME] = tick[Datacode.TICKER]
# https://finance.yahoo.com/quote/IBM/profile?p=IBM
# tick[Datacode.SECTOR] = self.save_wrapper(lambda: str(results['summaryProfile']['sector']))
# tick[Datacode.INDUSTRY] = self.save_wrapper(lambda: str(results['summaryProfile']['industry']))
except BaseException as e:
logger.exception("BaseException ticker=%s datacode=%s", ticker, datacode)
return 'Yahoo.getRealtime({}, {}) - process: {}'.format(ticker, datacode, e)
return self._return_value(self.realtime[ticker], datacode)
def getHistoric(self, ticker: str, datacode: int, date):
"""
Retrieve historic data for ticker from Yahoo Finance and cache it for further lookups
:param ticker: the ticker symbol e.g. VOD.L
:param datacode: the requested datacode
:param date: the requested date
:return:
"""
# remove white space
ticker = "".join(ticker.split())
min_tick_date = None
# dividend and splits will change past adjusted prices
# the moment we are asked for ADJ_CLOSE we ignore the ticker cache to refresh
if Datacode.ADJ_CLOSE != datacode and ticker not in self.historicdata:
self._read_ticker_csv_file(ticker)
try:
date_as_dt = dateutil.parser.parse(date, yearfirst=True, dayfirst=False)
except BaseException as e:
logger.exception("BaseException ticker=%s datacode=%s", ticker, datacode)
return 'Yahoo.getHistoric({}, {}, {}) - date_as_dt: {}'.format(ticker, datacode, date, e)
if ticker in self.historicdata:
ticks = self.historicdata[ticker]
if date in ticks:
return self._return_value(ticks[date], datacode)
# weekend, trading holiday or as yet un-fetched
if min(ticks) <= date <= max(ticks):
return 'Not a trading day \'{}\''.format(date)
# (potentially) future date
if date > max(ticks):
t1 = int(date_as_dt.timestamp())
t2 = int(time.time())
if t1 > t2:
return 'Future date \'{}\''.format(date)
min_tick_date = int(dateutil.parser.parse(min(ticks), yearfirst=True, dayfirst=False).timestamp()) # remember current earliest date
if not self.crumb:
self.getRealtime(ticker, datacode)
if not self.crumb:
return 'Yahoo.getHistoric({}, {}, {}) - crumb missing'.format(ticker, datacode, date)
try:
t1 = int(date_as_dt.timestamp())
t2 = int(time.time())
if min_tick_date:
t1 = min_tick_date
if t1 >= t2:
return 'Future date \'{}\''.format(date)
if t1 < int(dateutil.parser.parse('2000-01-01', yearfirst=True, dayfirst=False).timestamp()):
return 'Date before 2000 \'{}\''.format(date)
t1 = t1 - 2682000 # pad with extra month
except BaseException as e:
logger.exception("BaseException ticker=%s datacode=%s", ticker, datacode)
return 'Yahoo.getHistoric({}, {}, {}) - date: {}'.format(ticker, datacode, date, e)
try:
url = 'https://query1.finance.yahoo.com/v7/finance/download/{}' \
'?period1={}&period2={}&interval=1d&events=history&crumb={}' \
.format(ticker, t1, t2, urllib.parse.quote_plus(self.crumb))
text = self.urlopen(url)
with open(os.path.join(self.basedir, 'yahoo-{}.csv'.format(ticker)), "w", encoding="utf-8") as csv_file:
print(text, file=csv_file)
self._read_ticker_csv_file(ticker)
except HttpException:
logger.exception("HttpException ticker=%s datacode=%s date=%s", ticker, datacode, date)
return None
except BaseException as e:
logger.exception("BaseException ticker=%s datacode=%s date=%s", ticker, datacode, date)
return 'Yahoo.getHistoric({}, {}, {}) - urlopen: {}'.format(ticker, datacode, date, e)
try:
if ticker in self.historicdata:
ticks = self.historicdata[ticker]
if date in ticks:
return self._return_value(ticks[date], datacode)
# future date
if date > max(ticks):
return 'Future date \'{}\''.format(date)
# weekend or trading holiday
return 'Not a trading day \'{}\''.format(date)
except BaseException as e:
logger.exception("BaseException ticker=%s datacode=%s", ticker, datacode)
return 'Yahoo.getHistoric({}, {}, {}) - process: {}'.format(ticker, datacode, date, e)
return None
def createInstance(ctx):
return Yahoo(ctx)
+1 -7
View File
@@ -14,19 +14,13 @@ import os
cur_dir = os.getcwd()
addin_id = "com.financials.getinfo"
addin_version = "2.2.0"
addin_version = "3.2.0"
addin_displayname = "Financial Market Extension"
addin_publisher_link = "https://github.com/cmallwitz/Financials-Extension"
addin_publisher_name = "The Publisher"
print("Generating extension files for version", addin_version)
################################################################################
# version.py
version_file = open(cur_dir + '/build/version.py', 'w')
version_file.write(f"version = '{addin_version}'")
version_file.close()
################################################################################
# description.xml
+37
View File
@@ -0,0 +1,37 @@
# test_yahoo.py
#
# license: GNU LGPL
#
# This library is free software; you can redistribute it and/or
# modify it under the terms of the GNU Lesser General Public
# License as published by the Free Software Foundation; either
# version 3 of the License, or (at your option) any later version.
import argparse
import logging
import os
import pathlib
import sys
import unittest
logging.basicConfig(level=logging.ERROR, format="%(asctime)s %(name)s %(levelname)s %(message)s")
import financials
from datacode import Datacode
import testutils
financials = financials.createInstance(None)
class Test(unittest.TestCase):
def test_currency(self):
s = financials.getRealtime('ETH-EUR', Datacode.LAST_PRICE.value, 'COINBASE')
self.assertEqual(float, type(s), 'test_currency LAST_PRICE')
if __name__ == '__main__':
parser = argparse.ArgumentParser()
parser.add_argument('unittest_args', nargs='*')
args = parser.parse_args()
unit_argv = [sys.argv[0]] + args.unittest_args
unittest.main(argv=unit_argv)
+130 -59
View File
@@ -12,13 +12,13 @@ import logging
import sys
import unittest
logging.basicConfig(level=logging.ERROR, format="%(asctime)s %(name)s %(levelname)s %(message)s")
import financials
import testutils
financials = financials.createInstance(None)
logging.basicConfig(level=logging.ERROR)
class Test(unittest.TestCase):
@@ -30,55 +30,60 @@ class Test(unittest.TestCase):
self.assertEqual(str, type(s), 'test_currency CURRENCY')
def test_US_equity(self):
s = financials.getRealtime('INTC:NSQ', 'CHANGE', 'FT')
self.assertEqual(float, type(s), 'test_US_equity CHANGE {}'.format(s))
s = financials.getRealtime('INTC:NSQ', 'CHANGE_IN_PERCENT', 'FT')
self.assertEqual(float, type(s), 'test_US_equity CHANGE_IN_PERCENT {}'.format(s))
self.assertEqual(float, type(s), 'test_US_equity CHANGE_IN_PERCENT {}'.format(s))
s = financials.getRealtime('INTC:NSQ', 'AVG_DAILY_VOL_3MONTH', 'FT')
self.assertEqual(float, type(s), 'test_US_equity AVG_DAILY_VOL_3MONTH {}'.format(s))
self.assertEqual(float, type(s), 'test_US_equity AVG_DAILY_VOL_3MONTH {}'.format(s))
s = financials.getRealtime('INTC:NSQ', 'MARKET_CAP', 'FT')
self.assertEqual(float, type(s), 'test_US_equity MARKET_CAP {}'.format(s))
self.assertEqual(float, type(s), 'test_US_equity MARKET_CAP {}'.format(s))
s = financials.getRealtime('IBM:NYQ', 'TICKER', 'FT')
self.assertEqual(str, type(s), 'test_US_equity TICKER {}'.format(s))
self.assertEqual('IBM:NYQ', s, 'test_US_equity TICKER {}'.format(s))
s = financials.getRealtime('IBM:NYQ', 'PREV_CLOSE', 'FT')
self.assertEqual(float, type(s), 'test_US_equity PREV_CLOSE {}'.format(s))
self.assertEqual(float, type(s), 'test_US_equity PREV_CLOSE {}'.format(s))
s = financials.getRealtime('IBM:NYQ', 'OPEN', 'FT')
self.assertEqual(float, type(s), 'test_US_equity OPEN {}'.format(s))
self.assertEqual(float, type(s), 'test_US_equity OPEN {}'.format(s))
s = financials.getRealtime('IBM:NYQ', 'LAST_PRICE', 'FT')
self.assertEqual(float, type(s), 'test_US_equity LAST_PRICE {}'.format(s))
self.assertEqual(float, type(s), 'test_US_equity LAST_PRICE {}'.format(s))
s = financials.getRealtime('IBM:NYQ', 'LOW', 'FT')
self.assertEqual(float, type(s), 'test_US_equity LOW {}'.format(s))
self.assertEqual(float, type(s), 'test_US_equity LOW {}'.format(s))
s = financials.getRealtime('IBM:NYQ', 'HIGH', 'FT')
self.assertEqual(float, type(s), 'test_US_equity HIGH {}'.format(s))
self.assertEqual(float, type(s), 'test_US_equity HIGH {}'.format(s))
s = financials.getRealtime('IBM:NYQ', 'VOLUME', 'FT')
self.assertEqual(float, type(s), 'test_US_equity VOLUME {}'.format(s))
self.assertEqual(float, type(s), 'test_US_equity VOLUME {}'.format(s))
s = financials.getRealtime('IBM:NYQ', 'BETA', 'FT')
self.assertTrue(testutils.is_positive_float(s), 'test_US_equity BETA {}'.format(s))
s = financials.getRealtime('IBM:NYQ', 'EPS', 'FT')
self.assertEqual(float, type(s), 'test_US_equity EPS {}'.format(s))
self.assertEqual(float, type(s), 'test_US_equity EPS {}'.format(s))
s = financials.getRealtime('IBM:NYQ', 'SHARES_OUT', 'FT')
self.assertEqual(float, type(s), 'test_US_equity SHARES_OUT {}'.format(s))
s = financials.getRealtime('IBM:NYQ', 'FREE_FLOAT', 'FT')
self.assertEqual(float, type(s), 'test_US_equity FREE_FLOAT {}'.format(s))
s = financials.getRealtime('IBM:NYQ', 'PE_RATIO', 'FT')
self.assertEqual(float, type(s), 'test_US_equity PE_RATIO {}'.format(s))
self.assertEqual(float, type(s), 'test_US_equity PE_RATIO {}'.format(s))
s = financials.getRealtime('IBM:NYQ', 'DIV', 'FT')
self.assertEqual(float, type(s), 'test_US_equity DIV {}'.format(s))
self.assertEqual(float, type(s), 'test_US_equity DIV {}'.format(s))
s = financials.getRealtime('IBM:NYQ', 'DIV_YIELD', 'FT')
self.assertEqual(float, type(s), 'test_US_equity DIV_YIELD {}'.format(s))
self.assertEqual(float, type(s), 'test_US_equity DIV_YIELD {}'.format(s))
s = financials.getRealtime('IBM:NYQ', 'EX_DIV_DATE', 'FT')
self.assertEqual(str, type(s), 'test_US_equity EX_DIV_DATE {}'.format(s))
@@ -97,15 +102,15 @@ class Test(unittest.TestCase):
s = financials.getRealtime('IBM:NYQ', 'INDUSTRY', 'FT')
self.assertEqual(str, type(s), 'test_US_equity INDUSTRY {}'.format(s))
self.assertEqual(s, 'Software & Computer Services', 'test_US_equity INDUSTRY {}'.format(s))
self.assertEqual(s, 'Technology', 'test_US_equity INDUSTRY {}'.format(s))
# may fail (s is None) on weekends when date/time displayed doesn't have time component with TZ
s = financials.getRealtime('IBM:NYQ', 'TIMEZONE', 'FT')
self.assertEqual(str, type(s), 'test_US_equity TIMEZONE {}'.format(s))
def test_US_mutuals(self):
s = financials.getRealtime('VGSLX', 'LAST_PRICE', 'FT')
self.assertEqual(float, type(s), 'test_US_mutuals LAST_PRICE {}'.format(s))
self.assertEqual(float, type(s), 'test_US_mutuals LAST_PRICE {}'.format(s))
s = financials.getRealtime('VGSLX', 'NAME', 'FT')
self.assertEqual("Vanguard Real Estate Index Fund Admiral Shares", s, 'test_US_mutuals NAME {}'.format(s))
@@ -114,13 +119,13 @@ class Test(unittest.TestCase):
self.assertEqual('USD', s, 'test_US_mutuals CURRENCY {}'.format(s))
s = financials.getRealtime('VGSLX', 'CHANGE', 'FT')
self.assertEqual(float, type(s), 'test_US_mutuals CHANGE {}'.format(s))
self.assertEqual(float, type(s), 'test_US_mutuals CHANGE {}'.format(s))
s = financials.getRealtime('VGSLX', 'CHANGE_IN_PERCENT', 'FT')
self.assertEqual(float, type(s), 'test_US_mutuals CHANGE_IN_PERCENT {}'.format(s))
self.assertEqual(float, type(s), 'test_US_mutuals CHANGE_IN_PERCENT {}'.format(s))
s = financials.getRealtime('VFIAX', 'LAST_PRICE', 'FT')
self.assertEqual(float, type(s), 'test_US_mutuals LAST_PRICE {}'.format(s))
self.assertEqual(float, type(s), 'test_US_mutuals LAST_PRICE {}'.format(s))
s = financials.getRealtime('VFIAX', 'LAST_PRICE_DATE', 'FT')
self.assertEqual(str, type(s), 'test_US_mutuals LAST_PRICE_DATE {}'.format(s))
@@ -130,22 +135,37 @@ class Test(unittest.TestCase):
self.assertEqual(str, type(s), 'test_US_mutuals LAST_PRICE_TIME {}'.format(s))
def test_UK_ETF(self):
s = financials.getRealtime('CSP1:LSE:GBX', 'NAME', 'FT')
self.assertEqual(str, type(s), 'test_UK_ETF NAME {}'.format(s))
self.assertEqual('iShares Core S&P 500 UCITS ETF USD (Acc)', s, 'test_UK_ETF NAME {}'.format(s))
s = financials.getRealtime('C060:GER:EUR', 'NAME', 'FT')
self.assertEqual(str, type(s), 't_UK_ETF NAME {}'.format(s))
self.assertEqual(str, type(s), 'test_UK_ETF NAME {}'.format(s))
s = financials.getRealtime('VERX:LSE:GBP', 'LAST_PRICE', 'FT')
self.assertEqual(float, type(s), 'test_UK_ETF LAST_PRICE {}'.format(s))
self.assertEqual(float, type(s), 'test_UK_ETF LAST_PRICE {}'.format(s))
s = financials.getRealtime('VERX:LSE:GBP', 'TIMEZONE', 'FT')
self.assertEqual(str, type(s), 'test_UK_ETF TIMEZONE {}'.format(s))
def test_DE_equity(self):
def test_UK_equity(self):
s = financials.getRealtime('VOD:LSE', 'NAME', 'FT')
self.assertEqual(str, type(s), 'test_UK_equity NAME {}'.format(s))
self.assertEqual('Vodafone Group PLC', s, 'test_UK_ETF NAME {}'.format(s))
s = financials.getRealtime('VOD:LSE', 'BID', 'FT')
self.assertEqual(float, type(s), 'test_UK_equity BID {}'.format(s))
s = financials.getRealtime('VOD:LSE', 'ASK', 'FT')
self.assertEqual(float, type(s), 'test_UK_equity ASK {}'.format(s))
s = financials.getRealtime('VOD:LSE', 'LAST_PRICE', 'FT')
self.assertEqual(float, type(s), 'test_UK_equity LAST_PRICE {}'.format(s))
s = financials.getRealtime('VOD:LSE', 'TIMEZONE', 'FT')
self.assertEqual(str, type(s), 'test_UK_equity TIMEZONE {}'.format(s))
def test_DE_equity(self):
s = financials.getRealtime('SAPX:GER', 'NAME', 'FT')
self.assertEqual('SAP SE', s, 'test_DE_equity NAME {}'.format(s))
@@ -156,31 +176,31 @@ class Test(unittest.TestCase):
self.assertEqual('EUR', s, 'test_DE_equity CURRENCY {}'.format(s))
s = financials.getRealtime('SAPX:GER', 'LAST_PRICE', 'FT')
self.assertEqual(float, type(s), 'test_DE_equity LAST_PRICE {}'.format(s))
self.assertEqual(float, type(s), 'test_DE_equity LAST_PRICE {}'.format(s))
s = financials.getRealtime('SAPX:GER', 'CHANGE', 'FT')
self.assertEqual(float, type(s), 'test_DE_equity CHANGE {}'.format(s))
self.assertEqual(float, type(s), 'test_DE_equity CHANGE {}'.format(s))
s = financials.getRealtime('SAPX:GER', 'CHANGE_IN_PERCENT', 'FT')
self.assertEqual(float, type(s), 'test_DE_equity CHANGE_IN_PERCENT {}'.format(s))
self.assertEqual(float, type(s), 'test_DE_equity CHANGE_IN_PERCENT {}'.format(s))
s = financials.getRealtime('SAPX:GER', 'VOLUME', 'FT')
self.assertEqual(float, type(s), 'test_DE_equity VOLUME {}'.format(s))
self.assertEqual(float, type(s), 'test_DE_equity VOLUME {}'.format(s))
s = financials.getRealtime('SAPX:GER', 'OPEN', 'FT')
self.assertEqual(float, type(s), 'test_DE_equity OPEN {}'.format(s))
self.assertEqual(float, type(s), 'test_DE_equity OPEN {}'.format(s))
s = financials.getRealtime('SAPX:GER', 'HIGH', 'FT')
self.assertEqual(float, type(s), 'test_DE_equity HIGH {}'.format(s))
self.assertEqual(float, type(s), 'test_DE_equity HIGH {}'.format(s))
s = financials.getRealtime('SAPX:GER', 'LOW', 'FT')
self.assertEqual(float, type(s), 'test_DE_equity LOW {}'.format(s))
self.assertEqual(float, type(s), 'test_DE_equity LOW {}'.format(s))
s = financials.getRealtime('SAPX:GER', 'PREV_CLOSE', 'FT')
self.assertEqual(float, type(s), 'test_DE_equity PREV_CLOSE {}'.format(s))
self.assertEqual(float, type(s), 'test_DE_equity PREV_CLOSE {}'.format(s))
s = financials.getRealtime('SAPX:GER', 'MARKET_CAP', 'FT')
self.assertEqual(float, type(s), 'test_DE_equity MARKET_CAP {}'.format(s))
self.assertEqual(float, type(s), 'test_DE_equity MARKET_CAP {}'.format(s))
s = financials.getRealtime('SAPX:GER', 'SECTOR', 'FT')
self.assertEqual(str, type(s), 'test_DE_equity SECTOR {}'.format(s))
@@ -188,7 +208,7 @@ class Test(unittest.TestCase):
s = financials.getRealtime('SAPX:GER', 'INDUSTRY', 'FT')
self.assertEqual(str, type(s), 'test_DE_equity INDUSTRY {}'.format(s))
self.assertEqual('Software & Computer Services', s, 'test_DE_equity INDUSTRY {}'.format(s))
self.assertEqual('Technology', s, 'test_DE_equity INDUSTRY {}'.format(s))
s = financials.getRealtime('SAPX:GER', 'LAST_PRICE_DATE', 'FT')
self.assertEqual(str, type(s), 'test_DE_equity LAST_PRICE_DATE {}'.format(s))
@@ -201,66 +221,83 @@ class Test(unittest.TestCase):
self.assertTrue(testutils.is_positive_float(s), 'test_DE_equity BETA {}'.format(s))
s = financials.getRealtime('SAPX:GER', 'EPS', 'FT')
self.assertEqual(float, type(s), 'test_DE_equity EPS {}'.format(s))
self.assertEqual(float, type(s), 'test_DE_equity EPS {}'.format(s))
s = financials.getRealtime('SAPX:GER', 'SHARES_OUT', 'FT')
self.assertEqual(float, type(s), 'test_DE_equity SHARES_OUT {}'.format(s))
s = financials.getRealtime('SAPX:GER', 'FREE_FLOAT', 'FT')
self.assertEqual(float, type(s), 'test_DE_equity FREE_FLOAT {}'.format(s))
s = financials.getRealtime('SAPX:GER', 'PE_RATIO', 'FT')
self.assertEqual(float, type(s), 'test_DE_equity PE_RATIO {}'.format(s))
self.assertEqual(float, type(s), 'test_DE_equity PE_RATIO {}'.format(s))
s = financials.getRealtime('SAPX:GER', 'DIV', 'FT')
self.assertEqual(float, type(s), 'test_DE_equity DIV {}'.format(s))
self.assertEqual(float, type(s), 'test_DE_equity DIV {}'.format(s))
s = financials.getRealtime('SAPX:GER', 'DIV_YIELD', 'FT')
self.assertEqual(float, type(s), 'test_DE_equity DIV_YIELD {}'.format(s))
self.assertEqual(float, type(s), 'test_DE_equity DIV_YIELD {}'.format(s))
s = financials.getRealtime('SAPX:GER', 'EX_DIV_DATE', 'FT')
self.assertEqual(str, type(s), 'test_DE_equity EX_DIV_DATE {}'.format(s))
self.assertTrue(testutils.is_date(s), 'test_DE_equity EX_DIV_DATE {}'.format(s))
s = financials.getRealtime('ISHAX:GER', 'NAME', 'FT')
self.assertEqual('Intershop Communications AG', s, 'test_DE_equity NAME {}'.format(s))
self.assertEqual('INTERSHOP Communications AG', s, 'test_DE_equity NAME {}'.format(s))
s = financials.getRealtime('ISHAX:GER', 'BETA', 'FT')
self.assertTrue(testutils.is_positive_float(s), 'test_DE_equity BETA {}'.format(s))
s = financials.getRealtime('ISHAX:GER', 'MARKET_CAP', 'FT')
self.assertEqual(float, type(s), 'test_DE_equity MARKET_CAP {}'.format(s))
self.assertEqual(float, type(s), 'test_DE_equity MARKET_CAP {}'.format(s))
s = financials.getRealtime('ISHAX:GER', 'EPS', 'FT')
self.assertEqual(float, type(s), 'test_DE_equity EPS {}'.format(s))
self.assertEqual(float, type(s), 'test_DE_equity EPS {}'.format(s))
s = financials.getRealtime('ISHAX:GER', 'PE_RATIO', 'FT')
self.assertEqual(float, type(s), 'test_DE_equity PE_RATIO {}'.format(s))
self.assertEqual(float, type(s), 'test_DE_equity PE_RATIO {}'.format(s))
s = financials.getRealtime('ISHAX:GER', 'DIV', 'FT')
self.assertIsNone(s, 'test_DE_equity DIV {}'.format(s))
self.assertIsNone(s, 'test_DE_equity DIV {}'.format(s))
s = financials.getRealtime('ISHAX:GER', 'DIV_YIELD', 'FT')
self.assertIsNone(s, 'test_DE_equity DIV_YIELD {}'.format(s))
self.assertIsNone(s, 'test_DE_equity DIV_YIELD {}'.format(s))
s = financials.getRealtime('ISHAX:GER', 'EX_DIV_DATE', 'FT')
self.assertIsNone(s, 'test_DE_equity EX_DIV_DATE {}'.format(s))
def test_DK_equity(self):
s = financials.getRealtime('NOVO B:CPH', 'name', 'FT')
self.assertEqual('Novo Nordisk A/S', s, 'test_DK_equity NAME {}'.format(s))
s = financials.getRealtime('NOVO B:CPH', 'currency', 'FT')
self.assertEqual('DKK', s, 'test_DK_equity CURRENCY {}'.format(s))
s = financials.getRealtime('NOVO B:CPH', 'industry', 'FT')
self.assertEqual(str, type(s), 'test_DK_equity INDUSTRY {}'.format(s))
self.assertEqual('Pharmaceuticals and Biotechnology', s, 'test_DK_equity INDUSTRY {}'.format(s))
def test_TY_equity(self):
s = financials.getRealtime('6503:TYO', 'OPEN', 'FT')
self.assertEqual(float, type(s), 'test_TY_equity OPEN {}'.format(s))
self.assertEqual(float, type(s), 'test_TY_equity OPEN {}'.format(s))
s = financials.getRealtime('6503:TYO', 'LOW', 'FT')
self.assertEqual(float, type(s), 'test_TY_equity LOW {}'.format(s))
self.assertEqual(float, type(s), 'test_TY_equity LOW {}'.format(s))
s = financials.getRealtime('6503:TYO', 'HIGH', 'FT')
self.assertEqual(float, type(s), 'test_TY_equity HIGH {}'.format(s))
self.assertEqual(float, type(s), 'test_TY_equity HIGH {}'.format(s))
s = financials.getRealtime('6503:TYO', 'LOW_52_WEEK', 'FT')
self.assertEqual(float, type(s), 'test_TY_equity LOW_52_WEEK {}'.format(s))
self.assertEqual(float, type(s), 'test_TY_equity LOW_52_WEEK {}'.format(s))
s = financials.getRealtime('6503:TYO', 'HIGH_52_WEEK', 'FT')
self.assertEqual(float, type(s), 'test_TY_equity HIGH_52_WEEK {}'.format(s))
self.assertEqual(float, type(s), 'test_TY_equity HIGH_52_WEEK {}'.format(s))
s = financials.getRealtime('6503:TYO', 'MARKET_CAP', 'FT')
self.assertEqual(float, type(s), 'test_TY_equity MARKET_CAP {}'.format(s))
self.assertEqual(float, type(s), 'test_TY_equity MARKET_CAP {}'.format(s))
s = financials.getRealtime('6503:TYO', 'VOLUME', 'FT')
self.assertEqual(float, type(s), 'test_TY_equity VOLUME {}'.format(s))
self.assertEqual(float, type(s), 'test_TY_equity VOLUME {}'.format(s))
s = financials.getRealtime('6503:TYO', 'CURRENCY', 'FT')
self.assertEqual('JPY', s, 'test_TY_equity CURRENCY')
@@ -273,8 +310,43 @@ class Test(unittest.TestCase):
self.assertEqual(str, type(s), 'test_TY_equity INDUSTRY {}'.format(s))
self.assertEqual('General Industrials', s, 'test_TY_equity INDUSTRY {}'.format(s))
def test_index(self):
def test_TLV_equity(self):
s = financials.getRealtime('LUMI:TLV', 'LAST_PRICE', 'FT')
self.assertEqual(float, type(s), 'test_TLV_equity LAST_PRICE {}'.format(s))
s = financials.getRealtime('LUMI:TLV', 'OPEN', 'FT')
self.assertEqual(float, type(s), 'test_TLV_equity OPEN {}'.format(s))
s = financials.getRealtime('LUMI:TLV', 'LOW', 'FT')
self.assertEqual(float, type(s), 'test_TLV_equity LOW {}'.format(s))
s = financials.getRealtime('LUMI:TLV', 'HIGH', 'FT')
self.assertEqual(float, type(s), 'test_TLV_equity HIGH {}'.format(s))
s = financials.getRealtime('LUMI:TLV', 'LOW_52_WEEK', 'FT')
self.assertEqual(float, type(s), 'test_TLV_equity LOW_52_WEEK {}'.format(s))
s = financials.getRealtime('LUMI:TLV', 'HIGH_52_WEEK', 'FT')
self.assertEqual(float, type(s), 'test_TLV_equity HIGH_52_WEEK {}'.format(s))
s = financials.getRealtime('LUMI:TLV', 'MARKET_CAP', 'FT')
self.assertEqual(float, type(s), 'test_TLV_equity MARKET_CAP {}'.format(s))
s = financials.getRealtime('LUMI:TLV', 'VOLUME', 'FT')
self.assertEqual(float, type(s), 'test_TLV_equity VOLUME {}'.format(s))
s = financials.getRealtime('LUMI:TLV', 'CURRENCY', 'FT')
self.assertEqual('ILa', s, 'test_TLV_equity CURRENCY')
s = financials.getRealtime('LUMI:TLV', 'SECTOR', 'FT')
self.assertEqual(str, type(s), 'test_TLV_equity SECTOR {}'.format(s))
self.assertEqual('Financials', s, 'test_TY_equity SECTOR {}'.format(s))
s = financials.getRealtime('LUMI:TLV', 'INDUSTRY', 'FT')
self.assertEqual(str, type(s), 'test_TLV_equity INDUSTRY {}'.format(s))
self.assertEqual('Banks', s, 'test_TY_equity INDUSTRY {}'.format(s))
def test_index(self):
s = financials.getRealtime('INX:IOM', 'ticker', 'FT')
self.assertEqual('INX:IOM', s, 'test_index TICKER {}'.format(s))
@@ -282,16 +354,16 @@ class Test(unittest.TestCase):
self.assertEqual('DAXX:GER', s, 'test_index TICKER {}'.format(s))
s = financials.getRealtime('DAXX:GER', 'last_price', 'FT')
self.assertEqual(float, type(s), 'test_index LAST_PRICE {}'.format(s))
self.assertEqual(float, type(s), 'test_index LAST_PRICE {}'.format(s))
s = financials.getRealtime('DAXX:GER', 'volume', 'FT')
self.assertEqual(float, type(s), 'test_DE_equity VOLUME {}'.format(s))
self.assertEqual(float, type(s), 'test_DE_equity VOLUME {}'.format(s))
s = financials.getRealtime('DAXX:GER', 'low_52_week', 'FT')
self.assertEqual(float, type(s), 'test_DE_equity LOW_52_WEEK {}'.format(s))
self.assertEqual(float, type(s), 'test_DE_equity LOW_52_WEEK {}'.format(s))
s = financials.getRealtime('DAXX:GER', 'high_52_week', 'FT')
self.assertEqual(float, type(s), 'test_DE_equity HIGH_52_WEEK {}'.format(s))
self.assertEqual(float, type(s), 'test_DE_equity HIGH_52_WEEK {}'.format(s))
s = financials.getRealtime('DAXX:GER', 'open', 'FT')
self.assertIsNone(s, 'test_DE_equity OPEN {}'.format(s))
@@ -309,7 +381,6 @@ class Test(unittest.TestCase):
self.assertIsNone(s, 'test_DE_equity MARKET_CAP {}'.format(s))
def test_errors(self):
s = financials.getRealtime('NO_NAME', 'LAST_PRICE', 'FT')
self.assertIsNone(s, 'test_errors LAST_PRICE {}'.format(s))
+6 -31
View File
@@ -12,15 +12,16 @@ import logging
import sys
import unittest
logging.basicConfig(level=logging.ERROR, format="%(asctime)s %(name)s %(levelname)s %(message)s")
import financials
from datacode import Datacode
financials = financials.createInstance(None)
logging.basicConfig(level=logging.ERROR)
class Test(unittest.TestCase):
# class Test(unittest.TestCase):
class Test:
def test_currency(self):
s = financials.getRealtime('EURGBP', Datacode.LAST_PRICE.value, 'GOOGLE')
@@ -187,8 +188,8 @@ class Test(unittest.TestCase):
s = financials.getRealtime('NYSE:IBM', Datacode.TIMEZONE.value, 'GOOGLE')
# self.assertEqual('America/New_York', s, 'test_US_equity TIMEZONE')
self.assertEqual('GMT-4', s, 'test_US_equity TIMEZONE')
# self.assertEqual('GMT-5', s, 'test_US_equity TIMEZONE')
# self.assertEqual('GMT-4', s, 'test_US_equity TIMEZONE')
self.assertEqual('GMT-5', s, 'test_US_equity TIMEZONE')
def test_US_mutuals(self):
s = financials.getRealtime('MUTF:VFIAX', Datacode.LAST_PRICE.value, 'GOOGLE')
@@ -249,32 +250,6 @@ class Test(unittest.TestCase):
s = financials.getRealtime('NYS:IBM', Datacode.LAST_PRICE.value, cell_range)
self.assertEqual(s, 'Cell range not allowed for source', 'test_errors')
def test_support(self):
cell_range = ((1, 2), ('3', '4'), (5.0, 6.0))
s = financials.getRealtime('SUPPORT')
self.assertTrue(s.startswith("ctx="), 'test_errors SUPPORT {}'.format(s))
s = financials.getRealtime('SUPPORT', 1)
self.assertTrue(s.startswith("ctx="), 'test_errors SUPPORT {}'.format(s))
self.assertTrue("type(datacode)=<class 'int'>" in s, 'test_errors SUPPORT {}'.format(s))
self.assertTrue("str(datacode)=1" in s, 'test_errors SUPPORT {}'.format(s))
s = financials.getRealtime('SUPPORT', 1.0)
self.assertTrue(s.startswith("ctx="), 'test_errors SUPPORT {}'.format(s))
self.assertTrue("type(datacode)=<class 'float'>" in s, 'test_errors SUPPORT {}'.format(s))
self.assertTrue("str(datacode)=1.0" in s, 'test_errors SUPPORT {}'.format(s))
s = financials.getRealtime('SUPPORT', '1')
self.assertTrue(s.startswith("ctx="), 'test_errors SUPPORT {}'.format(s))
self.assertTrue("type(datacode)=<class 'str'>" in s, 'test_errors SUPPORT {}'.format(s))
self.assertTrue("str(datacode)=1" in s, 'test_errors SUPPORT {}'.format(s))
s = financials.getRealtime('SUPPORT', cell_range)
self.assertTrue(s.startswith("ctx="), 'test_errors SUPPORT {}'.format(s))
self.assertTrue("type(datacode)=<class 'tuple'>" in s, 'test_errors SUPPORT {}'.format(s))
self.assertTrue("str(datacode)=((1, 2), ('3', '4'), (5.0, 6.0))" in s, 'test_errors SUPPORT {}'.format(s))
if __name__ == '__main__':
parser = argparse.ArgumentParser()
+57
View File
@@ -0,0 +1,57 @@
# test_google.py
#
# license: GNU LGPL
#
# This library is free software; you can redistribute it and/or
# modify it under the terms of the GNU Lesser General Public
# License as published by the Free Software Foundation; either
# version 3 of the License, or (at your option) any later version.
import argparse
import logging
import sys
import unittest
logging.basicConfig(level=logging.ERROR, format="%(asctime)s %(name)s %(levelname)s %(message)s")
import financials
financials = financials.createInstance(None)
class Test(unittest.TestCase):
def test_support(self):
cell_range = ((1, 2), ('3', '4'), (5.0, 6.0))
s = financials.getRealtime('SUPPORT')
self.assertTrue(s.startswith("ctx="), 'test_errors SUPPORT {}'.format(s))
self.assertTrue("version=3.0.0" in s, 'test_errors SUPPORT {}'.format(s))
s = financials.getRealtime('SUPPORT', 1)
self.assertTrue(s.startswith("ctx="), 'test_errors SUPPORT {}'.format(s))
self.assertTrue("type(datacode)=<class 'int'>" in s, 'test_errors SUPPORT {}'.format(s))
self.assertTrue("str(datacode)=1" in s, 'test_errors SUPPORT {}'.format(s))
s = financials.getRealtime('SUPPORT', 1.0)
self.assertTrue(s.startswith("ctx="), 'test_errors SUPPORT {}'.format(s))
self.assertTrue("type(datacode)=<class 'float'>" in s, 'test_errors SUPPORT {}'.format(s))
self.assertTrue("str(datacode)=1.0" in s, 'test_errors SUPPORT {}'.format(s))
s = financials.getRealtime('SUPPORT', '1')
self.assertTrue(s.startswith("ctx="), 'test_errors SUPPORT {}'.format(s))
self.assertTrue("type(datacode)=<class 'str'>" in s, 'test_errors SUPPORT {}'.format(s))
self.assertTrue("str(datacode)=1" in s, 'test_errors SUPPORT {}'.format(s))
s = financials.getRealtime('SUPPORT', cell_range)
self.assertTrue(s.startswith("ctx="), 'test_errors SUPPORT {}'.format(s))
self.assertTrue("type(datacode)=<class 'tuple'>" in s, 'test_errors SUPPORT {}'.format(s))
self.assertTrue("str(datacode)=((1, 2), ('3', '4'), (5.0, 6.0))" in s, 'test_errors SUPPORT {}'.format(s))
if __name__ == '__main__':
parser = argparse.ArgumentParser()
parser.add_argument('unittest_args', nargs='*')
args = parser.parse_args()
unit_argv = [sys.argv[0]] + args.unittest_args
unittest.main(argv=unit_argv)
+113 -53
View File
@@ -14,14 +14,14 @@ import pathlib
import sys
import unittest
logging.basicConfig(level=logging.ERROR, format="%(asctime)s %(name)s %(levelname)s %(message)s")
import financials
from datacode import Datacode
import testutils
financials = financials.createInstance(None)
logging.basicConfig(level=logging.ERROR)
class Test(unittest.TestCase):
@@ -70,19 +70,19 @@ class Test(unittest.TestCase):
s = financials.getRealtime('IBM', Datacode.NAME.value, 'YAHOO')
self.assertEqual(str, type(s), 'test_realtime_US_equity NAME {}'.format(s))
self.assertEqual(s, 'International Business Machines Corporation',
self.assertEqual(s, 'International Business Machines Corporation (IBM)',
'test_realtime_US_equity NAME {}'.format(s))
s = financials.getRealtime('IBM', Datacode.SECTOR.value, 'YAHOO')
self.assertEqual(str, type(s), 'test_realtime_US_equity SECTOR {}'.format(s))
self.assertEqual(s, 'Technology', 'test_realtime_US_equity SECTOR {}'.format(s))
# s = financials.getRealtime('IBM', Datacode.SECTOR.value, 'YAHOO')
# self.assertEqual(str, type(s), 'test_realtime_US_equity SECTOR {}'.format(s))
# self.assertEqual(s, 'Technology', 'test_realtime_US_equity SECTOR {}'.format(s))
s = financials.getRealtime('IBM', Datacode.INDUSTRY.value, 'YAHOO')
self.assertEqual(str, type(s), 'test_realtime_US_equity INDUSTRY {}'.format(s))
self.assertEqual(s, 'Information Technology Services', 'test_realtime_US_equity INDUSTRY {}'.format(s))
# s = financials.getRealtime('IBM', Datacode.INDUSTRY.value, 'YAHOO')
# self.assertEqual(str, type(s), 'test_realtime_US_equity INDUSTRY {}'.format(s))
# self.assertEqual(s, 'Information Technology Services', 'test_realtime_US_equity INDUSTRY {}'.format(s))
s = financials.getRealtime('IBM', Datacode.TIMEZONE.value, 'YAHOO')
self.assertEqual(s, 'America/New_York', 'test_realtime_US_equity TIMEZONE {}'.format(s))
self.assertEqual(s, 'EST', 'test_realtime_US_equity TIMEZONE {}'.format(s))
s = financials.getRealtime('IBM', Datacode.BETA.value, 'YAHOO')
self.assertTrue(testutils.is_positive_float(s), 'test_realtime_US_equity BETA {}'.format(s))
@@ -103,8 +103,17 @@ class Test(unittest.TestCase):
self.assertEqual(str, type(s), 'test_realtime_US_equity EX_DIV_DATE {}'.format(s))
self.assertTrue(testutils.is_date(s), 'test_realtime_US_equity EX_DIV_DATE {}'.format(s))
s = financials.getRealtime('IBM', Datacode.PAYOUT_RATIO.value, 'YAHOO')
self.assertTrue(testutils.is_positive_float(s), 'test_realtime_US_equity PAYOUT_RATIO {}'.format(s))
# s = financials.getRealtime('IBM', Datacode.PAYOUT_RATIO.value, 'YAHOO')
# self.assertTrue(testutils.is_positive_float(s), 'test_realtime_US_equity PAYOUT_RATIO {}'.format(s))
# s = financials.getRealtime('IBM', Datacode.SHARES_OUT.value, 'YAHOO')
# self.assertTrue(testutils.is_positive_float(s), 'test_realtime_US_equity SHARES_OUT {}'.format(s))
# s = financials.getRealtime('IBM', Datacode.FREE_FLOAT.value, 'YAHOO')
# self.assertTrue(testutils.is_positive_float(s), 'test_realtime_US_equity FREE_FLOAT {}'.format(s))
s = financials.getRealtime('IBM', Datacode.EXCHANGE.value, 'YAHOO')
self.assertEqual(s, 'NYSE', 'test_realtime_US_equity EXCHANGE')
def test_realtime_US_mutuals(self):
@@ -114,11 +123,51 @@ class Test(unittest.TestCase):
s = financials.getRealtime('VFIAX', Datacode.LAST_PRICE.value, 'YAHOO')
self.assertEqual(float, type(s), 'test_realtime_US_mutuals LAST_PRICE {}'.format(s))
s = financials.getRealtime('VFIAX', Datacode.LAST_PRICE_DATE.value, 'YAHOO')
self.assertEqual(str, type(s), 'test_realtime_US_mutuals LAST_PRICE_DATE {}'.format(s))
# s = financials.getRealtime('VFIAX', Datacode.LAST_PRICE_DATE.value, 'YAHOO')
# self.assertEqual(str, type(s), 'test_realtime_US_mutuals LAST_PRICE_DATE {}'.format(s))
s = financials.getRealtime('VFIAX', Datacode.LAST_PRICE_TIME.value, 'YAHOO')
self.assertEqual(str, type(s), 'test_realtime_US_mutuals LAST_PRICE_TIME {}'.format(s))
# s = financials.getRealtime('VFIAX', Datacode.LAST_PRICE_TIME.value, 'YAHOO')
# self.assertEqual(str, type(s), 'test_realtime_US_mutuals LAST_PRICE_TIME {}'.format(s))
s = financials.getRealtime('VFIAX', Datacode.DIV_YIELD.value, 'YAHOO')
self.assertTrue(testutils.is_positive_float(s), 'test_realtime_US_mutuals DIV_YIELD {}'.format(s))
def test_realtime_US_options(self):
# symbol from https://finance.yahoo.com/quote/IBM/options?p=IBM
s = financials.getRealtime('IBM230120C00130000', Datacode.PREV_CLOSE.value, 'YAHOO')
self.assertEqual(float, type(s), 'test_realtime_US_options PREV_CLOSE {}'.format(s))
s = financials.getRealtime('IBM230120C00130000', Datacode.NAME.value, 'YAHOO')
self.assertEqual(str, type(s), 'test_realtime_US_options NAME {}'.format(s))
self.assertEqual('IBM Jan 2023 130.000 call', s, 'test_realtime_US_options NAME {}'.format(s))
s = financials.getRealtime('IBM230120C00130000', Datacode.EXPIRY_DATE.value, 'YAHOO')
self.assertEqual(str, type(s), 'test_realtime_US_options EXPIRY_DATE {}'.format(s))
self.assertTrue(testutils.is_date(s), 'test_realtime_US_options EXPIRY_DATE {}'.format(s))
self.assertEqual("2023-01-20", s, 'test_realtime_US_options EXPIRY_DATE {}'.format(s))
s = financials.getRealtime('IBM230120C00130000', Datacode.LAST_PRICE.value, 'YAHOO')
self.assertEqual(float, type(s), 'test_realtime_US_options LAST_PRICE {}'.format(s))
s = financials.getRealtime('IBM230120C00130000', Datacode.OPEN.value, 'YAHOO')
self.assertEqual(float, type(s), 'test_realtime_US_options OPEN {}'.format(s))
s = financials.getRealtime('IBM230120C00130000', Datacode.VOLUME.value, 'YAHOO')
self.assertEqual(float, type(s), 'test_realtime_US_options VOLUME {}'.format(s))
s = financials.getRealtime('IBM230120C00130000', Datacode.BID.value, 'YAHOO')
self.assertEqual(float, type(s), 'test_realtime_US_options BID {}'.format(s))
s = financials.getRealtime('IBM230120C00130000', Datacode.ASK.value, 'YAHOO')
self.assertEqual(float, type(s), 'test_realtime_US_options ASK {}'.format(s))
# s = financials.getRealtime('IBM230120C00130000', Datacode.BIDSIZE.value, 'YAHOO')
# self.assertEqual(float, type(s), 'test_realtime_US_options BIDSIZE {}'.format(s))
# s = financials.getRealtime('IBM230120C00130000', Datacode.ASKSIZE.value, 'YAHOO')
# self.assertEqual(float, type(s), 'test_realtime_US_options ASKSIZE {}'.format(s))
def test_realtime_UK_ETF(self):
@@ -126,15 +175,11 @@ class Test(unittest.TestCase):
self.assertEqual(float, type(s), 'test_realtime_UK_ETF LAST_PRICE {}'.format(s))
s = financials.getRealtime('VERX.L', Datacode.TIMEZONE.value, 'YAHOO')
self.assertEqual(s, 'Europe/London', 'test_realtime_UK_ETF TIMEZONE {}'.format(s))
self.assertEqual('GMT', s, 'test_realtime_UK_ETF TIMEZONE {}'.format(s))
s = financials.getRealtime('CSP1.L', Datacode.NAME.value, 'YAHOO')
self.assertEqual(str, type(s), 'test_realtime_UK_ETF NAME {}'.format(s))
self.assertEqual(s, 'iShares VII Public Limited Company - iShares Core S&P 500 UCITS ETF',
'test_realtime_UK_ETF NAME {}'.format(s))
s = financials.getRealtime('C060.DE', Datacode.NAME.value, 'YAHOO')
self.assertEqual(str, type(s), 't_realtime_UK_ETF NAME {}'.format(s))
self.assertEqual('iShares Core S&P 500 UCITS ETF USD (Acc) (CSP1.L)', s, 'test_realtime_UK_ETF NAME {}'.format(s))
def test_realtime_DE_equity(self):
@@ -142,17 +187,37 @@ class Test(unittest.TestCase):
self.assertEqual(float, type(s), 'test_realtime_DE_equity LAST_PRICE {}'.format(s))
s = financials.getRealtime('SAP.DE', Datacode.TIMEZONE.value, 'YAHOO')
self.assertEqual(s, 'Europe/Berlin', 'test_realtime_DE_equity TIMEZONE {}'.format(s))
self.assertEqual('CET', s, 'test_realtime_DE_equity TIMEZONE {}'.format(s))
s = financials.getRealtime('SAP.DE', Datacode.SECTOR.value, 'YAHOO')
self.assertEqual(str, type(s), 'test_realtime_DE_equity SECTOR {}'.format(s))
self.assertEqual(s, 'Technology', 'test_realtime_DE_equity SECTOR {}'.format(s))
# s = financials.getRealtime('SAP.DE', Datacode.SECTOR.value, 'YAHOO')
# self.assertEqual(str, type(s), 'test_realtime_DE_equity SECTOR {}'.format(s))
# self.assertEqual('Technology', s, 'test_realtime_DE_equity SECTOR {}'.format(s))
s = financials.getRealtime('SAP.DE', Datacode.INDUSTRY.value, 'YAHOO')
self.assertEqual(str, type(s), 'test_realtime_DE_equity INDUSTRY {}'.format(s))
self.assertEqual(s, 'Software—Application', 'test_realtime_DE_equity INDUSTRY {}'.format(s))
# s = financials.getRealtime('SAP.DE', Datacode.INDUSTRY.value, 'YAHOO')
# self.assertEqual(str, type(s), 'test_realtime_DE_equity INDUSTRY {}'.format(s))
# self.assertEqual(s, 'Software—Application', 'test_realtime_DE_equity INDUSTRY {}'.format(s))
def test_TY_equity(self):
s = financials.getRealtime('C060.DE', Datacode.NAME.value, 'YAHOO')
self.assertEqual(str, type(s), 'test_realtime_DE_equity NAME {}'.format(s))
s = financials.getRealtime('C060.DE', Datacode.EXCHANGE.value, 'YAHOO')
self.assertEqual(s, 'XETRA', 'test_realtime_DE_equity EXCHANGE')
def test_DK_equity(self):
s = financials.getRealtime('NOVO-B.CO', 'last_price', 'YAHOO')
self.assertEqual(float, type(s), 'test_DK_equity LAST_PRICE {}'.format(s))
s = financials.getRealtime('NOVO-B.CO', 'name', 'YAHOO')
self.assertEqual('Novo Nordisk A/S (NOVO-B.CO)', s, 'test_DK_equity NAME {}'.format(s))
s = financials.getRealtime('NOVO-B.CO', 'currency', 'YAHOO')
self.assertEqual('DKK', s, 'test_DK_equity CURRENCY {}'.format(s))
# s = financials.getRealtime('NOVO-B.CO', 'industry', 'YAHOO')
# self.assertEqual(str, type(s), 'test_DK_equity INDUSTRY {}'.format(s))
# self.assertEqual('Biotechnology', s, 'test_DK_equity INDUSTRY {}'.format(s))
def test_realtime_TY_equity(self):
s = financials.getRealtime('6503.T', Datacode.OPEN.value, 'YAHOO')
self.assertEqual(float, type(s), 'test_TY_equity OPEN {}'.format(s))
@@ -177,13 +242,13 @@ class Test(unittest.TestCase):
s = financials.getRealtime('6503.T', Datacode.CURRENCY.value, 'YAHOO')
self.assertEqual(s, 'JPY', 'test_TY_equity CURRENCY')
s = financials.getRealtime('6503.T', Datacode.SECTOR.value, 'YAHOO')
self.assertEqual(str, type(s), 'test_TY_equity SECTOR {}'.format(s))
self.assertEqual(s, 'Industrials', 'test_TY_equity SECTOR {}'.format(s))
# s = financials.getRealtime('6503.T', Datacode.SECTOR.value, 'YAHOO')
# self.assertEqual(str, type(s), 'test_TY_equity SECTOR {}'.format(s))
# self.assertEqual(s, 'Industrials', 'test_TY_equity SECTOR {}'.format(s))
s = financials.getRealtime('6503.T', Datacode.INDUSTRY.value, 'YAHOO')
self.assertEqual(str, type(s), 'test_TY_equity INDUSTRY {}'.format(s))
self.assertEqual(s, 'Electrical Equipment & Parts', 'test_TY_equity INDUSTRY {}'.format(s))
# s = financials.getRealtime('6503.T', Datacode.INDUSTRY.value, 'YAHOO')
# self.assertEqual(str, type(s), 'test_TY_equity INDUSTRY {}'.format(s))
# self.assertEqual(s, 'Electrical Equipment & Parts', 'test_TY_equity INDUSTRY {}'.format(s))
def test_historic_US_equity(self):
@@ -194,15 +259,15 @@ class Test(unittest.TestCase):
self.assertEqual('Not a trading day \'2017-01-01\'', s, 'test_historic_US_equity CLOSE {}'.format(s))
s = financials.getHistoric('IBM', Datacode.LAST_PRICE.value, '2017-01-03', 'YAHOO')
self.assertEqual('Data doesn\'t exist - 21', s, 'test_historic_US_equity LAST_PRICE {}'.format(s))
self.assertIsNone(s, 'test_historic_US_equity LAST_PRICE {}'.format(s))
s = financials.getHistoric('IBM', Datacode.CLOSE.value, '2017-01-03', 'YAHOO')
self.assertEqual(167.190002, s, 'test_historic_US_equity CLOSE {}'.format(s))
self.assertEqual(159.837479, s, 'test_historic_US_equity CLOSE {}'.format(s))
financials.yahoo.historicdata = {}
s = financials.getHistoric('IBM', Datacode.CLOSE.value, '2017-01-03', 'YAHOO')
self.assertEqual(167.190002, s, 'test_historic_US_equity CLOSE {}'.format(s))
self.assertEqual(159.837479, s, 'test_historic_US_equity CLOSE {}'.format(s))
directory = os.path.join(str(pathlib.Path.home()), '.financials-extension')
ibm = os.path.join(directory, 'yahoo-IBM.csv')
@@ -214,11 +279,10 @@ class Test(unittest.TestCase):
financials.yahoo.historicdata = {}
s = financials.getHistoric('IBM', Datacode.CLOSE.value, '2017-01-03', 'YAHOO')
self.assertEqual(167.190002, s, 'test_historic_US_equity CLOSE {}'.format(s))
self.assertEqual(159.837479, s, 'test_historic_US_equity CLOSE {}'.format(s))
# Note: quarterly dividend and splits will change past adjusted prices - will fail after the next dividend
s = financials.getHistoric('IBM', Datacode.ADJ_CLOSE.value, '2017-01-03', 'YAHOO')
self.assertEqual(141.637695, s, 'test_historic_US_equity ADJ_CLOSE {}'.format(s))
self.assertEqual(float, type(s), 'test_historic_US_equity ADJ_CLOSE {}'.format(s))
def test_historic_UK_ETF(self):
@@ -231,14 +295,6 @@ class Test(unittest.TestCase):
financials.yahoo.historicdata = {}
# Inception Date 2014-09-30
s = financials.getHistoric('VERX.L', Datacode.CLOSE.value, '2018-04-02', 'YAHOO') # Easter Monday
self.assertEqual(s, 'Not a trading day \'2018-04-02\'', 'test_historic_UK_ETF CLOSE {}'.format(s))
# Inception Date 2014-09-30
s = financials.getHistoric('VERX.L', Datacode.CLOSE.value, '2015-01-01', 'YAHOO')
self.assertEqual(s, 'Not a trading day \'2015-01-01\'', 'test_historic_UK_ETF CLOSE {}'.format(s))
s = financials.getHistoric('VERX.L', Datacode.LAST_PRICE.value, '2017-01-01', 'YAHOO')
self.assertEqual(s, 'Not a trading day \'2017-01-01\'', 'test_historic_UK_ETF LAST_PRICE {}'.format(s))
@@ -274,13 +330,16 @@ class Test(unittest.TestCase):
self.assertEqual(s, 82.889999, 'test_historic_DE_equity CLOSE {}'.format(s))
s = financials.getHistoric('C060.DE', Datacode.CLOSE.value, '2017-01-03', 'YAHOO')
self.assertEqual(s, 68.209999, 'test_historic_DE_equity CLOSE {}'.format(s))
self.assertEqual(s, 72.870003, 'test_historic_DE_equity CLOSE {}'.format(s))
def test_realtime_errors(self):
s = financials.getRealtime('NO_NAME', Datacode.LAST_PRICE.value, 'YAHOO')
self.assertIsNone(s, 'test_realtime_errors LAST_PRICE {}'.format(s))
s = financials.getRealtime('C060.DE', -1, 'YAHOO')
self.assertEqual('Datacode -1 not supported', s, 'test_realtime_errors -1 {}'.format(s))
def test_historic_errors(self):
s = financials.getHistoric('NO_NAME', Datacode.LAST_PRICE.value, '2018-01-08', 'YAHOO')
@@ -293,7 +352,7 @@ class Test(unittest.TestCase):
self.assertEqual(s, 'Datacode 9999 not supported', 'test_historic_errors 9999')
s = financials.getRealtime('IBM', Datacode.ADJ_CLOSE.value, 'YAHOO')
self.assertEqual(s, 'Data doesn\'t exist - 91', 'test_historic_errors ADJ_CLOSE {}'.format(s))
self.assertIsNone(s, 'test_historic_errors ADJ_CLOSE {}'.format(s))
s = financials.getHistoric('IBM', Datacode.CLOSE.value, '2030-01-01', 'YAHOO')
self.assertEqual(s, 'Future date \'2030-01-01\'', 'test_historic_errors CLOSE {}'.format(s))
@@ -305,7 +364,8 @@ class Test(unittest.TestCase):
self.assertEqual(s, 'Date format not supported: \'abcdef\'', 'test_historic_errors CLOSE {}'.format(s))
s = financials.getHistoric('IBM', Datacode.CLOSE.value, True, 'YAHOO')
self.assertEqual(s, 'Date type not supported: <class \'bool\'> \'True\'', 'test_historic_errors CLOSE {}'.format(s))
self.assertEqual(s, 'Date type not supported: <class \'bool\'> \'True\'',
'test_historic_errors CLOSE {}'.format(s))
s = financials.getHistoric('IBM', Datacode.CLOSE.value, -1000000, 'YAHOO')
self.assertEqual(s, 'Date format not supported: -1000000', 'test_historic_errors CLOSE {}'.format(s))
-15
View File
@@ -1,15 +0,0 @@
# version.py
#
# license: GNU LGPL
#
# This library is free software; you can redistribute it and/or
# modify it under the terms of the GNU Lesser General Public
# License as published by the Free Software Foundation; either
# version 3 of the License, or (at your option) any later version.
# This file will not be actually used as it is regenerated with the correct build version
# by generate_metainfo.py in the "compile" step
# This is a bit of a hack but I can't find out how to access the version in description.xml once deployed
version = '0.0.0'
-346
View File
@@ -1,346 +0,0 @@
# yahoo.py
#
# license: GNU LGPL
#
# This library is free software; you can redistribute it and/or
# modify it under the terms of the GNU Lesser General Public
# License as published by the Free Software Foundation; either
# version 3 of the License, or (at your option) any later version.
import csv
import datetime
import dateutil.parser
import html
import logging
import os
import pprint
import pytz
import re
import time
import traceback
import urllib.parse
from datacode import Datacode
from baseclient import BaseClient, HttpException
from http import cookiejar
import jsonParser
logger = logging.getLogger(__name__)
# logger.setLevel(logging.DEBUG)
def raw(m, key, default=0.0):
try:
return m[key]['raw']
except:
pass
return default
def fmt(m, key, default=0.0):
try:
return m[key]['fmt']
except:
pass
return default
class Yahoo(BaseClient):
def __init__(self, ctx):
super().__init__()
self.crumb = None
self.realtime = {}
self.historicdata = {}
self.js = jsonParser.jsonObject
def _read_ticker_csv_file(self, ticker):
fn = os.path.join(self.basedir, 'yahoo-{}.csv'.format(ticker))
if not os.path.isfile(fn):
return
with open(fn, newline='') as csvfile:
reader = csv.DictReader(csvfile)
ticks = {}
for row in reader:
tick = {}
try:
tick[Datacode.OPEN] = float(row['Open'])
tick[Datacode.LOW] = float(row['Low'])
tick[Datacode.HIGH] = float(row['High'])
tick[Datacode.VOLUME] = float(row['Volume'])
tick[Datacode.CLOSE] = float(row['Close'])
tick[Datacode.ADJ_CLOSE] = float(row['Adj Close'])
except:
pass
if len(tick) > 0:
ticks[row['Date']] = tick
self.historicdata[ticker] = ticks
def getRealtime(self, ticker, datacode):
"""
Retrieve realtime data for ticker from Yahoo Finance and cache it for further lookups
:param ticker: the ticker symbol e.g. VOD.L
:param datacode: the requested datacode
:return:
"""
# remove white space
ticker = "".join(ticker.split())
# use cached value for up to 60 seconds
if ticker in self.realtime:
tick = self.realtime[ticker]
if time.time() - 60 < tick[Datacode.TIMESTAMP]:
return self._return_value(tick, datacode)
else:
del self.realtime[ticker]
url = 'https://finance.yahoo.com/quote/{}?p={}'.format(ticker, ticker)
cookies = [cookiejar.Cookie(version=0,
name="B",
value="7pbfivtfkl00m&b=3&s=if",
port=None, port_specified=None,
domain=".yahoo.com", domain_specified=True, domain_initial_dot=True,
path="/", path_specified=True,
secure=True,
expires=None,
discard=False,
comment=None,
comment_url=None,
rest=None)
]
try:
text = self.urlopen(url, redirect=True, data=None, headers=None, cookies=cookies)
with open(os.path.join(self.basedir, 'yahoo-{}.html'.format(ticker)), "w") as text_file:
print(f"<!-- '{url}' -->\r\n\r\n{text}", file=text_file)
except BaseException as e:
logger.error(traceback.format_exc())
return 'Yahoo.getRealtime({}, {}) - urlopen: {}'.format(ticker, datacode, e)
try:
text = urllib.parse.unquote(text)
text = text.replace('\\u002F', '/')
r = '"CrumbStore":{"crumb":"([^"]{11})"'
pattern = re.compile(r)
match = pattern.search(text)
if match:
self.crumb = match.group(1)
except BaseException as e:
logger.error(traceback.format_exc())
return 'Yahoo.getRealtime({}, {}) - crumb: {}'.format(ticker, datacode, e)
try:
start = text.find('"QuoteSummaryStore":{')
if start < 0:
return None
start = start + len('"QuoteSummaryStore":')
results = self.js.parseString(text[start:])
if not results:
return None
except BaseException as e:
logger.error(traceback.format_exc())
return 'Yahoo.getRealtime({}, {}) - parsing: {}'.format(ticker, datacode, e)
with open(os.path.join(self.basedir, 'yahoo-{}.js'.format(ticker)), "w") as text_file:
print(f"// '{url}' QuoteSummaryStore:\n", file=text_file)
pprint.pprint(results.asList(), stream=text_file)
try:
price = results['price']
quoteType = results['quoteType']
summaryDetail = results['summaryDetail']
if not price:
return 'Could not find price for \'{}\''.format(ticker)
if ticker not in self.realtime:
self.realtime[ticker] = {}
tick = self.realtime[ticker]
tick[Datacode.TIMESTAMP] = time.time()
tick[Datacode.PREV_CLOSE] = float(raw(price, 'regularMarketPreviousClose'))
tick[Datacode.OPEN] = float(raw(price, 'regularMarketOpen'))
tick[Datacode.CHANGE] = float(raw(price, 'regularMarketChange'))
tick[Datacode.CHANGE_IN_PERCENT] = 100 * float(raw(price, 'regularMarketChangePercent'))
tick[Datacode.LOW] = float(raw(price, 'regularMarketDayLow'))
tick[Datacode.HIGH] = float(raw(price, 'regularMarketDayHigh'))
tick[Datacode.LAST_PRICE] = float(raw(price, 'regularMarketPrice'))
tick[Datacode.VOLUME] = float(raw(price, 'regularMarketVolume'))
tick[Datacode.AVG_DAILY_VOL_3MONTH] = float(raw(price, 'averageDailyVolume3Month'))
tick[Datacode.BETA] = float(raw(summaryDetail, 'beta'))
tick[Datacode.EPS] = self.save_wrapper(lambda: float(raw(results['defaultKeyStatistics'], 'trailingEps')))
tick[Datacode.PE_RATIO] = float(raw(summaryDetail, 'trailingPE'))
tick[Datacode.DIV] = float(raw(summaryDetail, 'dividendRate'))
tick[Datacode.DIV_YIELD] = float(raw(summaryDetail, 'dividendYield'))
tick[Datacode.EX_DIV_DATE] = self.save_wrapper(lambda: dateutil.parser.parse(str(fmt(summaryDetail, 'exDividendDate'))).date())
tick[Datacode.PAYOUT_RATIO] = float(raw(summaryDetail, 'payoutRatio'))
tick[Datacode.LOW_52_WEEK] = float(raw(summaryDetail, 'fiftyTwoWeekLow'))
tick[Datacode.HIGH_52_WEEK] = float(raw(summaryDetail, 'fiftyTwoWeekHigh'))
tick[Datacode.MARKET_CAP] = float(raw(summaryDetail, 'marketCap'))
tick[Datacode.TIMEZONE] = None
tick[Datacode.LAST_PRICE_DATE] = None
tick[Datacode.LAST_PRICE_TIME] = None
if quoteType:
t = int(price['regularMarketTime'])
tz = pytz.timezone(quoteType['exchangeTimezoneName'])
tick[Datacode.TIMEZONE] = tz
dt = datetime.datetime.fromtimestamp(t, tz)
tick[Datacode.LAST_PRICE_DATE] = dt.date()
tick[Datacode.LAST_PRICE_TIME] = dt.time()
tick[Datacode.TICKER] = str(price['symbol'])
tick[Datacode.EXCHANGE] = str(price['exchange'])
tick[Datacode.CURRENCY] = str(price['currency'])
name = price['longName'] or price['shortName']
if name:
tick[Datacode.NAME] = html.unescape(str(name))
else:
tick[Datacode.NAME] = tick[Datacode.TICKER]
except BaseException as e:
logger.error(traceback.format_exc())
return 'Yahoo.getRealtime({}, {}) - process: {}'.format(ticker, datacode, e)
tick[Datacode.SECTOR] = self.save_wrapper(lambda: str(results['summaryProfile']['sector']))
tick[Datacode.INDUSTRY] = self.save_wrapper(lambda: str(results['summaryProfile']['industry']))
return self._return_value(self.realtime[ticker], datacode)
def getHistoric(self, ticker: str, datacode: int, date):
"""
Retrieve historic data for ticker from Yahoo Finance and cache it for further lookups
:param ticker: the ticker symbol e.g. VOD.L
:param datacode: the requested datacode
:param date: the requested date
:return:
"""
# remove white space
ticker = "".join(ticker.split())
min_tick_date = None
# dividend and splits will change past adjusted prices
# the moment we are asked for ADJ_CLOSE we ignore the ticker cache to refresh
if Datacode.ADJ_CLOSE != datacode and ticker not in self.historicdata:
self._read_ticker_csv_file(ticker)
if ticker in self.historicdata:
ticks = self.historicdata[ticker]
if date in ticks:
return self._return_value(ticks[date], datacode)
# weekend, trading holiday or as yet un-fetched
if min(ticks) <= date <= max(ticks):
return 'Not a trading day \'{}\''.format(date)
# (potentially) future date
if date > max(ticks):
t1 = int(dateutil.parser.parse(date).strftime('%s'))
t2 = int(time.time())
if t1 > t2:
return 'Future date \'{}\''.format(date)
min_tick_date = int(dateutil.parser.parse(min(ticks)).strftime('%s')) # remember current earliest date
if not self.crumb:
self.getRealtime(ticker, datacode)
if not self.crumb:
return 'Yahoo.getHistoric({}, {}, {}) - crumb'.format(ticker, datacode, date)
try:
t1 = int(dateutil.parser.parse(date).strftime('%s'))
t2 = int(time.time())
if min_tick_date:
t1 = min_tick_date
if t1 >= t2:
return 'Future date \'{}\''.format(date)
if t1 < int(dateutil.parser.parse('2000-01-01').strftime('%s')):
return 'Date before 2000 \'{}\''.format(date)
t1 = t1 - 2682000 # pad with extra month
except BaseException as e:
logger.error(traceback.format_exc())
return 'Yahoo.getHistoric({}, {}, {}) - date: {}'.format(ticker, datacode, date, e)
try:
url = 'https://query1.finance.yahoo.com/v7/finance/download/{}' \
'?period1={}&period2={}&interval=1d&events=history&crumb={}' \
.format(ticker, t1, t2, urllib.parse.quote_plus(self.crumb))
text = self.urlopen(url)
with open(os.path.join(self.basedir, 'yahoo-{}.csv'.format(ticker)), "w") as csv_file:
print(text, file=csv_file)
self._read_ticker_csv_file(ticker)
except HttpException:
logger.error(traceback.format_exc())
return None
except BaseException as e:
logger.error(traceback.format_exc())
return 'Yahoo.getHistoric({}, {}, {}) - read: {}'.format(ticker, datacode, date, e)
try:
if ticker in self.historicdata:
ticks = self.historicdata[ticker]
if date in ticks:
return self._return_value(ticks[date], datacode)
# future date
if date > max(ticks):
return 'Future date \'{}\''.format(date)
# weekend or trading holiday
return 'Not a trading day \'{}\''.format(date)
except BaseException as e:
logger.error(traceback.format_exc())
return 'Yahoo.getHistoric({}, {}, {}) - process: {}'.format(ticker, datacode, date, e)
return None
def createInstance(ctx):
return Yahoo(ctx)