Compare commits

...
21 Commits
Author SHA1 Message Date
cmallwitz 88b039d471 Yahoo: Don't re-fetch non-existing statistic/profile data 2023-12-29 22:22:28 +00:00
cmallwitz 7e751928de Rework Yahoo cookies (always fetch from scratch) 2023-12-29 18:52:19 +00:00
cmallwitz 0c07c4c3ba Update build for LibeOffice 7.4+ 2023-12-24 19:49:56 +00:00
cmallwitz 3f6249a6b6 Update dependencies for Fedora 39 2023-11-19 21:37:46 +00:00
cmallwitz d05ca9bb55 Reworked Yahoo cookie 2023-07-04 22:10:09 +01:00
cmallwitz 023fa71a81 Reworked Yahoo cookie and general network error handling 2023-01-20 16:04:44 +00:00
cmallwitz a89edcc5fc Rework Yahoo after website change (done) 2022-12-20 15:17:54 +00:00
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
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
15 changed files with 897 additions and 306 deletions
+2 -1
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@@ -1,4 +1,5 @@
.idea
src/__pycache__
build/*
Financials-Extension.oxt
Financials-Extension.oxt
_trial_temp
+61 -60
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@@ -1,14 +1,14 @@
# Financials-Extension
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.
Starting with version 3 of the extension, Google was dropped as source as its finance website was changed dramatically
requiring a complete re-work of the logic to pull data of it. No one seems to have complained, so I guess not a lot of
people rely on it. If there is popular demand, I can take a look at adding it back. Alternatively I'm open for
suggestions to add another provider with global exchange and asset class coverage.
Version 3.3.0 includes improved cookie handling and somewhat improved logic to deal with network issues.
Additionally, starting with version 3 of the extension, it contains all non-standard Python packages it uses
(dateutil, pytz, pyparsing). Consequently, it is no longer necessary to install anything to your system.
## Overview
This is a Python based extension for LibreOffice Calc to make market data available in Calc
spreadsheets - currently supporting Yahoo's (FX, crypto, equities, indices, futures, options) and Financial Times'
(FX, equities, indices, futures) websites using old-fashioned web scraping.
Starting with version 3.1.0, we received a contribution to get crypto data directly from Coinbase
### Feedback requested:
@@ -21,18 +21,20 @@ 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 a simple as having this in a cell:
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 websites to work out what symbol is the right one for you. If a website doesn't have
You have to check the respective websites to work out what symbol is the right one for you. Make sure today or the date
requested is a trading day (exchange is not closed). 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
@@ -43,10 +45,11 @@ List of example URLs for checking symbols. You can start from these and search f
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|
| 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
@@ -58,47 +61,48 @@ Depending on your system's language and default LibreOffice settings, you maybe
### 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|Code|YAHOO|FT|YAHOO (historic)|Notes|
| :--- | :--- | :---: | :---: | :---: | :---: |
|PREV_CLOSE|5|Yes|Yes|||
|OPEN|6|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||
|HIGH|16|Yes|Yes|Yes||
|LAST_PRICE|21|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||
|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|||
|EXCHANGE|102|Yes|No|||
|CURRENCY|103|Yes|Yes|||
|NAME|104|Yes|Yes|||
|TIMEZONE|105|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 | | | yyyy-mm-dd |
| LAST_PRICE_TIME | 10 | | 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 | | ||
| SETTLEMENT_DATE | 77 | Yes (on futures) | | | | yyyy-mm-dd |
| 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:
@@ -133,13 +137,10 @@ python3 -m unittest discover src
### Tested with:
- Windows 10 / LibreOffice Calc 7.1.2.2 / Python 3.8.8
- Ubuntu 20.04 / LibreOffice Calc 6.4.3.2 / Python 3.8.2
- MacOS 10.15.7 / LibeOffice Calc 7.2.0.4 / Python 3.8.10
- Ubuntu 22.04.1 / LibreOffice Calc 7.3.7.2 / Python 3.10.6
- 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 20.10 / 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 20.04.5 / LibreOffice Calc 6.4.7.2 / Python 3.8.10
- Ubuntu 18.04.5 / LibreOffice Calc 6 / Python 3.6.9
- Ubuntu 18.04 / LibreOffice Calc 6 / Python 3.6.7
+33 -10
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@@ -5,8 +5,20 @@ set -o nounset
set -o pipefail
set -o noclobber
export PATH=$PATH:/usr/lib/libreoffice/sdk/bin
export PATH=$PATH:/usr/lib/libreoffice/program
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=$PATH:/usr/lib/libreoffice/program
fi
# Setup build directories
@@ -17,13 +29,23 @@ mkdir "${PWD}"/build/META-INF/
# Compile the binaries
echo "Calling idlc..."
idlc -w -verbose "${PWD}"/idl/XFinancials.idl
if command -v idlc &> /dev/null
then
echo "Calling idlc..."
idlc -w -verbose "${PWD}"/idl/XFinancials.idl
echo "Calling regmerge..."
regmerge -v "${PWD}"/build/XFinancials.rdb UCR "${PWD}"/idl/XFinancials.urd
echo "Calling regmerge..."
regmerge -v "${PWD}"/build/XFinancials.rdb UCR "${PWD}"/idl/XFinancials.urd
rm "${PWD}"/idl/XFinancials.urd
rm "${PWD}"/idl/XFinancials.urd
else
# LibreOffice 7.4+
export unoTypes=/usr/lib/libreoffice/program/types.rdb
export offTypes=/usr/lib/libreoffice/program/types/offapi.rdb
echo "Calling unoidl-write..."
unoidl-write $unoTypes $offTypes "${PWD}"/idl/XFinancials.idl "${PWD}"/build/XFinancials.rdb
fi
echo "Generating meta files..."
python3 "${PWD}"/src/generate_metainfo.py
@@ -37,16 +59,17 @@ cp -f "${PWD}"/src/tz.py "${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
wget "https://files.pythonhosted.org/packages/36/7a/87837f39d0296e723bb9b62bbb257d0355c7f6128853c78955f57342a56d/python_dateutil-2.8.2-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
wget "https://files.pythonhosted.org/packages/7f/99/ad6bd37e748257dd70d6f85d916cafe79c0b0f5e2e95b11f7fbc82bf3110/pytz-2023.3-py2.py3-none-any.whl" -O $TMPFILE
unzip $TMPFILE pytz/\* -d "${PWD}"/build/
rm $TMPFILE
@@ -55,7 +78,7 @@ 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
wget "https://files.pythonhosted.org/packages/d9/5a/e7c31adbe875f2abbb91bd84cf2dc52d792b5a01506781dbcf25c91daf11/six-1.16.0-py2.py3-none-any.whl" -O $TMPFILE
unzip $TMPFILE six.py -d "${PWD}"/build/
rm $TMPFILE
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+58 -30
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@@ -43,30 +43,24 @@ class BaseClient:
self.connections = {}
self.cookies = cookiejar.CookieJar()
self.last_url = None
self.redirect_count = 0 # will be set later
self.basedir = os.path.join(str(pathlib.Path.home()), '.financials-extension')
os.makedirs(self.basedir, exist_ok=True)
user_agents = [
'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/87.0.4280.88 Safari/537.36'
'Mozilla/5.0 (X11; Ubuntu; Linux x86_64; rv:109.0) Gecko/20100101 Firefox/110.0',
'Mozilla/5.0 (X11; Ubuntu; Linux x86_64; rv:109.0) Gecko/20100101 Firefox/111.0',
'Mozilla/5.0 (X11; Ubuntu; Linux x86_64; rv:109.0) Gecko/20100101 Firefox/112.0',
'Mozilla/5.0 (X11; Ubuntu; Linux x86_64; rv:109.0) Gecko/20100101 Firefox/113.0',
'Mozilla/5.0 (X11; Ubuntu; Linux x86_64; rv:109.0) Gecko/20100101 Firefox/114.0',
'Mozilla/5.0 (X11; Ubuntu; Linux x86_64; rv:109.0) Gecko/20100101 Firefox/115.0',
'Mozilla/5.0 (X11; Ubuntu; Linux x86_64; rv:109.0) Gecko/20100101 Firefox/116.0',
'Mozilla/5.0 (X11; Ubuntu; Linux x86_64; rv:109.0) Gecko/20100101 Firefox/117.0',
'Mozilla/5.0 (X11; Ubuntu; Linux x86_64; rv:109.0) Gecko/20100101 Firefox/118.0',
'Mozilla/5.0 (X11; Ubuntu; Linux x86_64; rv:109.0) Gecko/20100101 Firefox/119.0',
'Mozilla/5.0 (X11; Ubuntu; Linux x86_64; rv:109.0) Gecko/20100101 Firefox/120.0',
'Mozilla/5.0 (X11; Ubuntu; Linux x86_64; rv:109.0) Gecko/20100101 Firefox/121.0'
]
self.default_headers = {
@@ -80,16 +74,15 @@ class BaseClient:
self.response = None
def request(self, method: str, url: str, data=None, headers={}, cookies=[], **kwargs):
def request(self, method: str, url: str, data=None, headers={}, **kwargs):
_headers = self.default_headers.copy()
if headers:
for key, value in headers.items():
_headers[key] = value
if cookies:
for c in cookies:
self.cookies.set_cookie(c)
if method == 'POST' and 'Content-Type' not in _headers:
_headers['Content-Type'] = 'application/x-www-form-urlencoded'
connection = None
@@ -107,7 +100,7 @@ class BaseClient:
connection = HTTPConnection(host, **kwargs) if scheme == 'http:' else HTTPSConnection(host, **kwargs)
logger.debug('Creating request -----------------------------------------------------')
logger.info("url='%s'", url)
logger.debug("%s %s", method, url)
self.last_url = url
@@ -127,7 +120,7 @@ class BaseClient:
logger.debug('Processing response --------------------------------------------------')
# logger.debug('response.status={}'.format(response.status))
logger.debug('response.status=%s', response.status)
for key, value in response.getheaders():
logger.debug('Header: %s=%s', key, value)
@@ -138,15 +131,28 @@ class BaseClient:
def urlopen(self, url, redirect=True, data=None, headers={}, cookies=[], **kwargs):
self.response = self.request('POST' if data else 'GET', url, data, headers, cookies, **kwargs)
if cookies:
for c in cookies:
self.cookies.set_cookie(c)
self.last_url = None
self.response = self.request('POST' if data else 'GET', url, data, headers, **kwargs)
text = self.response.read()
# Allow redirects - used by Yahoo for some cookie based consent
redirect_count = 3
self.redirect_count = 5
while 300 <= self.response.status < 400 and redirect_count >= 0:
# (for Yahoo) AWS CloudFront occasionally returns an incorrect, cached error responses
# try mitigating by re-requesting straight away
if 400 <= self.response.status < 500:
if self.response.getheader('X-Cache') == 'Error from cloudfront':
self.response = self.request('POST' if data else 'GET', url, data, headers, **kwargs)
text = self.response.read()
redirect_count -= 1
while 300 <= self.response.status < 400 and self.redirect_count >= 0:
self.redirect_count -= 1
location = self.response.getheader('Location')
if location and redirect:
@@ -155,13 +161,15 @@ class BaseClient:
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)
self.response = self.request('GET', location, None, headers, **kwargs)
text = self.response.read()
else:
raise RedirectException(location)
if self.response.status >= 400:
logger.warning("last_url='%s' status=%s headers=%s", self.last_url, self.response.status,
'\n'.join(sorted(self.response.headers.__str__().splitlines(), key=lambda l: l.lower())))
raise HttpException(url, self.response.status)
if self.response.getheader('Content-Encoding') == 'gzip':
@@ -195,6 +203,7 @@ class BaseClient:
tick[Datacode.EXPIRY_DATE] = None
tick[Datacode.EX_DIV_DATE] = None
tick[Datacode.FREE_FLOAT] = None
tick[Datacode.SETTLEMENT_DATE] = None
tick[Datacode.HIGH] = None
tick[Datacode.HIGH_52_WEEK] = None
tick[Datacode.INDUSTRY] = None
@@ -215,6 +224,11 @@ class BaseClient:
tick[Datacode.TIMEZONE] = None
tick[Datacode.VOLUME] = None
tick[Datacode.YAHOO_SUMMARY_RECEIVED] = False
tick[Datacode.YAHOO_STATISTIC_RECEIVED] = False
tick[Datacode.YAHOO_PROFILE_RECEIVED] = False
tick[Datacode.TIMESTAMP] = None
return tick
def _return_value(self, data: dict, datacode: int):
@@ -324,6 +338,12 @@ class BaseClient:
elif datacode == Datacode.FREE_FLOAT.value and Datacode.FREE_FLOAT in data:
return data[Datacode.FREE_FLOAT]
elif datacode == Datacode.SETTLEMENT_DATE.value and Datacode.SETTLEMENT_DATE in data:
if data[Datacode.SETTLEMENT_DATE]:
return data[Datacode.SETTLEMENT_DATE].isoformat()
else:
return data[Datacode.SETTLEMENT_DATE]
elif datacode == Datacode.SHARES_OUT.value and Datacode.SHARES_OUT in data:
return data[Datacode.SHARES_OUT]
@@ -371,3 +391,11 @@ class BaseClient:
pass
return None
def close(self):
for connection in self.connections.values():
try:
connection.close()
except BaseException:
pass
self.connections = {}
+4
View File
@@ -46,6 +46,7 @@ class Datacode(Enum):
EXPIRY_DATE = 74
SHARES_OUT = 75
FREE_FLOAT = 76
SETTLEMENT_DATE = 77
CLOSE = 90
ADJ_CLOSE = 91
@@ -59,6 +60,9 @@ class Datacode(Enum):
NAME = 104
TIMEZONE = 105
YAHOO_SUMMARY_RECEIVED = 996
YAHOO_STATISTIC_RECEIVED = 997
YAHOO_PROFILE_RECEIVED = 998
TIMESTAMP = 999
@classmethod
+10 -5
View File
@@ -30,7 +30,7 @@ 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)
level=logging.INFO)
# Add current directory to import path
current_dir = os.path.dirname(os.path.abspath(inspect.getfile(inspect.currentframe())))
@@ -56,6 +56,7 @@ import six
from datacode import Datacode
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
@@ -94,8 +95,8 @@ class FinancialsImpl(unohelper.Base, Financials):
def __init__(self, ctx):
self.ctx = ctx
self.google = google.createInstance(ctx)
self.yahoo = yahoo.createInstance(ctx)
self.coinbase = coinbase.createInstance(ctx)
self.ft = ft.createInstance(ctx)
@profile
@@ -134,13 +135,12 @@ class FinancialsImpl(unohelper.Base, Financials):
ticker = str(ticker).strip()
source = str(source).upper()
# 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)
@@ -269,6 +269,11 @@ class FinancialsImpl(unohelper.Base, Financials):
return s
def close(self):
if self.yahoo: self.yahoo.close()
if self.coinbase: self.coinbase.close()
if self.ft: self.ft.close()
def createInstance(ctx):
return FinancialsImpl(ctx)
+112
View File
@@ -0,0 +1,112 @@
# 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 Datacode.TIMESTAMP in tick and type(tick[Datacode.TIMESTAMP]) == float and 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 last_url=%s redirect_count=%s", ticker, datacode, self.last_url, self.redirect_count)
del self.realtime[ticker]
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"<!-- '{self.last_url}' -->\r\n\r\n{text}", file=text_file)
except BaseException:
logger.exception("BaseException open/write ticker=%s datacode=%s", ticker, datacode)
try:
results = json.loads(text)
except BaseException as e:
logger.exception("BaseException ticker=%s datacode=%s", ticker, datacode)
del self.realtime[ticker]
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)
del self.realtime[ticker]
return 'Coinbase.getRealtime({}, {}) - process: {}'.format(ticker, datacode, e)
return self._return_value(self.realtime[ticker], datacode)
def createInstance(ctx):
return Coinbase(ctx)
+6 -4
View File
@@ -63,7 +63,7 @@ class FT(BaseClient):
# use cached value for up to 60 seconds
if ticker in self.realtime:
tick = self.realtime[ticker]
if time.time() - 60 < tick[Datacode.TIMESTAMP]:
if Datacode.TIMESTAMP in tick and type(tick[Datacode.TIMESTAMP]) == float and time.time() - 60 < tick[Datacode.TIMESTAMP]:
return self._return_value(tick, datacode)
else:
del self.realtime[ticker]
@@ -80,7 +80,8 @@ class FT(BaseClient):
try:
text = self.urlopen(url, redirect=True, data=None, headers=None)
except BaseException as e:
logger.exception("BaseException ticker=%s datacode=%s", ticker, datacode)
logger.exception("BaseException ticker=%s datacode=%s last_url=%s redirect_count=%s", ticker, datacode, self.last_url, self.redirect_count)
del self.realtime[ticker]
return f'FT.getRealtime({ticker}, {datacode}) - urlopen endpoint: {str(e)}'
try:
@@ -88,7 +89,7 @@ class FT(BaseClient):
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)
logger.exception("BaseException open/write ticker=%s datacode=%s %s", ticker, datacode)
tick[Datacode.TIMESTAMP] = time.time()
@@ -299,9 +300,10 @@ class FT(BaseClient):
except BaseException as e:
logger.exception("BaseException ticker=%s datacode=%s", ticker, datacode)
del self.realtime[ticker]
return f'FT.getRealtime({ticker}, {datacode}) - process: {str(e)}'
logger.info(tick)
logger.debug(tick)
return self._return_value(self.realtime[ticker], datacode)
+1 -1
View File
@@ -66,7 +66,7 @@ class Google(BaseClient):
# use cached value for up to 60 seconds
if ticker in self.realtime:
tick = self.realtime[ticker]
if time.time() - 60 < tick[Datacode.TIMESTAMP]:
if Datacode.TIMESTAMP in tick and type(tick[Datacode.TIMESTAMP]) == float and time.time() - 60 < tick[Datacode.TIMESTAMP]:
return self._return_value(tick, datacode)
else:
del self.realtime[ticker]
+324 -133
View File
@@ -9,22 +9,19 @@
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__)
@@ -32,29 +29,31 @@ logger = logging.getLogger(__name__)
# logger.setLevel(logging.DEBUG)
def raw(m, key, default=0.0):
def default(obj, prop, fallback=''):
try:
return m[key]['raw']
if obj is None or property is None:
return fallback
v = None
if hasattr(obj, prop):
v = getattr(obj, prop)
elif prop in obj:
v = obj[prop]
return v if v is not None else fallback
except:
pass
return default
return fallback
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())
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)
class Yahoo(BaseClient):
@@ -79,7 +78,7 @@ class Yahoo(BaseClient):
ticks = {}
for row in reader:
tick = self.get_ticker()
tick = self.get_ticker()
try:
tick[Datacode.OPEN] = float(row['Open'])
tick[Datacode.LOW] = float(row['Low'])
@@ -108,159 +107,351 @@ class Yahoo(BaseClient):
# remove white space
ticker = "".join(ticker.split())
needStatistics = datacode in [Datacode.SHARES_OUT.value, Datacode.FREE_FLOAT.value, Datacode.PAYOUT_RATIO.value]
needProfile = datacode in [Datacode.SECTOR.value, Datacode.INDUSTRY.value]
# 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)
if Datacode.TIMESTAMP in tick and type(tick[Datacode.TIMESTAMP]) == float and time.time() - 60 < tick[Datacode.TIMESTAMP]:
if (tick[Datacode.YAHOO_STATISTIC_RECEIVED] or not needStatistics) and (
tick[Datacode.YAHOO_PROFILE_RECEIVED] or not needProfile) and (
tick[Datacode.YAHOO_SUMMARY_RECEIVED]):
return self._return_value(tick, datacode)
else:
del self.realtime[ticker]
url = 'https://finance.yahoo.com/quote/{}?p={}'.format(ticker, ticker)
if ticker not in self.realtime:
self.realtime[ticker] = self.get_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")
]
if needStatistics:
return self.getRealtimeStatistics(ticker, datacode)
if needProfile:
return self.getRealtimeProfile(ticker, datacode)
return self.getRealtimeSummary(ticker, datacode)
def getData(self, url, ticker, datacode, html_file):
try:
text = self.urlopen(url, redirect=True, data=None, headers=None, cookies=cookies)
text = self.urlopen(url, redirect=True)
except BaseException as e:
logger.exception("BaseException ticker=%s datacode=%s", ticker, datacode)
return 'Yahoo.getRealtime({}, {}) - urlopen: {}'.format(ticker, datacode, e)
logger.exception("BaseException (1) ticker=%s datacode=%s last_url=%s redirect_count=%s %s",
ticker, datacode, self.last_url, self.redirect_count, e)
return None
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)
with open(os.path.join(self.basedir, html_file), "w", encoding="utf-8") as text_file:
print(f"<!-- '{self.last_url}' -->\r\n\r\n{text}", file=text_file)
except BaseException as e:
logger.exception("BaseException (2) ticker=%s datacode=%s %s", ticker, datacode, e)
if not text:
return None
try:
text = urllib.parse.unquote(text)
text = text.replace('\\u002F', '/')
parser = NaiveHTMLParser()
root = parser.feed(text)
parser.close()
except BaseException as e:
logger.exception("BaseException (3) ticker=%s datacode=%s - HTML parsing - %s", ticker, datacode, e)
return None
r = '"CrumbStore":{"crumb":"([^"]{11})"'
form = root.find(f".//form[@class='consent-form']")
if form:
inputs = form.findall(f".//input")
if inputs:
data = {'reject': 'reject'}
for d in inputs:
data[d.attrib['name']] = d.attrib['value']
try:
text = self.urlopen(self.last_url, redirect=True, data=urllib.parse.urlencode(data))
except BaseException as e:
logger.exception("BaseException (4) ticker=%s datacode=%s last_url=%s redirect_count=%s %s",
ticker, datacode, self.last_url, self.redirect_count, e)
return text
def getRealtimeSummary(self, ticker, datacode):
"""
Retrieve realtime data from Yahoo Finance - Summary tab
"""
tick = self.realtime[ticker]
url = 'https://finance.yahoo.com/quote/{}?p={}'.format(ticker, ticker)
text = self.getData(url, ticker, datacode, f'yahoo-{ticker}.html')
if text is None:
del self.realtime[ticker]
return 'Yahoo.getRealtimeSummary({}, {}) - getData'.format(ticker, datacode)
try:
r = '"crumb":"([^"]{11})"'
pattern = re.compile(r)
match = pattern.search(text)
if match:
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)
del self.realtime[ticker]
return 'Yahoo.getRealtimeSummary({}, {}) - 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
parser = NaiveHTMLParser()
root = parser.feed(text)
parser.close()
except BaseException as e:
logger.exception("BaseException ticker=%s datacode=%s", ticker, datacode)
return 'Yahoo.getRealtime({}, {}) - parsing: {}'.format(ticker, datacode, e)
with open(os.path.join(self.basedir, 'yahoo-{}.js'.format(ticker)), "w", encoding="utf-8") as text_file:
print(f"// '{url}' QuoteSummaryStore:\n", file=text_file)
pprint.pprint(results.asList(), stream=text_file)
return 'Yahoo.getRealtimeSummary({}, {}) - HTML parsing: {}'.format(ticker, datacode, e)
try:
price = results['price']
quoteType = results['quoteType']
summaryDetail = results['summaryDetail']
defaultKeyStatistics = results['defaultKeyStatistics'] if 'defaultKeyStatistics' in results else dict()
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]
if not root:
logger.exception("BaseException ticker=%s datacode=%s", ticker, datacode)
return 'Yahoo.getRealtimeSummary({}, {}) - root missing'.format(ticker, datacode)
tick[Datacode.TICKER] = ticker
tick[Datacode.TIMESTAMP] = time.time()
tick[Datacode.YAHOO_SUMMARY_RECEIVED] = True
parsed = {}
found = root.findall(f".//fin-streamer[@data-symbol='{ticker}']")
for d in found:
if hasattr(d, 'attrib') and 'data-field' in d.attrib:
parsed[d.attrib['data-field']] = default(d.attrib, 'value').replace('', '-').replace(',', '').strip()
# for futures "regularMarketVolume" is from actual future ticker (potentially different to requested one)
if 'regularMarketVolume' not in parsed:
found = root.findall(f".//fin-streamer[@data-field='regularMarketVolume']")
for d in found:
if hasattr(d, 'attrib') and 'data-field' in d.attrib and 'data-symbol' in d.attrib:
parsed[d.attrib['data-field']] = default(d.attrib, 'value').replace('', '-').replace(',', '').strip()
tick[Datacode.TICKER] = default(d.attrib, 'data-symbol').strip()
found = root.findall(f".//td[@data-test]")
for d in found:
if d:
span = d.find('./span')
if hasattr(d, 'attrib') and hasattr(span, 'text'):
parsed[d.attrib['data-test']] = default(span, 'text').replace('', '-').replace(',', '').strip()
else:
if hasattr(d, 'attrib') and hasattr(d, 'text'):
parsed[d.attrib['data-test']] = default(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 = default(parsed, 'DAYS_RANGE-value').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 = default(parsed, 'DIVIDEND_AND_YIELD-value').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.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')), yearfirst=True, dayfirst=False).date())
tick[Datacode.SHARES_OUT] = float(raw(defaultKeyStatistics, 'sharesOutstanding'))
tick[Datacode.FREE_FLOAT] = float(raw(defaultKeyStatistics, 'floatShares'))
lambda: dateutil.parser.parse(parsed['EX_DIVIDEND_DATE-value'], yearfirst=True, dayfirst=False).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'))
t = default(parsed, 'FIFTY_TWO_WK_RANGE-value').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.BID] = float(raw(summaryDetail, 'bid'))
tick[Datacode.ASK] = float(raw(summaryDetail, 'ask'))
tick[Datacode.BIDSIZE] = float(raw(summaryDetail, 'bidSize'))
tick[Datacode.ASKSIZE] = float(raw(summaryDetail, 'askSize'))
tick[Datacode.MARKET_CAP] = self.save_wrapper(lambda: float(handle_abbreviations(parsed['MARKET_CAP-value'])))
t = default(parsed, 'BID-value').split(' x ')
tick[Datacode.BID] = self.save_wrapper(lambda: float(t[0]))
tick[Datacode.BIDSIZE] = self.save_wrapper(lambda: float(t[1]))
t = default(parsed, 'ASK-value').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(fmt(summaryDetail, 'expireDate')), yearfirst=True, dayfirst=False).date())
lambda: dateutil.parser.parse(parsed['EXPIRE_DATE-value'], yearfirst=True, dayfirst=False).date())
if quoteType:
t = int(price['regularMarketTime'])
tz = pytz.timezone(quoteType['exchangeTimezoneName'])
tick[Datacode.SETTLEMENT_DATE] = self.save_wrapper(
lambda: dateutil.parser.parse(parsed['SETTLEMENT_DATE-value'], yearfirst=True, dayfirst=False).date())
tick[Datacode.TIMEZONE] = tz
dt = datetime.datetime.fromtimestamp(t, tz)
r = '<div id="quote-market-notice"[^>]*><span>([^>]*?)(. Market open.)?</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: t[-1])
tick[Datacode.LAST_PRICE_DATE] = dt.date()
tick[Datacode.LAST_PRICE_TIME] = dt.time()
# 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] = self.save_wrapper(lambda: str(price['symbol']))
tick[Datacode.EXCHANGE] = self.save_wrapper(lambda: str(price['exchange']))
tick[Datacode.CURRENCY] = self.save_wrapper(lambda: str(price['currency']))
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())
# some Moscow symbols miss currency in data block but show it in text e.g. VTBBA.ME, TBIOA.ME
if not tick[Datacode.CURRENCY]:
r = r'Currency in ([A-Z]{3})\b'
match = re.compile(r, flags=re.DOTALL).search(text)
if match:
tick[Datacode.CURRENCY] = match.group(1)
# fallback for yield on US mutual funds and ETFs, which is in different field
# fallback for dividend/yield on mutual funds and ETFs
if not tick[Datacode.DIV]:
tick[Datacode.DIV] = self.save_wrapper(lambda: float(parsed['LAST_DIVIDEND-value']))
if not tick[Datacode.DIV_YIELD]:
tick[Datacode.DIV_YIELD] = float(raw(summaryDetail, 'yield'))
tick[Datacode.DIV_YIELD] = self.save_wrapper(lambda: float(parsed['TD_YIELD-value'].replace('%', '').strip())/100.0)
name = price['longName'] or price['shortName']
if name:
tick[Datacode.NAME] = html.unescape(str(name))
else:
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]
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)
del self.realtime[ticker]
return 'Yahoo.getRealtimeSummary({}, {}) - process: {}'.format(ticker, datacode, e)
return self._return_value(self.realtime[ticker], datacode)
def getRealtimeStatistics(self, ticker, datacode):
"""
Retrieve realtime data from Yahoo Finance - Statistics tab
"""
tick = self.realtime[ticker]
url = 'https://finance.yahoo.com/quote/{}/key-statistics?p={}'.format(ticker, ticker)
text = self.getData(url, ticker, datacode, f'yahoo-{ticker}-statistics.html')
if text is None:
del self.realtime[ticker]
return 'Yahoo.getRealtimeStatistics({}, {}) - getData'.format(ticker, datacode)
try:
parser = NaiveHTMLParser()
root = parser.feed(text)
parser.close()
except BaseException as e:
logger.exception("BaseException ticker=%s datacode=%s", ticker, datacode)
del self.realtime[ticker]
return 'Yahoo.getRealtimeStatistics({}, {}) - HTML parsing: {}'.format(ticker, datacode, e)
statistics = root.find(".//section[@data-test='qsp-statistics']")
tick[Datacode.TICKER] = ticker
tick[Datacode.TIMESTAMP] = time.time()
tick[Datacode.YAHOO_STATISTIC_RECEIVED] = True
tick[Datacode.SHARES_OUT] = None
tick[Datacode.FREE_FLOAT] = None
tick[Datacode.PAYOUT_RATIO] = None
if statistics is None:
return None
parsed = {}
try:
# Valuation Measures
found = statistics.find('./div[2]/div[1]//table')
if found:
for d in found.findall('.//tr'):
key = d.find('./td[1]/span').text
if key is not None:
parsed[key] = d.find('./td[2]').text
# Stock Price History
found = statistics.find('./div[2]/div[2]/div[1]/div[1]//table')
if found:
for d in found.findall('.//tr'):
key = d.find('./td[1]/span').text
if key is not None:
parsed[key] = d.find('./td[2]').text
# Share Statistics
found = statistics.find('./div[2]/div[2]/div[1]/div[2]//table')
if found:
for d in found.findall('.//tr'):
key = d.find('./td[1]/span').text
if key is not None:
parsed[key] = d.find('./td[2]').text
# Dividends & Splits
found = statistics.find('./div[2]/div[2]/div[1]/div[3]//table')
if found:
for d in found.findall('.//tr'):
key = d.find('./td[1]/span').text
if key is not None:
parsed[key] = d.find('./td[2]').text
except KeyError:
pass
tick[Datacode.SHARES_OUT] = self.save_wrapper(
lambda: float(handle_abbreviations(parsed['Shares Outstanding'])))
tick[Datacode.FREE_FLOAT] = self.save_wrapper(
lambda: float(handle_abbreviations(parsed['Float'])))
tick[Datacode.PAYOUT_RATIO] = self.save_wrapper(
lambda: float(handle_abbreviations(parsed['Payout Ratio'].replace('%', '').strip()))/100.0)
return self._return_value(self.realtime[ticker], datacode)
def getRealtimeProfile(self, ticker, datacode):
"""
Retrieve realtime data from Yahoo Finance - Profile tab
"""
tick = self.realtime[ticker]
url = 'https://finance.yahoo.com/quote/{}/profile?p={}'.format(ticker, ticker)
text = self.getData(url, ticker, datacode, f'yahoo-{ticker}-profile.html')
if text is None:
del self.realtime[ticker]
return 'Yahoo.getRealtimeProfile({}, {}) - getData'.format(ticker, datacode)
try:
parser = NaiveHTMLParser()
root = parser.feed(text)
parser.close()
except BaseException as e:
logger.exception("BaseException ticker=%s datacode=%s", ticker, datacode)
del self.realtime[ticker]
return 'Yahoo.getRealtimeProfile({}, {}) - HTML parsing: {}'.format(ticker, datacode, e)
tick[Datacode.TICKER] = ticker
tick[Datacode.TIMESTAMP] = time.time()
tick[Datacode.YAHOO_PROFILE_RECEIVED] = True
p = None
if root:
p = root.find(".//*[span='Sector(s)']")
tick[Datacode.SECTOR] = self.save_wrapper(lambda: p.find("./span[2]").text)
tick[Datacode.INDUSTRY] = self.save_wrapper(lambda: p.find("./span[4]").text)
return self._return_value(self.realtime[ticker], datacode)
@@ -288,7 +479,7 @@ class Yahoo(BaseClient):
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)
logger.exception("BaseException ticker=%s datacode=%s last_url=%s redirect_count=%s", ticker, datacode, self.last_url, self.redirect_count)
return 'Yahoo.getHistoric({}, {}, {}) - date_as_dt: {}'.format(ticker, datacode, date, e)
if ticker in self.historicdata:
@@ -311,7 +502,7 @@ class Yahoo(BaseClient):
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)
self.getRealtime(ticker, Datacode.LAST_PRICE)
if not self.crumb:
return 'Yahoo.getHistoric({}, {}, {}) - crumb missing'.format(ticker, datacode, date)
+1 -1
View File
@@ -14,7 +14,7 @@ import os
cur_dir = os.getcwd()
addin_id = "com.financials.getinfo"
addin_version = "3.0.9"
addin_version = "3.4.0"
addin_displayname = "Financial Market Extension"
addin_publisher_link = "https://github.com/cmallwitz/Financials-Extension"
addin_publisher_name = "The Publisher"
+42
View File
@@ -0,0 +1,42 @@
# 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):
@classmethod
def tearDownClass(cls):
# this avoids "ResourceWarning: unclosed..." on cached socket connections
financials.close()
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)
+48 -16
View File
@@ -15,6 +15,7 @@ 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)
@@ -22,6 +23,11 @@ financials = financials.createInstance(None)
class Test(unittest.TestCase):
@classmethod
def tearDownClass(cls):
# this avoids "ResourceWarning: unclosed..." on cached socket connections
financials.close()
def test_currency(self):
s = financials.getRealtime('EURGBP', 'LAST_PRICE', 'FT')
self.assertEqual(float, type(s), 'test_currency LAST_PRICE')
@@ -134,14 +140,40 @@ class Test(unittest.TestCase):
s = financials.getRealtime('VFIAX', 'LAST_PRICE_TIME', 'FT')
self.assertEqual(str, type(s), 'test_US_mutuals LAST_PRICE_TIME {}'.format(s))
def test_US_futures(self):
# https://markets.ft.com/data/commodities/tearsheet/summary?s=775326843 ESH25:IOM
s = financials.getRealtime('775326843', Datacode.NAME.value, 'FT')
self.assertEqual(str, type(s), 'test_realtime_US_futures NAME {}'.format(s))
self.assertEqual('EMINI S&P MAR5', s, 'test_US_futures NAME {}'.format(s))
s = financials.getRealtime('775326843', Datacode.LAST_PRICE.value, 'FT')
self.assertEqual(float, type(s), 'test_US_futures LAST_PRICE {}'.format(s))
# s = financials.getRealtime('775326843', Datacode.OPEN.value, 'FT')
# self.assertEqual(float, type(s), 'test_US_futures OPEN {}'.format(s))
s = financials.getRealtime('775326843', Datacode.VOLUME.value, 'FT')
self.assertEqual(float, type(s), 'test_US_futures VOLUME {}'.format(s))
s = financials.getRealtime('775326843', Datacode.LOW_52_WEEK.value, 'FT')
self.assertEqual(float, type(s), 'test_US_futures LOW_52_WEEK {}'.format(s))
s = financials.getRealtime('775326843', Datacode.HIGH_52_WEEK.value, 'FT')
self.assertEqual(float, type(s), 'test_US_futures HIGH_52_WEEK {}'.format(s))
s = financials.getRealtime('775326843', Datacode.CHANGE.value, 'FT')
self.assertEqual(float, type(s), 'test_US_futures CHANGE {}'.format(s))
s = financials.getRealtime('775326843', Datacode.CHANGE_IN_PERCENT.value, 'FT')
self.assertEqual(float, type(s), 'test_US_futures CHANGE_IN_PERCENT {}'.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), '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))
@@ -311,40 +343,40 @@ class Test(unittest.TestCase):
self.assertEqual('General Industrials', s, 'test_TY_equity INDUSTRY {}'.format(s))
def test_TLV_equity(self):
s = financials.getRealtime('DELT:TLV', 'LAST_PRICE', 'FT')
s = financials.getRealtime('LUMI:TLV', 'LAST_PRICE', 'FT')
self.assertEqual(float, type(s), 'test_TLV_equity LAST_PRICE {}'.format(s))
s = financials.getRealtime('DELT:TLV', 'OPEN', 'FT')
s = financials.getRealtime('LUMI:TLV', 'OPEN', 'FT')
self.assertEqual(float, type(s), 'test_TLV_equity OPEN {}'.format(s))
s = financials.getRealtime('DELT:TLV', 'LOW', 'FT')
s = financials.getRealtime('LUMI:TLV', 'LOW', 'FT')
self.assertEqual(float, type(s), 'test_TLV_equity LOW {}'.format(s))
s = financials.getRealtime('DELT:TLV', 'HIGH', 'FT')
s = financials.getRealtime('LUMI:TLV', 'HIGH', 'FT')
self.assertEqual(float, type(s), 'test_TLV_equity HIGH {}'.format(s))
s = financials.getRealtime('DELT:TLV', 'LOW_52_WEEK', 'FT')
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('DELT:TLV', 'HIGH_52_WEEK', 'FT')
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('DELT:TLV', 'MARKET_CAP', 'FT')
s = financials.getRealtime('LUMI:TLV', 'MARKET_CAP', 'FT')
self.assertEqual(float, type(s), 'test_TLV_equity MARKET_CAP {}'.format(s))
s = financials.getRealtime('DELT:TLV', 'VOLUME', 'FT')
s = financials.getRealtime('LUMI:TLV', 'VOLUME', 'FT')
self.assertEqual(float, type(s), 'test_TLV_equity VOLUME {}'.format(s))
s = financials.getRealtime('DELT:TLV', 'CURRENCY', 'FT')
s = financials.getRealtime('LUMI:TLV', 'CURRENCY', 'FT')
self.assertEqual('ILa', s, 'test_TLV_equity CURRENCY')
s = financials.getRealtime('DELT:TLV', 'SECTOR', 'FT')
s = financials.getRealtime('LUMI:TLV', 'SECTOR', 'FT')
self.assertEqual(str, type(s), 'test_TLV_equity SECTOR {}'.format(s))
self.assertEqual('Consumer Discretionary', s, 'test_TY_equity SECTOR {}'.format(s))
self.assertEqual('Financials', s, 'test_TY_equity SECTOR {}'.format(s))
s = financials.getRealtime('DELT:TLV', 'INDUSTRY', 'FT')
s = financials.getRealtime('LUMI:TLV', 'INDUSTRY', 'FT')
self.assertEqual(str, type(s), 'test_TLV_equity INDUSTRY {}'.format(s))
self.assertEqual('Personal Goods', s, 'test_TY_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')
+195 -45
View File
@@ -16,6 +16,7 @@ import unittest
logging.basicConfig(level=logging.ERROR, format="%(asctime)s %(name)s %(levelname)s %(message)s")
import baseclient
import financials
from datacode import Datacode
import testutils
@@ -23,8 +24,31 @@ import testutils
financials = financials.createInstance(None)
def urlopen_fail(self, url, redirect=True, data=None, headers={}, cookies=[], **kwargs):
raise baseclient.HttpException(url, 'ERROR: simulated urlopen() failed')
class Test(unittest.TestCase):
@classmethod
def tearDownClass(cls):
# this avoids "ResourceWarning: unclosed..." on cached socket connections
financials.close()
def test_recovery_from_urlopen_error_issue(self):
financials.yahoo.last_url = 'blank'
urlopen_saved = baseclient.BaseClient.urlopen
baseclient.BaseClient.urlopen = urlopen_fail
s = financials.getRealtime('U1IH.F', Datacode.LAST_PRICE.value, 'YAHOO')
baseclient.BaseClient.urlopen = urlopen_saved
s = financials.getRealtime('U1IH.F', Datacode.PREV_CLOSE.value, 'YAHOO')
self.assertEqual(float, type(s), 'test_recovery_from_urlopen_error_issue PREV_CLOSE {}'.format(s))
def test_currency(self):
s = financials.getRealtime('EURGBP=X', Datacode.CURRENCY.value, 'YAHOO')
self.assertEqual(str, type(s), 'test_currency CURRENCY')
@@ -32,6 +56,17 @@ class Test(unittest.TestCase):
s = financials.getRealtime('EURGBP=X', Datacode.LAST_PRICE.value, 'YAHOO')
self.assertEqual(float, type(s), 'test_currency LAST_PRICE')
def test_realtime_US_ZVZZT(self):
s = financials.getRealtime('ZVZZT', Datacode.PAYOUT_RATIO.value, 'YAHOO')
self.assertIsNone(s, 'test_realtime_US_ZVZZT PAYOUT_RATIO {}'.format(s))
s = financials.getRealtime('ZVZZT', Datacode.SECTOR.value, 'YAHOO')
self.assertIsNone(s, 'test_realtime_US_ZVZZT SECTOR {}'.format(s))
s = financials.getRealtime('ZVZZT', Datacode.LAST_PRICE.value, 'YAHOO')
self.assertEqual(float, type(s), 'test_realtime_US_ZVZZT LAST_PRICE {}'.format(s))
def test_realtime_US_equity(self):
s = financials.getRealtime('^GSPC', Datacode.NAME.value, 'YAHOO')
@@ -70,19 +105,19 @@ 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')
s = financials.getRealtime('IBM', 'SECTOR', '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')
s = financials.getRealtime('IBM', 'INDUSTRY', '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.assertTrue(s == 'EST' or s == 'EDT', '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))
@@ -103,17 +138,17 @@ 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')
s = financials.getRealtime('IBM', 'PAYOUT_RATIO', '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')
s = financials.getRealtime('IBM', 'SHARES_OUT', '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')
s = financials.getRealtime('IBM', 'FREE_FLOAT', '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, 'NYQ', 'test_realtime_US_equity EXCHANGE')
self.assertEqual(s, 'NYSE', 'test_realtime_US_equity EXCHANGE')
def test_realtime_US_mutuals(self):
@@ -123,51 +158,105 @@ 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_TIME.value, 'YAHOO')
self.assertEqual(str, type(s), 'test_realtime_US_mutuals LAST_PRICE_TIME {}'.format(s))
s = financials.getRealtime('VFIAX', Datacode.DIV.value, 'YAHOO')
self.assertEqual(float, type(s), 'test_realtime_US_mutuals DIV {}'.format(s))
s = financials.getRealtime('VFIAX', Datacode.DIV_YIELD.value, 'YAHOO')
# self.assertIsNone(s, 'test_realtime_US_mutuals DIV_YIELD {}'.format(s)) # no yield
self.assertTrue(testutils.is_positive_float(s), 'test_realtime_US_mutuals DIV_YIELD {}'.format(s))
s = financials.getRealtime('SHRAX', Datacode.DIV.value, 'YAHOO')
self.assertEqual(float, type(s), 'test_realtime_US_mutuals DIV {}'.format(s))
s = financials.getRealtime('SHRAX', Datacode.DIV_YIELD.value, 'YAHOO')
# self.assertIsNone(s, 'test_realtime_US_mutuals DIV_YIELD {}'.format(s)) # no yield
self.assertEqual(float, type(s), 'test_realtime_US_mutuals DIV_YIELD {}'.format(s))
# s = financials.getRealtime('VERX.L', Datacode.DIV.value, 'YAHOO')
# self.assertIsNone(s, 'test_realtime_US_mutuals DIV {}'.format(s)) # no dividend
s = financials.getRealtime('VERX.L', Datacode.DIV_YIELD.value, 'YAHOO')
self.assertIsNone(s, 'test_realtime_US_mutuals DIV_YIELD {}'.format(s)) # no yield
# self.assertEqual(float, type(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')
s = financials.getRealtime('IBM250117C00165000', 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')
s = financials.getRealtime('IBM250117C00165000', 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))
self.assertEqual('IBM Jan 2025 165.000 call', s, 'test_realtime_US_options NAME {}'.format(s))
s = financials.getRealtime('IBM230120C00130000', Datacode.EXPIRY_DATE.value, 'YAHOO')
s = financials.getRealtime('IBM250117C00165000', 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))
self.assertEqual("2025-01-17", s, 'test_realtime_US_options EXPIRY_DATE {}'.format(s))
s = financials.getRealtime('IBM230120C00130000', Datacode.LAST_PRICE.value, 'YAHOO')
s = financials.getRealtime('IBM250117C00165000', 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')
s = financials.getRealtime('IBM250117C00165000', Datacode.OPEN.value, 'YAHOO')
self.assertEqual(float, type(s), 'test_realtime_US_options OPEN {}'.format(s))
s = financials.getRealtime('IBM230120C00130000', Datacode.VOLUME.value, 'YAHOO')
s = financials.getRealtime('IBM250117C00165000', Datacode.VOLUME.value, 'YAHOO')
self.assertEqual(float, type(s), 'test_realtime_US_options VOLUME {}'.format(s))
s = financials.getRealtime('IBM230120C00130000', Datacode.BID.value, 'YAHOO')
s = financials.getRealtime('IBM250117C00165000', Datacode.BID.value, 'YAHOO')
self.assertEqual(float, type(s), 'test_realtime_US_options BID {}'.format(s))
s = financials.getRealtime('IBM230120C00130000', Datacode.ASK.value, 'YAHOO')
s = financials.getRealtime('IBM250117C00165000', 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('IBM250117C00165000', Datacode.PAYOUT_RATIO.value, 'YAHOO')
self.assertIsNone(s, 'test_realtime_US_options PAYOUT_RATIO {}'.format(s))
s = financials.getRealtime('IBM230120C00130000', Datacode.ASKSIZE.value, 'YAHOO')
self.assertEqual(float, type(s), 'test_realtime_US_options ASKSIZE {}'.format(s))
s = financials.getRealtime('IBM250117C00165000', Datacode.SECTOR.value, 'YAHOO')
self.assertIsNone(s, 'test_realtime_US_options SECTOR {}'.format(s))
def test_realtime_US_futures(self):
s = financials.getRealtime('ES=F', Datacode.NAME.value, 'YAHOO')
self.assertEqual(str, type(s), 'test_realtime_US_futures NAME {}'.format(s))
self.assertEqual('E-Mini S&P 500 Mar 24 (ES=F)', s, 'test_realtime_US_futures NAME {}'.format(s))
s = financials.getRealtime('ES=F', Datacode.TICKER.value, 'YAHOO')
self.assertEqual(str, type(s), 'test_realtime_US_futures TICKER {}'.format(s))
self.assertEqual('ESH24.CME', s, 'test_realtime_US_futures TICKER {}'.format(s))
s = financials.getRealtime('ES=F', Datacode.SETTLEMENT_DATE.value, 'YAHOO')
self.assertEqual(str, type(s), 'test_realtime_US_futures SETTLEMENT_DATE {}'.format(s))
self.assertTrue(testutils.is_date(s), 'test_realtime_US_futures SETTLEMENT_DATE {}'.format(s))
self.assertEqual("2024-03-15", s, 'test_realtime_US_futures SETTLEMENT_DATE {}'.format(s))
s = financials.getRealtime('ES=F', Datacode.LAST_PRICE.value, 'YAHOO')
self.assertEqual(float, type(s), 'test_realtime_US_futures LAST_PRICE {}'.format(s))
s = financials.getRealtime('ES=F', Datacode.OPEN.value, 'YAHOO')
self.assertEqual(float, type(s), 'test_realtime_US_futures OPEN {}'.format(s))
s = financials.getRealtime('ES=F', Datacode.VOLUME.value, 'YAHOO')
self.assertEqual(float, type(s), 'test_realtime_US_futures VOLUME {}'.format(s))
s = financials.getRealtime('ES=F', Datacode.BID.value, 'YAHOO')
self.assertEqual(float, type(s), 'test_realtime_US_futures BID {}'.format(s))
s = financials.getRealtime('ES=F', Datacode.ASK.value, 'YAHOO')
self.assertEqual(float, type(s), 'test_realtime_US_futures ASK {}'.format(s))
s = financials.getRealtime('ES=F', Datacode.CHANGE.value, 'YAHOO')
self.assertEqual(float, type(s), 'test_realtime_US_futures CHANGE {}'.format(s))
s = financials.getRealtime('ES=F', Datacode.CHANGE_IN_PERCENT.value, 'YAHOO')
self.assertEqual(float, type(s), 'test_realtime_US_futures CHANGE_IN_PERCENT {}'.format(s))
s = financials.getRealtime('ES=F', Datacode.LOW.value, 'YAHOO')
self.assertEqual(float, type(s), 'test_realtime_US_futures LOW {}'.format(s))
s = financials.getRealtime('ES=F', Datacode.HIGH.value, 'YAHOO')
self.assertEqual(float, type(s), 'test_realtime_US_futures HIGH {}'.format(s))
def test_realtime_UK_ETF(self):
@@ -175,11 +264,23 @@ 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('Europe/London', s, 'test_realtime_UK_ETF TIMEZONE {}'.format(s))
self.assertTrue(s == 'GMT' or s == 'BST', '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('iShares Core S&P 500 UCITS ETF USD (Acc)', s, 'test_realtime_UK_ETF NAME {}'.format(s))
self.assertEqual('iShares VII PLC - iShares Core S&P 500 UCITS ETF (CSP1.L)', s, 'test_realtime_UK_ETF NAME {}'.format(s))
s = financials.getRealtime('VERX.L', 'SECTOR', 'YAHOO')
self.assertIsNone(s, 'test_realtime_UK_ETF SECTOR {}'.format(s))
s = financials.getRealtime('VERX.L', 'INDUSTRY', 'YAHOO')
self.assertIsNone(s, 'test_realtime_UK_ETF INDUSTRY {}'.format(s))
s = financials.getRealtime('VERX.L', 'PAYOUT_RATIO', 'YAHOO')
self.assertIsNone(s, 'test_realtime_UK_ETF PAYOUT_RATIO {}'.format(s))
s = financials.getRealtime('VERX.L', 'SHARES_OUT', 'YAHOO')
self.assertIsNone(s, 'test_realtime_UK_ETF SHARES_OUT {}'.format(s))
def test_realtime_DE_equity(self):
@@ -187,7 +288,7 @@ 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('Europe/Berlin', s, 'test_realtime_DE_equity TIMEZONE {}'.format(s))
self.assertTrue(s == 'CET' or s == 'CEST', '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))
@@ -195,20 +296,57 @@ class Test(unittest.TestCase):
s = financials.getRealtime('SAP.DE', Datacode.INDUSTRY.value, 'YAHOO')
self.assertEqual(str, type(s), 'test_realtime_DE_equity INDUSTRY {}'.format(s))
self.assertEqual(s, 'SoftwareApplication', 'test_realtime_DE_equity INDUSTRY {}'.format(s))
self.assertEqual(s, 'Software - Application', 'test_realtime_DE_equity INDUSTRY {}'.format(s))
s = financials.getRealtime('C060.DE', Datacode.NAME.value, 'YAHOO')
s = financials.getRealtime('LYY8.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, 'GER', 'test_realtime_DE_equity EXCHANGE')
s = financials.getRealtime('LYY8.DE', Datacode.EXCHANGE.value, 'YAHOO')
self.assertEqual(s, 'XETRA', 'test_realtime_DE_equity EXCHANGE')
def test_TA_equity(self):
s = financials.getRealtime('LUMI.TA', 'LAST_PRICE', 'YAHOO')
self.assertEqual(float, type(s), 'test_TA_equity LAST_PRICE {}'.format(s))
s = financials.getRealtime('LUMI.TA', 'OPEN', 'YAHOO')
self.assertEqual(float, type(s), 'test_TA_equity OPEN {}'.format(s))
s = financials.getRealtime('LUMI.TA', 'LOW', 'YAHOO')
self.assertEqual(float, type(s), 'test_TA_equity LOW {}'.format(s))
s = financials.getRealtime('LUMI.TA', 'HIGH', 'YAHOO')
self.assertEqual(float, type(s), 'test_TA_equity HIGH {}'.format(s))
s = financials.getRealtime('LUMI.TA', 'LOW_52_WEEK', 'YAHOO')
self.assertEqual(float, type(s), 'test_TA_equity LOW_52_WEEK {}'.format(s))
s = financials.getRealtime('LUMI.TA', 'HIGH_52_WEEK', 'YAHOO')
self.assertEqual(float, type(s), 'test_TA_equity HIGH_52_WEEK {}'.format(s))
s = financials.getRealtime('LUMI.TA', 'MARKET_CAP', 'YAHOO')
self.assertEqual(float, type(s), 'test_TA_equity MARKET_CAP {}'.format(s))
s = financials.getRealtime('LUMI.TA', 'VOLUME', 'YAHOO')
self.assertEqual(float, type(s), 'test_TA_equity VOLUME {}'.format(s))
s = financials.getRealtime('LUMI.TA', 'CURRENCY', 'YAHOO')
self.assertEqual('ILA', s, 'test_TA_equity CURRENCY')
s = financials.getRealtime('LUMI.TA', 'SECTOR', 'YAHOO')
self.assertEqual(str, type(s), 'test_TLV_equity SECTOR {}'.format(s))
self.assertEqual('Financial Services', s, 'test_TA_equity SECTOR {}'.format(s))
s = financials.getRealtime('LUMI.TA', 'INDUSTRY', 'YAHOO')
self.assertEqual(str, type(s), 'test_TLV_equity INDUSTRY {}'.format(s))
self.assertEqual('Banks - Regional', s, 'test_TA_equity INDUSTRY {}'.format(s))
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', s, 'test_DK_equity NAME {}'.format(s))
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))
@@ -217,7 +355,18 @@ class Test(unittest.TestCase):
self.assertEqual(str, type(s), 'test_DK_equity INDUSTRY {}'.format(s))
self.assertEqual('Biotechnology', s, 'test_DK_equity INDUSTRY {}'.format(s))
s = financials.getRealtime('MAERSK-B.CO', 'currency', 'YAHOO')
self.assertEqual('DKK', s, 'test_DK_equity CURRENCY {}'.format(s))
def test_realtime_TY_equity(self):
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.OPEN.value, 'YAHOO')
self.assertEqual(float, type(s), 'test_TY_equity OPEN {}'.format(s))
@@ -242,13 +391,8 @@ 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.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.TIMEZONE.value, 'YAHOO')
self.assertEqual(s, 'JST', 'test_TY_equity TIMEZONE')
def test_historic_US_equity(self):
@@ -329,15 +473,21 @@ class Test(unittest.TestCase):
s = financials.getHistoric('SAP.DE', Datacode.CLOSE.value, '2017-01-03', 'YAHOO')
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, 72.870003, 'test_historic_DE_equity CLOSE {}'.format(s))
s = financials.getHistoric('LYY8.DE', Datacode.CLOSE.value, '2017-01-03', 'YAHOO')
self.assertEqual(s, 96.010002, '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')
s = financials.getRealtime('NO_NAME', Datacode.PAYOUT_RATIO.value, 'YAHOO')
self.assertIsNone(s, 'test_realtime_errors PAYOUT_RATIO {}'.format(s))
s = financials.getRealtime('NO_NAME', Datacode.SECTOR.value, 'YAHOO')
self.assertIsNone(s, 'test_realtime_errors SECTOR {}'.format(s))
s = financials.getRealtime('LYY8.DE', -1, 'YAHOO')
self.assertEqual('Datacode -1 not supported', s, 'test_realtime_errors -1 {}'.format(s))
def test_historic_errors(self):