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Author SHA1 Message Date
cmallwitz a89edcc5fc Rework Yahoo after website change (done) 2022-12-20 15:17:54 +00:00
8 changed files with 416 additions and 125 deletions
+8 -3
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@@ -1,6 +1,10 @@
# Financials-Extension
### 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)
## Update (20 Dec 2022) Yahoo deployed a major website change
The latest version 3.2.1 restores almost all extension functionality. The only fields missing is LAST_PRICE_DATE and LAST_PRICE_TIME - somehow this is handled now using JavaScript making it a pain to extract.
## Overview
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.
@@ -64,8 +68,8 @@ You can either specify numbers or names (lower or upper case) - not all bits are
| 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 |||
| 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 ||
@@ -89,6 +93,7 @@ You can either specify numbers or names (lower or upper case) - not all bits are
| EXPIRY_DATE | 74 | Yes (on options) | No | | | yyyy-mm-dd |
| SHARES_OUT | 75 | Yes | Yes | | ||
| FREE_FLOAT | 76 | Yes | Yes | | ||
| SETTLEMENT_DATE | 77 | Yes | | | ||
| CLOSE | 90 | No | No | Yes | ||
| ADJ_CLOSE | 91 | No | No | Yes | ||
| SECTOR | 98 | Yes | Yes |||
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+12
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@@ -195,6 +195,7 @@ 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 +216,11 @@ 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 +330,12 @@ 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]
+4
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@@ -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
+211 -73
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@@ -9,18 +9,15 @@
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
@@ -33,6 +30,22 @@ logger = logging.getLogger(__name__)
# logger.setLevel(logging.DEBUG)
def default(obj, prop, fallback=''):
try:
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 fallback
def handle_abbreviations(s):
s = str(s).strip()
if s.endswith('M'):
@@ -43,23 +56,6 @@ def handle_abbreviations(s):
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,
@@ -90,7 +86,7 @@ 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'])
@@ -106,6 +102,18 @@ class Yahoo(BaseClient):
self.historicdata[ticker] = ticks
def get_cookies(self):
return [
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")
]
def getRealtime(self, ticker, datacode):
"""
@@ -119,37 +127,46 @@ 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 (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]
if ticker not in self.realtime:
self.realtime[ticker] = self.get_ticker()
if needStatistics:
return self.getRealtimeStatistics(ticker, datacode)
if needProfile:
return self.getRealtimeProfile(ticker, datacode)
return self.getRealtimeSummary(ticker, datacode)
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)
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)
text = self.urlopen(url, redirect=True, data=None, headers=None, cookies=self.get_cookies())
except BaseException as e:
logger.exception("BaseException ticker=%s datacode=%s", ticker, datacode)
return 'Yahoo.getRealtime({}, {}) - urlopen: {}'.format(ticker, datacode, e)
return 'Yahoo.getRealtimeSummary({}, {}) - urlopen: {}'.format(ticker, datacode, e)
try:
with open(os.path.join(self.basedir, 'yahoo-{}.html'.format(ticker)), "w", encoding="utf-8") as text_file:
@@ -161,42 +178,40 @@ class Yahoo(BaseClient):
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)
return 'Yahoo.getRealtimeSummary({}, {}) - crumb: {}'.format(ticker, datacode, e)
tick[Datacode.TIMESTAMP] = time.time()
tick[Datacode.YAHOO_SUMMARY_RECEIVED] = True
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)
return 'Yahoo.getRealtimeSummary({}, {}) - 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()
if hasattr(d, 'attrib') and 'data-field' in d.attrib:
parsed[d.attrib['data-field']] = default(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()
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']] = d.text.replace('', '-').replace(',', '').strip()
parsed[d.attrib['data-test']] = default(d, 'text').replace('', '-').replace(',', '').strip()
if 'regularMarketPrice' not in parsed:
return None
@@ -206,8 +221,7 @@ class Yahoo(BaseClient):
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(' - ')
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]))
@@ -218,44 +232,38 @@ class Yahoo(BaseClient):
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(' ')
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.EX_DIV_DATE] = self.save_wrapper(
lambda: dateutil.parser.parse(str(parsed['EX_DIVIDEND_DATE-value']), yearfirst=True, dayfirst=False).date())
lambda: dateutil.parser.parse(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(' - ')
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.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 ')
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 = parsed['ASK-value'] if 'ASK-value' in parsed else ''
t = t.split(' x ')
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(parsed['EXPIRE_DATE-value']), yearfirst=True, dayfirst=False).date())
lambda: dateutil.parser.parse(parsed['EXPIRE_DATE-value'], yearfirst=True, dayfirst=False).date())
r = '<div id="quote-market-notice"[^>]*><span>([^>]*)</span></div>'
tick[Datacode.SETTLEMENT_DATE] = self.save_wrapper(
lambda: dateutil.parser.parse(parsed['SETTLEMENT_DATE-value'], yearfirst=True, dayfirst=False).date())
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: pytz.timezone(t[-1]))
tick[Datacode.TIMEZONE] = self.save_wrapper(lambda: t[-1])
# if quoteType:
# t = int(price['regularMarketTime'])
@@ -269,15 +277,17 @@ class Yahoo(BaseClient):
tick[Datacode.TICKER] = ticker
r = '<span>(\\w+?) - [^>]*Currency in ([\\w]+)[^>]*</span>'
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
# 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] = self.save_wrapper(lambda: float(parsed['LAST_DIVIDEND-value']))
tick[Datacode.DIV_YIELD] = self.save_wrapper(lambda: float(parsed['TD_YIELD-value'].replace('%', '').strip())/100.0)
tick[Datacode.NAME] = self.save_wrapper(
lambda: html.unescape(root.find('.//h1').text).strip())
@@ -285,13 +295,141 @@ class Yahoo(BaseClient):
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.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)
try:
text = self.urlopen(url, redirect=True, data=None, headers=None, cookies=self.get_cookies())
except BaseException as e:
logger.exception("BaseException ticker=%s datacode=%s", ticker, datacode)
return 'Yahoo.getRealtimeStatistics({}, {}) - urlopen: {}'.format(ticker, datacode, e)
try:
with open(os.path.join(self.basedir, 'yahoo-{}-statistics.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:
parser = NaiveHTMLParser()
root = parser.feed(text)
parser.close()
except BaseException as e:
logger.exception("BaseException ticker=%s datacode=%s", ticker, datacode)
return 'Yahoo.getRealtimeStatistics({}, {}) - HTML parsing: {}'.format(ticker, datacode, e)
tick[Datacode.TIMESTAMP] = time.time()
tick[Datacode.YAHOO_STATISTIC_RECEIVED] = True
try:
parsed = {}
statistics = root.find(".//section[@data-test='qsp-statistics']")
if statistics is None:
return None
# Valuation Measures
found = statistics.find('./div[2]/div[1]//table').findall('.//tr')
for d in found:
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').findall('.//tr')
for d in found:
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').findall('.//tr')
for d in found:
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').findall('.//tr')
for d in found:
key = d.find('./td[1]/span').text
if key is not None:
parsed[key] = d.find('./td[2]').text
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)
except BaseException as e:
logger.exception("BaseException ticker=%s datacode=%s", ticker, datacode)
return 'Yahoo.getRealtime({}, {}) - process: {}'.format(ticker, datacode, e)
return 'Yahoo.getRealtimeStatistics({}, {}) - process: {}'.format(ticker, datacode, e)
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)
try:
text = self.urlopen(url, redirect=True, data=None, headers=None, cookies=self.get_cookies())
except BaseException as e:
logger.exception("BaseException ticker=%s datacode=%s", ticker, datacode)
return 'Yahoo.getRealtimeProfile({}, {}) - urlopen: {}'.format(ticker, datacode, e)
try:
with open(os.path.join(self.basedir, 'yahoo-{}-profile.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:
parser = NaiveHTMLParser()
root = parser.feed(text)
parser.close()
except BaseException as e:
logger.exception("BaseException ticker=%s datacode=%s", ticker, datacode)
return 'Yahoo.getRealtimeProfile({}, {}) - HTML parsing: {}'.format(ticker, datacode, e)
tick[Datacode.TIMESTAMP] = time.time()
tick[Datacode.YAHOO_PROFILE_RECEIVED] = True
try:
p = root.find(".//*[span='Sector(s)']")
if p is None:
return None
tick[Datacode.SECTOR] = self.save_wrapper(lambda: p.find("./span[2]").text)
tick[Datacode.INDUSTRY] = self.save_wrapper(lambda: p.find("./span[4]").text)
except BaseException as e:
logger.exception("BaseException ticker=%s datacode=%s", ticker, datacode)
return 'Yahoo.getRealtimeProfile({}, {}) - process: {}'.format(ticker, datacode, e)
return self._return_value(self.realtime[ticker], datacode)
@@ -342,7 +480,7 @@ 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
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@@ -14,7 +14,7 @@ import os
cur_dir = os.getcwd()
addin_id = "com.financials.getinfo"
addin_version = "3.2.0"
addin_version = "3.2.1"
addin_displayname = "Financial Market Extension"
addin_publisher_link = "https://github.com/cmallwitz/Financials-Extension"
addin_publisher_name = "The Publisher"
+28
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)
@@ -134,6 +135,33 @@ 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):
s = financials.getRealtime('ESH3:IOM', Datacode.NAME.value, 'FT')
self.assertEqual(str, type(s), 'test_realtime_US_futures NAME {}'.format(s))
self.assertEqual('EMINI S&P MAR3', s, 'test_US_futures NAME {}'.format(s))
s = financials.getRealtime('ESH3:IOM', Datacode.LAST_PRICE.value, 'FT')
self.assertEqual(float, type(s), 'test_US_futures LAST_PRICE {}'.format(s))
# s = financials.getRealtime('ESH3:IOM', Datacode.OPEN.value, 'FT')
# self.assertEqual(float, type(s), 'test_US_futures OPEN {}'.format(s))
s = financials.getRealtime('ESH3:IOM', Datacode.VOLUME.value, 'FT')
self.assertEqual(float, type(s), 'test_US_futures VOLUME {}'.format(s))
s = financials.getRealtime('ESH3:IOM', Datacode.LOW_52_WEEK.value, 'FT')
self.assertEqual(float, type(s), 'test_US_futures LOW_52_WEEK {}'.format(s))
s = financials.getRealtime('ESH3:IOM', Datacode.HIGH_52_WEEK.value, 'FT')
self.assertEqual(float, type(s), 'test_US_futures HIGH_52_WEEK {}'.format(s))
s = financials.getRealtime('ESH3:IOM', Datacode.CHANGE.value, 'FT')
self.assertEqual(float, type(s), 'test_US_futures CHANGE {}'.format(s))
s = financials.getRealtime('ESH3:IOM', 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))
+152 -48
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@@ -32,6 +32,17 @@ 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')
@@ -73,13 +84,13 @@ class Test(unittest.TestCase):
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, 'EST', 'test_realtime_US_equity TIMEZONE {}'.format(s))
@@ -103,14 +114,14 @@ 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.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.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')
@@ -123,51 +134,98 @@ 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.assertTrue(testutils.is_positive_float(s), 'test_realtime_US_mutuals DIV_YIELD {}'.format(s))
self.assertIsNone(s, 'test_realtime_US_mutuals DIV_YIELD {}'.format(s)) # no yield
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
# 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.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('IBM240119C00120000', 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('IBM240119C00120000', 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 2024 120.000 call', s, 'test_realtime_US_options NAME {}'.format(s))
s = financials.getRealtime('IBM230120C00130000', Datacode.EXPIRY_DATE.value, 'YAHOO')
s = financials.getRealtime('IBM240119C00120000', 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("2024-01-19", s, 'test_realtime_US_options EXPIRY_DATE {}'.format(s))
s = financials.getRealtime('IBM230120C00130000', Datacode.LAST_PRICE.value, 'YAHOO')
s = financials.getRealtime('IBM240119C00120000', 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('IBM240119C00120000', 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('IBM240119C00120000', 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('IBM240119C00120000', 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('IBM240119C00120000', 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('IBM240119C00120000', 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('IBM230120C00130000', Datacode.SECTOR.value, 'YAHOO')
self.assertIsNone(s, 'test_realtime_US_options SECTOR {}'.format(s))
def test_realtime_US_futures(self):
s = financials.getRealtime('ESH23.CME', Datacode.NAME.value, 'YAHOO')
self.assertEqual(str, type(s), 'test_realtime_US_futures NAME {}'.format(s))
self.assertEqual('E-Mini S&P 500 Mar 23 (ESH23.CME)', s, 'test_realtime_US_options NAME {}'.format(s))
s = financials.getRealtime('ESH23.CME', 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("2023-03-17", s, 'test_realtime_US_futures SETTLEMENT_DATE {}'.format(s))
s = financials.getRealtime('ESH23.CME', Datacode.LAST_PRICE.value, 'YAHOO')
self.assertEqual(float, type(s), 'test_realtime_US_futures LAST_PRICE {}'.format(s))
s = financials.getRealtime('ESH23.CME', Datacode.OPEN.value, 'YAHOO')
self.assertEqual(float, type(s), 'test_realtime_US_futures OPEN {}'.format(s))
s = financials.getRealtime('ESH23.CME', Datacode.VOLUME.value, 'YAHOO')
self.assertEqual(float, type(s), 'test_realtime_US_futures VOLUME {}'.format(s))
s = financials.getRealtime('ESH23.CME', Datacode.BID.value, 'YAHOO')
self.assertEqual(float, type(s), 'test_realtime_US_futures BID {}'.format(s))
s = financials.getRealtime('ESH23.CME', Datacode.ASK.value, 'YAHOO')
self.assertEqual(float, type(s), 'test_realtime_US_futures ASK {}'.format(s))
s = financials.getRealtime('ESH23.CME', Datacode.CHANGE.value, 'YAHOO')
self.assertEqual(float, type(s), 'test_realtime_US_futures CHANGE {}'.format(s))
s = financials.getRealtime('ESH23.CME', Datacode.CHANGE_IN_PERCENT.value, 'YAHOO')
self.assertEqual(float, type(s), 'test_realtime_US_futures CHANGE_IN_PERCENT {}'.format(s))
s = financials.getRealtime('ESH23.CME', Datacode.LOW.value, 'YAHOO')
self.assertEqual(float, type(s), 'test_realtime_US_futures LOW {}'.format(s))
s = financials.getRealtime('ESH23.CME', Datacode.HIGH.value, 'YAHOO')
self.assertEqual(float, type(s), 'test_realtime_US_futures HIGH {}'.format(s))
def test_realtime_UK_ETF(self):
@@ -189,13 +247,13 @@ class Test(unittest.TestCase):
s = financials.getRealtime('SAP.DE', Datacode.TIMEZONE.value, 'YAHOO')
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('Technology', s, '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))
s = financials.getRealtime('C060.DE', Datacode.NAME.value, 'YAHOO')
self.assertEqual(str, type(s), 'test_realtime_DE_equity NAME {}'.format(s))
@@ -203,6 +261,43 @@ class Test(unittest.TestCase):
s = financials.getRealtime('C060.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))
@@ -213,11 +308,19 @@ class Test(unittest.TestCase):
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))
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.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 +345,8 @@ 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):
@@ -337,6 +435,12 @@ class Test(unittest.TestCase):
s = financials.getRealtime('NO_NAME', Datacode.LAST_PRICE.value, 'YAHOO')
self.assertIsNone(s, 'test_realtime_errors LAST_PRICE {}'.format(s))
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('C060.DE', -1, 'YAHOO')
self.assertEqual('Datacode -1 not supported', s, 'test_realtime_errors -1 {}'.format(s))