Fix historic price rounding and missing summaryDetail

compile.sh

@@ -53,7 +53,6 @@ python3 "${PWD}"/src/generate_metainfo.py
 cp -f "${PWD}"/src/financials.py "${PWD}"/build/
 cp -f "${PWD}"/src/datacode.py "${PWD}"/build/
 cp -f "${PWD}"/src/baseclient.py "${PWD}"/build/
-cp -f "${PWD}"/src/jsonParser.py "${PWD}"/build/
 cp -f "${PWD}"/src/naivehtmlparser.py "${PWD}"/build/
 cp -f "${PWD}"/src/tz.py "${PWD}"/build/
 cp -f "${PWD}"/src/financials_ft.py "${PWD}"/build/
@@ -64,11 +63,11 @@ cp -f "${PWD}"/src/financials_coinbase.py "${PWD}"/build/
 
 TMPFILE=`mktemp`
 
-wget "https://files.pythonhosted.org/packages/36/7a/87837f39d0296e723bb9b62bbb257d0355c7f6128853c78955f57342a56d/python_dateutil-2.8.2-py2.py3-none-any.whl" -O $TMPFILE
+wget "https://files.pythonhosted.org/packages/ec/57/56b9bcc3c9c6a792fcbaf139543cee77261f3651ca9da0c93f5c1221264b/python_dateutil-2.9.0.post0-py2.py3-none-any.whl" -O $TMPFILE
 unzip $TMPFILE dateutil/\* -d "${PWD}"/build/
 rm $TMPFILE
 
-wget "https://files.pythonhosted.org/packages/7f/99/ad6bd37e748257dd70d6f85d916cafe79c0b0f5e2e95b11f7fbc82bf3110/pytz-2023.3-py2.py3-none-any.whl" -O $TMPFILE
+wget "https://files.pythonhosted.org/packages/9c/3d/a121f284241f08268b21359bd425f7d4825cffc5ac5cd0e1b3d82ffd2b10/pytz-2024.1-py2.py3-none-any.whl" -O $TMPFILE
 unzip $TMPFILE pytz/\* -d "${PWD}"/build/
 rm $TMPFILE
 

src/baseclient.py

@@ -16,6 +16,7 @@ import pathlib
 import random
 import select
 import urllib.request
+import urllib.parse
 from http import cookiejar
 from http.client import HTTPConnection, HTTPSConnection, HTTPException
 
@@ -33,9 +34,20 @@ class RedirectException(HTTPException):
 
 
 class HttpException(HTTPException):
-    def __init__(self, url, status):
+    def __init__(self, url, response):
         self.url = url
-        self.status = status
+        self.response = response
+
+    def __str__(self):
+        if self.response is None:
+            return f"url='{self.url}'"
+        if type(self.response) is str:
+            return f"url='{self.url}' status='{self.response}'"
+        if self.response.headers:
+            h = '\n'.join(sorted(self.response.headers.__str__().splitlines(), key=lambda l: l.lower()))
+            return f"url='{self.url}' status={self.response.status} reason='{self.response.reason}'{h}\n"
+        else:
+            return f"url='{self.url}' status={self.response.status} reason='{self.response.reason}'"
 
 
 class BaseClient:
@@ -49,18 +61,12 @@ class BaseClient:
         os.makedirs(self.basedir, exist_ok=True)
 
         user_agents = [
-            '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'
+            'Mozilla/5.0 (X11; Ubuntu; Linux x86_64; rv:128.0) Gecko/20100101 Firefox/128.0',
+            'Mozilla/5.0 (X11; Ubuntu; Linux x86_64; rv:129.0) Gecko/20100101 Firefox/129.0',
+            'Mozilla/5.0 (X11; Ubuntu; Linux x86_64; rv:130.0) Gecko/20100101 Firefox/130.0',
+            'Mozilla/5.0 (X11; Ubuntu; Linux x86_64; rv:131.0) Gecko/20100101 Firefox/131.0',
+            'Mozilla/5.0 (X11; Ubuntu; Linux x86_64; rv:132.0) Gecko/20100101 Firefox/132.0',
+            'Mozilla/5.0 (X11; Ubuntu; Linux x86_64; rv:133.0) Gecko/20100101 Firefox/133.0',
         ]
 
         self.default_headers = {
@@ -153,7 +159,8 @@ class BaseClient:
         while 300 <= self.response.status < 400 and self.redirect_count >= 0:
 
             self.redirect_count -= 1
-            location = self.response.getheader('Location')
+            location = str(self.response.getheader('Location'))
+            location = location.replace(' ', '%20')  # FT bug workaround - this should not be necessary
 
             if location and redirect:
 
@@ -168,9 +175,10 @@ class BaseClient:
                 raise RedirectException(location)
 
         if self.response.status >= 400:
-            logger.warning("last_url='%s' status=%s headers=%s", self.last_url, self.response.status,
+            logger.warning("last_url='%s' status=%s reason='%s' headers=%s", self.last_url, self.response.status,
+                           self.response.reason,
                            '\n'.join(sorted(self.response.headers.__str__().splitlines(), key=lambda l: l.lower())))
-            raise HttpException(url, self.response.status)
+            raise HttpException(url, self.response)
 
         if self.response.getheader('Content-Encoding') == 'gzip':
             text = gzip.decompress(text)
@@ -224,9 +232,6 @@ 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

src/datacode.py

@@ -60,9 +60,6 @@ class Datacode(Enum):
     NAME = 104
     TIMEZONE = 105
 
-    YAHOO_SUMMARY_RECEIVED = 996
-    YAHOO_STATISTIC_RECEIVED = 997
-    YAHOO_PROFILE_RECEIVED = 998
     TIMESTAMP = 999
 
     @classmethod

src/financials_coinbase.py

@@ -20,7 +20,6 @@ import json
 import dateutil.parser
 import pytz
 
-import jsonParser
 from baseclient import BaseClient, HttpException
 from datacode import Datacode
 
@@ -35,7 +34,6 @@ class Coinbase(BaseClient):
 
         self.crumb = None
         self.realtime = {}
-        self.js = jsonParser.jsonObject
 
     def getRealtime(self, ticker, datacode):
 
@@ -79,7 +77,7 @@ class Coinbase(BaseClient):
         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)
+            return 'Coinbase.getRealtime({}, {}) - exception: {}'.format(ticker, datacode, e)
 
         try:
             price = results['last']

src/financials_ft.py

@@ -16,7 +16,6 @@ import urllib.parse
 
 import dateutil.parser
 
-import jsonParser
 from baseclient import BaseClient
 from datacode import Datacode
 from tz import whois_timezone_info
@@ -48,7 +47,6 @@ class FT(BaseClient):
         self.crumb = None
         self.realtime = {}
         self.historicdata = {}
-        self.js = jsonParser.jsonObject
 
     def getRealtime(self, ticker: str, datacode: int):
 

src/financials_yahoo.py

@@ -8,17 +8,17 @@
 #  version 3 of the License, or (at your option) any later version.
 
 
-import csv
-import html
+import datetime
+import json
 import logging
 import os
+import pytz
 import re
 import time
 import urllib.parse
 
 import dateutil.parser
 
-import jsonParser
 from baseclient import BaseClient, HttpException
 from datacode import Datacode
 from naivehtmlparser import NaiveHTMLParser
@@ -63,76 +63,60 @@ class Yahoo(BaseClient):
         self.crumb = None
         self.realtime = {}
         self.historicdata = {}
-        self.js = jsonParser.jsonObject
 
-    def _read_ticker_csv_file(self, ticker):
+    def _read_ticker_json_file(self, ticker):
 
-        fn = os.path.join(self.basedir, 'yahoo-{}.csv'.format(ticker))
+        fn = os.path.join(self.basedir, 'yahoo-hist-{}.json'.format(ticker))
 
         if not os.path.isfile(fn):
             return
 
-        with open(fn, newline='', encoding="utf-8") as csvfile:
-            reader = csv.DictReader(csvfile)
+        with open(fn, newline='', encoding="utf-8") as jsonfile:
+            js = jsonfile.read()
 
-            ticks = {}
+        parsed = json.loads(js)
+        parsed = parsed['chart']['result'][0]
 
-            for row in reader:
-                tick = self.get_ticker()
-                try:
-                    tick[Datacode.OPEN] = float(row['Open'])
-                    tick[Datacode.LOW] = float(row['Low'])
-                    tick[Datacode.HIGH] = float(row['High'])
-                    tick[Datacode.VOLUME] = float(row['Volume'])
-                    tick[Datacode.CLOSE] = float(row['Close'])
-                    tick[Datacode.ADJ_CLOSE] = float(row['Adj Close'])
-                except:
-                    pass
-
-                if len(tick) > 0:
-                    ticks[row['Date']] = tick
-
-            self.historicdata[ticker] = ticks
-
-    def getRealtime(self, ticker, datacode):
-
-        """
-        Retrieve realtime data for ticker from Yahoo Finance and cache it for further lookups
-
-        :param ticker: the ticker symbol e.g. VOD.L
-        :param datacode: the requested datacode
-        :return:
-        """
-
-        # remove white space
-        ticker = "".join(ticker.split())
-
-        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 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)
+        price_hint = 2
+        if 'priceHint' in parsed['meta']:
+            price_hint = str(parsed['meta']['priceHint'])
+            if price_hint and price_hint.isnumeric():
+                price_hint = int(price_hint)
             else:
-                del self.realtime[ticker]
+                price_hint = 2
 
-        if ticker not in self.realtime:
-            self.realtime[ticker] = self.get_ticker()
+        tz = datetime.timezone(datetime.timedelta(seconds=parsed['meta']['gmtoffset']), parsed['meta']['exchangeTimezoneName'])
 
-        if needStatistics:
-            return self.getRealtimeStatistics(ticker, datacode)
+        rows = list(
+            zip((datetime.datetime.fromtimestamp(ts, tz).date() for ts in parsed['timestamp']),
+                parsed['indicators']['quote'][0]['open'],
+                parsed['indicators']['quote'][0]['low'],
+                parsed['indicators']['quote'][0]['high'],
+                parsed['indicators']['quote'][0]['volume'],
+                parsed['indicators']['quote'][0]['close'],
+                parsed['indicators']['adjclose'][0]['adjclose']))
 
-        if needProfile:
-            return self.getRealtimeProfile(ticker, datacode)
+        ticks = {}
 
-        return self.getRealtimeSummary(ticker, datacode)
+        for row in rows:
+            tick = self.get_ticker()
+            try:
+                tick[Datacode.OPEN] = round(float(row[1]), price_hint)
+                tick[Datacode.LOW] = round(float(row[2]), price_hint)
+                tick[Datacode.HIGH] = round(float(row[3]), price_hint)
+                tick[Datacode.VOLUME] = round(float(row[4]), price_hint)
+                tick[Datacode.CLOSE] = round(float(row[5]), price_hint)
+                tick[Datacode.ADJ_CLOSE] = round(float(row[6]), price_hint)
+            except:
+                pass
 
-    def getData(self, url, ticker, datacode, html_file):
+            if len(tick) > 0:
+                ticks[str(row[0])] = tick  # Date
+
+        self.historicdata[ticker] = ticks
+
+
+    def handleCookiesAndConsent(self, url, ticker, datacode, html_file):
 
         try:
             text = self.urlopen(url, redirect=True)
@@ -167,7 +151,8 @@ class Yahoo(BaseClient):
 
                 data = {'reject': 'reject'}
                 for d in inputs:
-                    data[d.attrib['name']] = d.attrib['value']
+                    if 'name' in d.attrib and 'value' in d.attrib:
+                        data[d.attrib['name']] = d.attrib['value']
 
                 try:
                     text = self.urlopen(self.last_url, redirect=True, data=urllib.parse.urlencode(data))
@@ -175,285 +160,199 @@ class Yahoo(BaseClient):
                     logger.exception("BaseException (4) ticker=%s datacode=%s last_url=%s redirect_count=%s %s",
                                      ticker, datacode, self.last_url, self.redirect_count, e)
 
+                try:
+                    with open(os.path.join(self.basedir, html_file), "w", encoding="utf-8") as text_file:
+                        print(f"<!-- '{self.last_url}' (after consent handling) -->\r\n\r\n{text}", file=text_file)
+                except BaseException as e:
+                    logger.exception("BaseException (5) ticker=%s datacode=%s %s", ticker, datacode, e)
+
         return text
 
-    def getRealtimeSummary(self, ticker, datacode):
+    def getRealtime(self, ticker, datacode):
 
         """
-        Retrieve realtime data from Yahoo Finance - Summary tab
+        Retrieve realtime data for ticker from Yahoo Finance and cache it for further lookups
+
+        :param ticker: the ticker symbol e.g. VOD.L
+        :param datacode: the requested datacode
+        :return:
         """
 
+        # remove white space
+        ticker = "".join(ticker.split())
+
+        # use cached value for up to 60 seconds
+        if ticker in self.realtime:
+            tick = self.realtime[ticker]
+            if 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]
+
+        if ticker not in self.realtime:
+            self.realtime[ticker] = self.get_ticker()
+
         tick = self.realtime[ticker]
 
-        url = 'https://finance.yahoo.com/quote/{}?p={}'.format(ticker, ticker)
-        text = self.getData(url, ticker, datacode, f'yahoo-{ticker}.html')
+        if not self.crumb:
 
-        if text is None:
-            del self.realtime[ticker]
-            return 'Yahoo.getRealtimeSummary({}, {}) - getData'.format(ticker, datacode)
+            url = 'https://finance.yahoo.com/quote/{}?p={}'.format(ticker, ticker)
+            text = self.handleCookiesAndConsent(url, ticker, datacode, f'yahoo-{ticker}.html')
 
-        try:
-            r = '"crumb":"([^"]{11})"'
-            pattern = re.compile(r)
-            match = pattern.search(text)
-            if match:
-                self.crumb = match.group(1)
-        except BaseException as e:
-            logger.exception("BaseException ticker=%s datacode=%s", ticker, datacode)
-            del self.realtime[ticker]
-            return 'Yahoo.getRealtimeSummary({}, {}) - crumb: {}'.format(ticker, datacode, e)
+            if text is None:
+                del self.realtime[ticker]
+                return 'Yahoo.getRealtime({}, {}) - handleCookiesAndConsent'.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)
-            return 'Yahoo.getRealtimeSummary({}, {}) - HTML parsing: {}'.format(ticker, datacode, e)
-
-        try:
-            if not root:
+            # crumbs like 'TKkC\u002FZBwoUA' may contain unicode _text_ (not encoded code points)
+            try:
+                r = r'\bcrumb=([^"]{11,})"'
+                pattern = re.compile(r)
+                match = pattern.search(text)
+                if match:
+                    self.crumb = urllib.parse.unquote(match.group(1).encode('unicode-escape').decode('ascii'))
+                    logger.debug(f"crumb='{match.group(1)}' self.crumb='{self.crumb}'")
+                else:
+                    r = r'"crumb"\s*:\s*"([^"]{11,})"'
+                    pattern = re.compile(r)
+                    match = pattern.search(text)
+                    if match:
+                        self.crumb = urllib.parse.unquote(match.group(1).encode('unicode-escape').decode('ascii'))
+                        logger.debug(f"crumb='{match.group(1)}' self.crumb='{self.crumb}'")
+            except BaseException as e:
                 logger.exception("BaseException ticker=%s datacode=%s", ticker, datacode)
-                return 'Yahoo.getRealtimeSummary({}, {}) - root missing'.format(ticker, datacode)
+                del self.realtime[ticker]
+                return 'Yahoo.getRealtime({}, {}) - crumb: {}'.format(ticker, datacode, e)
+
+        if not self.crumb:
+            return 'Yahoo.getRealtime({}, {}) - crumb missing'.format(ticker, datacode)
+
+        try:
+
+            url = 'https://query1.finance.yahoo.com/v10/finance/quoteSummary/{}?formatted=true&' \
+                  'modules=summaryProfile,financialData,quoteType,recommendationTrend,earnings,equityPerformance,summaryDetail,defaultKeyStatistics,calendarEvents,esgScores,price,pageViews,financialsTemplate&' \
+                  'lang=en-US&region=US&crumb={}' \
+                .format(ticker, urllib.parse.quote_plus(self.crumb))
+
+            js = self.urlopen(url)
+
+        except HttpException as e:
+            logger.exception("HttpException querying ticker=%s datacode=%s", ticker, datacode)
+            del self.realtime[ticker]
+            return None
+
+        try:
+
+            with open(os.path.join(self.basedir, 'yahoo-{}.json'.format(ticker)), "w", encoding="utf-8") as json_file:
+                print(f"<!-- '{self.last_url}' -->\r\n\r\n{js}", file=json_file)
+
+            parsed = json.loads(js)
+            parsed = parsed['quoteSummary']['result'][0]
+
+            summaryDetail = dict()
+            if 'summaryDetail' in parsed:
+                summaryDetail = dict(sorted(parsed['summaryDetail'].items()))
+
+            price = dict(sorted(parsed['price'].items()))
+
+            if 'defaultKeyStatistics' in parsed:
+                defaultKeyStatistics = dict(sorted(parsed['defaultKeyStatistics'].items()))
+            else:
+                defaultKeyStatistics = {}
+
+            if 'summaryProfile' in parsed:
+                summaryProfile = dict(sorted(parsed['summaryProfile'].items()))
+            else:
+                summaryProfile = {}
+
+            quoteType = dict(sorted(parsed['quoteType'].items()))
+
+        except BaseException as e:
+            logger.exception("BaseException parsing ticker=%s datacode=%s", ticker, datacode)
+            del self.realtime[ticker]
+            return 'Yahoo.getRealtimeSummary({}, {}) - exception: {}'.format(ticker, datacode, e)
+
+        try:
 
             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:
-                    value = default(d.attrib, 'value') or default(d.attrib, 'data-value')
-                    parsed[d.attrib['data-field']] = 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:
-                        value = default(d.attrib, 'value') or default(d.attrib, 'data-value')
-                        parsed[d.attrib['data-field']] = 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:
+            if 'regularMarketPrice' not in price:
                 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']))
+            tick[Datacode.PREV_CLOSE] = self.save_wrapper(lambda: float(price['regularMarketPreviousClose']['raw']))
+            tick[Datacode.OPEN] = self.save_wrapper(lambda: float(price['regularMarketOpen']['raw']))
+            tick[Datacode.CHANGE] = self.save_wrapper(lambda: float(price['regularMarketChange']['raw']))
+            tick[Datacode.CHANGE_IN_PERCENT] = self.save_wrapper(lambda: float(price['regularMarketChangePercent']['raw']))
 
-            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.LOW] = self.save_wrapper(lambda: float(price['regularMarketDayLow']['raw']))
+            tick[Datacode.HIGH] = self.save_wrapper(lambda: float(price['regularMarketDayHigh']['raw']))
 
-            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.LAST_PRICE] = self.save_wrapper(lambda: float(price['regularMarketPrice']['raw']))
+            tick[Datacode.VOLUME] = self.save_wrapper(lambda: float(price['regularMarketVolume']['raw']))
+            tick[Datacode.AVG_DAILY_VOL_3MONTH] = self.save_wrapper(lambda: float(price['averageDailyVolume3Month']['raw']))
+            tick[Datacode.BETA] = self.save_wrapper(lambda: float(defaultKeyStatistics['beta']['raw']))
+            tick[Datacode.EPS] = self.save_wrapper(lambda: float(defaultKeyStatistics['trailingEps']['raw']))
+            tick[Datacode.PE_RATIO] = self.save_wrapper(lambda: float(summaryDetail['trailingPE']['raw']))
 
             tick[Datacode.EX_DIV_DATE] = self.save_wrapper(
-                lambda: dateutil.parser.parse(parsed['EX_DIVIDEND_DATE-value'], yearfirst=True, dayfirst=False).date())
+                lambda: dateutil.parser.parse(summaryDetail['exDividendDate']['fmt'], yearfirst=True, dayfirst=False).date())
 
-            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.LOW_52_WEEK] = self.save_wrapper(lambda: float(summaryDetail['fiftyTwoWeekLow']['raw']))
+            tick[Datacode.HIGH_52_WEEK] = self.save_wrapper(lambda: float(summaryDetail['fiftyTwoWeekHigh']['raw']))
 
-            tick[Datacode.MARKET_CAP] = self.save_wrapper(lambda: float(handle_abbreviations(parsed['MARKET_CAP-value'])))
+            tick[Datacode.MARKET_CAP] = self.save_wrapper(lambda: float(price['marketCap']['raw']))
 
-            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]))
+            tick[Datacode.BID] = self.save_wrapper(lambda: float(summaryDetail['bid']['raw']))
+            tick[Datacode.BIDSIZE] = self.save_wrapper(lambda: float(summaryDetail['bidSize']['raw']))
 
-            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.ASK] = self.save_wrapper(lambda: float(summaryDetail['ask']['raw']))
+            tick[Datacode.ASKSIZE] = self.save_wrapper(lambda: float(summaryDetail['askSize']['raw']))
 
-            tick[Datacode.EXPIRY_DATE] = self.save_wrapper(
-                lambda: dateutil.parser.parse(parsed['EXPIRE_DATE-value'], yearfirst=True, dayfirst=False).date())
+            if quoteType:
+                t = int(price['regularMarketTime'])
+                tz = pytz.timezone(quoteType['timeZoneFullName'])
 
-            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.EXCHANGE] = self.save_wrapper(lambda: price['exchangeName'])
+            tick[Datacode.CURRENCY] = self.save_wrapper(lambda: 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())
+            tick[Datacode.DIV] = self.save_wrapper(lambda: float(summaryDetail['dividendRate']['raw']))
+            tick[Datacode.DIV_YIELD] = self.save_wrapper(lambda: float(summaryDetail['dividendYield']['raw']))
 
-            # fallback for dividend/yield on mutual funds and ETFs
+            # fallback to last dividend 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['TD_YIELD-value'].replace('%', '').strip())/100.0)
+                tick[Datacode.DIV] = self.save_wrapper(lambda: float(defaultKeyStatistics['lastDividendValue']['raw']))
 
-            tick[Datacode.NAME] = self.save_wrapper(
-                lambda: html.unescape(root.find('.//h1').text).strip())
+            if default(price, 'quoteType') == 'FUTURE':
+                tick[Datacode.TICKER] = self.save_wrapper(lambda: price['underlyingSymbol'])
+                tick[Datacode.NAME] = self.save_wrapper(lambda: price['shortName'])
+                tick[Datacode.SETTLEMENT_DATE] = self.save_wrapper(
+                    lambda: dateutil.parser.parse(summaryDetail['expireDate']['fmt'], yearfirst=True, dayfirst=False).date())
+            else:
+                tick[Datacode.NAME] = self.save_wrapper(lambda: price['longName'])
+                tick[Datacode.EXPIRY_DATE] = self.save_wrapper(
+                    lambda: dateutil.parser.parse(summaryDetail['expireDate']['fmt'], yearfirst=True, dayfirst=False).date())
+                tick[Datacode.SETTLEMENT_DATE] = None
 
             if not tick[Datacode.NAME]:
                 tick[Datacode.NAME] = tick[Datacode.TICKER]
 
+            tick[Datacode.SECTOR] = self.save_wrapper(lambda: summaryProfile['sector'])
+            tick[Datacode.INDUSTRY] = self.save_wrapper(lambda: summaryProfile['industry'])
+
+            tick[Datacode.SHARES_OUT] = self.save_wrapper(lambda: float(defaultKeyStatistics['sharesOutstanding']['raw']))
+            tick[Datacode.FREE_FLOAT] = self.save_wrapper(lambda: float(defaultKeyStatistics['floatShares']['raw']))
+            tick[Datacode.PAYOUT_RATIO] = self.save_wrapper(lambda: float(summaryDetail['payoutRatio']['raw']))
+
         except BaseException as e:
             logger.exception("BaseException ticker=%s datacode=%s", ticker, datacode)
             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 'Yahoo.getRealtime({}, {}) - process: {}'.format(ticker, datacode, e)
 
         return self._return_value(self.realtime[ticker], datacode)
 
@@ -476,7 +375,7 @@ class Yahoo(BaseClient):
         # the moment we are asked for ADJ_CLOSE we ignore the ticker cache to refresh
 
         if Datacode.ADJ_CLOSE != datacode and ticker not in self.historicdata:
-            self._read_ticker_csv_file(ticker)
+            self._read_ticker_json_file(ticker)
 
         try:
             date_as_dt = dateutil.parser.parse(date, yearfirst=True, dayfirst=False)
@@ -530,16 +429,16 @@ class Yahoo(BaseClient):
 
         try:
 
-            url = 'https://query1.finance.yahoo.com/v7/finance/download/{}' \
+            url = 'https://query1.finance.yahoo.com/v8/finance/chart/{}' \
                   '?period1={}&period2={}&interval=1d&events=history&crumb={}' \
                 .format(ticker, t1, t2, urllib.parse.quote_plus(self.crumb))
 
             text = self.urlopen(url)
 
-            with open(os.path.join(self.basedir, 'yahoo-{}.csv'.format(ticker)), "w", encoding="utf-8") as csv_file:
+            with open(os.path.join(self.basedir, 'yahoo-hist-{}.json'.format(ticker)), "w", encoding="utf-8") as csv_file:
                 print(text, file=csv_file)
 
-            self._read_ticker_csv_file(ticker)
+            self._read_ticker_json_file(ticker)
 
         except HttpException:
             logger.exception("HttpException ticker=%s datacode=%s date=%s", ticker, datacode, date)
@@ -569,6 +468,5 @@ class Yahoo(BaseClient):
 
         return None
 
-
 def createInstance(ctx):
     return Yahoo(ctx)

src/generate_metainfo.py

@@ -14,7 +14,7 @@ import os
 cur_dir = os.getcwd()
 
 addin_id = "com.financials.getinfo"
-addin_version = "3.5.0"
+addin_version = "3.7.2"
 addin_displayname = "Financial Market Extension"
 addin_publisher_link = "https://github.com/cmallwitz/Financials-Extension"
 addin_publisher_name = "The Publisher"

src/jsonParser.py

@@ -1,115 +0,0 @@
-# jsonParser.py
-#
-# Implementation of a simple JSON parser, returning a hierarchical
-# ParseResults object support both list- and dict-style data access.
-#
-# Copyright 2006, by Paul McGuire
-#
-# Updated 8 Jan 2007 - fixed dict grouping bug, and made elements and
-#   members optional in array and object collections
-#
-# Updated 9 Aug 2016 - use more current pyparsing constructs/idioms
-#
-
-# https://github.com/pyparsing/pyparsing/blob/master/examples/jsonParser.py - revision 53d1b4a on 1 Nov 2019
-
-json_bnf = """
-object
-    { members }
-    {}
-members
-    string : value
-    members , string : value
-array
-    [ elements ]
-    []
-elements
-    value
-    elements , value
-value
-    string
-    number
-    object
-    array
-    true
-    false
-    null
-"""
-
-import pyparsing as pp
-from pyparsing import pyparsing_common as ppc
-
-
-def make_keyword(kwd_str, kwd_value):
-    return pp.Keyword(kwd_str).setParseAction(pp.replaceWith(kwd_value))
-
-
-TRUE = make_keyword("true", True)
-FALSE = make_keyword("false", False)
-NULL = make_keyword("null", None)
-
-LBRACK, RBRACK, LBRACE, RBRACE, COLON = map(pp.Suppress, "[]{}:")
-
-jsonString = pp.dblQuotedString().setParseAction(pp.removeQuotes)
-jsonNumber = ppc.number()
-
-jsonObject = pp.Forward()
-jsonValue = pp.Forward()
-jsonElements = pp.delimitedList(jsonValue)
-jsonArray = pp.Group(LBRACK + pp.Optional(jsonElements, []) + RBRACK)
-jsonValue << (
-    jsonString | jsonNumber | pp.Group(jsonObject) | jsonArray | TRUE | FALSE | NULL
-)
-memberDef = pp.Group(jsonString + COLON + jsonValue)
-jsonMembers = pp.delimitedList(memberDef)
-jsonObject << pp.Dict(LBRACE + pp.Optional(jsonMembers) + RBRACE)
-
-jsonComment = pp.cppStyleComment
-jsonObject.ignore(jsonComment)
-
-
-if __name__ == "__main__":
-    testdata = """
-    {
-        "glossary": {
-            "title": "example glossary",
-            "GlossDiv": {
-                "title": "S",
-                "GlossList":
-                    {
-                    "ID": "SGML",
-                    "SortAs": "SGML",
-                    "GlossTerm": "Standard Generalized Markup Language",
-                    "TrueValue": true,
-                    "FalseValue": false,
-                    "Gravity": -9.8,
-                    "LargestPrimeLessThan100": 97,
-                    "AvogadroNumber": 6.02E23,
-                    "EvenPrimesGreaterThan2": null,
-                    "PrimesLessThan10" : [2,3,5,7],
-                    "Acronym": "SGML",
-                    "Abbrev": "ISO 8879:1986",
-                    "GlossDef": "A meta-markup language, used to create markup languages such as DocBook.",
-                    "GlossSeeAlso": ["GML", "XML", "markup"],
-                    "EmptyDict" : {},
-                    "EmptyList" : []
-                    }
-            }
-        }
-    }
-    """
-
-    results = jsonObject.parseString(testdata)
-    results.pprint()
-    print()
-
-    def testPrint(x):
-        print(type(x), repr(x))
-
-    print(list(results.glossary.GlossDiv.GlossList.keys()))
-    testPrint(results.glossary.title)
-    testPrint(results.glossary.GlossDiv.GlossList.ID)
-    testPrint(results.glossary.GlossDiv.GlossList.FalseValue)
-    testPrint(results.glossary.GlossDiv.GlossList.Acronym)
-    testPrint(results.glossary.GlossDiv.GlossList.EvenPrimesGreaterThan2)
-    testPrint(results.glossary.GlossDiv.GlossList.PrimesLessThan10)

src/test_ft.py

@@ -142,31 +142,31 @@ class Test(unittest.TestCase):
 
     def test_US_futures(self):
 
-        # https://markets.ft.com/data/commodities/tearsheet/summary?s=775326843 ESH25:IOM
+        # https://markets.ft.com/data/commodities/tearsheet/summary?s=823439664 ESH26:IOM - EMINI S&P MAR26
 
-        s = financials.getRealtime('775326843', Datacode.NAME.value, 'FT')
+        s = financials.getRealtime('823439664', 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))
+        self.assertEqual('EMINI S&P MAR26', s, 'test_US_futures NAME {}'.format(s))
 
-        s = financials.getRealtime('775326843', Datacode.LAST_PRICE.value, 'FT')
+        s = financials.getRealtime('823439664', 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')
+        s = financials.getRealtime('823439664', 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')
+        s = financials.getRealtime('823439664', 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')
+        s = financials.getRealtime('823439664', 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')
+        s = financials.getRealtime('823439664', 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')
+        s = financials.getRealtime('823439664', Datacode.CHANGE_IN_PERCENT.value, 'FT')
         self.assertEqual(float, type(s), 'test_US_futures CHANGE_IN_PERCENT {}'.format(s))
 
     def test_UK_ETF(self):
@@ -275,7 +275,7 @@ class Test(unittest.TestCase):
         self.assertTrue(testutils.is_date(s), 'test_DE_equity EX_DIV_DATE {}'.format(s))
 
         s = financials.getRealtime('ISHAX:GER', 'NAME', 'FT')
-        self.assertEqual('INTERSHOP Communications AG', s, 'test_DE_equity NAME {}'.format(s))
+        self.assertEqual('Intershop Communications AG', s, 'test_DE_equity NAME {}'.format(s))
 
         s = financials.getRealtime('ISHAX:GER', 'BETA', 'FT')
         self.assertTrue(testutils.is_positive_float(s), 'test_DE_equity BETA {}'.format(s))
@@ -309,6 +309,13 @@ class Test(unittest.TestCase):
         self.assertEqual(str, type(s), 'test_DK_equity INDUSTRY {}'.format(s))
         self.assertEqual('Pharmaceuticals and Biotechnology', s, 'test_DK_equity INDUSTRY {}'.format(s))
 
+    def test_SE_equity(self):
+        s = financials.getRealtime('ACRI A:STO', 'name', 'FT')
+        self.assertEqual('Acrinova AB (publ)', s, 'test_SE_equity NAME {}'.format(s))
+
+        s = financials.getRealtime('SE0015660014', 'name', 'FT')
+        self.assertEqual('Acrinova AB (publ)', s, 'test_SE_equity NAME {}'.format(s))
+
     def test_TY_equity(self):
         s = financials.getRealtime('6503:TYO', 'OPEN', 'FT')
         self.assertEqual(float, type(s), 'test_TY_equity OPEN {}'.format(s))

src/test_yahoo.py

@@ -105,7 +105,7 @@ 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 (IBM)',
+        self.assertEqual(s, 'International Business Machines Corporation',
                          'test_realtime_US_equity NAME {}'.format(s))
 
         s = financials.getRealtime('IBM', 'SECTOR', 'YAHOO')
@@ -117,7 +117,7 @@ class Test(unittest.TestCase):
         self.assertEqual(s, 'Information Technology Services', 'test_realtime_US_equity INDUSTRY {}'.format(s))
 
         s = financials.getRealtime('IBM', Datacode.TIMEZONE.value, 'YAHOO')
-        self.assertTrue(s == 'EST' or s == 'EDT', 'test_realtime_US_equity TIMEZONE: {}'.format(s))
+        self.assertTrue(s == 'America/New_York', '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))
@@ -165,74 +165,71 @@ class Test(unittest.TestCase):
         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))
+        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
-        self.assertEqual(float, type(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('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.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('IBM250117C00165000', Datacode.PREV_CLOSE.value, 'YAHOO')
+        s = financials.getRealtime('IBM260116C00230000', Datacode.PREV_CLOSE.value, 'YAHOO')
         self.assertEqual(float, type(s), 'test_realtime_US_options PREV_CLOSE {}'.format(s))
 
-        s = financials.getRealtime('IBM250117C00165000', Datacode.NAME.value, 'YAHOO')
+        s = financials.getRealtime('IBM260116C00230000', Datacode.NAME.value, 'YAHOO')
         self.assertEqual(str, type(s), 'test_realtime_US_options NAME {}'.format(s))
-        self.assertEqual('IBM Jan 2025 165.000 call', s, 'test_realtime_US_options NAME {}'.format(s))
+        self.assertEqual('IBM Jan 2026 230.000 call', s, 'test_realtime_US_options NAME {}'.format(s))
 
-        s = financials.getRealtime('IBM250117C00165000', Datacode.EXPIRY_DATE.value, 'YAHOO')
+        s = financials.getRealtime('IBM260116C00230000', 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("2025-01-17", s, 'test_realtime_US_options EXPIRY_DATE {}'.format(s))
+        self.assertEqual("2026-01-16", s, 'test_realtime_US_options EXPIRY_DATE {}'.format(s))
 
-        s = financials.getRealtime('IBM250117C00165000', Datacode.LAST_PRICE.value, 'YAHOO')
+        s = financials.getRealtime('IBM260116C00230000', Datacode.LAST_PRICE.value, 'YAHOO')
         self.assertEqual(float, type(s), 'test_realtime_US_options LAST_PRICE {}'.format(s))
 
-        s = financials.getRealtime('IBM250117C00165000', Datacode.OPEN.value, 'YAHOO')
+        s = financials.getRealtime('IBM260116C00230000', Datacode.OPEN.value, 'YAHOO')
         self.assertEqual(float, type(s), 'test_realtime_US_options OPEN {}'.format(s))
 
-        s = financials.getRealtime('IBM250117C00165000', Datacode.VOLUME.value, 'YAHOO')
+        s = financials.getRealtime('IBM260116C00230000', Datacode.VOLUME.value, 'YAHOO')
         self.assertEqual(float, type(s), 'test_realtime_US_options VOLUME {}'.format(s))
 
-        s = financials.getRealtime('IBM250117C00165000', Datacode.BID.value, 'YAHOO')
+        s = financials.getRealtime('IBM260116C00230000', Datacode.BID.value, 'YAHOO')
         self.assertEqual(float, type(s), 'test_realtime_US_options BID {}'.format(s))
 
-        s = financials.getRealtime('IBM250117C00165000', Datacode.ASK.value, 'YAHOO')
+        s = financials.getRealtime('IBM260116C00230000', Datacode.ASK.value, 'YAHOO')
         self.assertEqual(float, type(s), 'test_realtime_US_options ASK {}'.format(s))
 
-        s = financials.getRealtime('IBM250117C00165000', Datacode.PAYOUT_RATIO.value, 'YAHOO')
+        s = financials.getRealtime('IBM260116C00230000', Datacode.PAYOUT_RATIO.value, 'YAHOO')
         self.assertIsNone(s, 'test_realtime_US_options PAYOUT_RATIO {}'.format(s))
 
-        s = financials.getRealtime('IBM250117C00165000', Datacode.SECTOR.value, 'YAHOO')
+        s = financials.getRealtime('IBM260116C00230000', 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))
+        self.assertEqual('E-Mini S&P 500 Jun 25', 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))
+        self.assertEqual('ESM25.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))
+        self.assertEqual("2025-06-20", 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))
@@ -267,11 +264,11 @@ class Test(unittest.TestCase):
         self.assertEqual(float, type(s), 'test_realtime_UK_ETF LAST_PRICE {}'.format(s))
 
         s = financials.getRealtime('VERX.L', Datacode.TIMEZONE.value, 'YAHOO')
-        self.assertTrue(s == 'GMT' or s == 'BST', 'test_realtime_UK_ETF TIMEZONE: {}'.format(s))
+        self.assertTrue(s == 'Europe/London', '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) (CSP1.L)', 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))
 
         s = financials.getRealtime('VERX.L', 'SECTOR', 'YAHOO')
         self.assertIsNone(s, 'test_realtime_UK_ETF SECTOR {}'.format(s))
@@ -291,7 +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.assertTrue(s == 'CET' or s == 'CEST', 'test_realtime_DE_equity TIMEZONE: {}'.format(s))
+        self.assertTrue(s == 'Europe/Berlin', '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))
@@ -349,14 +346,14 @@ class Test(unittest.TestCase):
         self.assertEqual(float, type(s), 'test_DK_equity LAST_PRICE {}'.format(s))
 
         s = financials.getRealtime('NOVO-B.CO', 'name', 'YAHOO')
-        self.assertEqual('Novo Nordisk A/S (NOVO-B.CO)', s, 'test_DK_equity NAME {}'.format(s))
+        self.assertEqual('Novo Nordisk A/S', s, 'test_DK_equity NAME {}'.format(s))
 
         s = financials.getRealtime('NOVO-B.CO', 'currency', 'YAHOO')
         self.assertEqual('DKK', s, 'test_DK_equity CURRENCY {}'.format(s))
 
         s = financials.getRealtime('NOVO-B.CO', 'industry', 'YAHOO')
         self.assertEqual(str, type(s), 'test_DK_equity INDUSTRY {}'.format(s))
-        self.assertEqual('Biotechnology', s, 'test_DK_equity INDUSTRY {}'.format(s))
+        self.assertEqual('Drug Manufacturers - General', 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))
@@ -395,7 +392,7 @@ class Test(unittest.TestCase):
         self.assertEqual(s, 'JPY', 'test_TY_equity CURRENCY')
 
         s = financials.getRealtime('6503.T', Datacode.TIMEZONE.value, 'YAHOO')
-        self.assertEqual(s, 'JST', 'test_TY_equity TIMEZONE')
+        self.assertEqual(s, 'Asia/Tokyo', 'test_TY_equity TIMEZONE')
 
     def test_historic_US_equity(self):
 
@@ -409,15 +406,15 @@ class Test(unittest.TestCase):
         self.assertIsNone(s, 'test_historic_US_equity LAST_PRICE {}'.format(s))
 
         s = financials.getHistoric('IBM', Datacode.CLOSE.value, '2017-01-03', 'YAHOO')
-        self.assertEqual(159.837479, s, 'test_historic_US_equity CLOSE {}'.format(s))
+        self.assertAlmostEqual(159.84, s, 2, 'test_historic_US_equity CLOSE {}'.format(s))
 
         financials.yahoo.historicdata = {}
 
         s = financials.getHistoric('IBM', Datacode.CLOSE.value, '2017-01-03', 'YAHOO')
-        self.assertEqual(159.837479, s, 'test_historic_US_equity CLOSE {}'.format(s))
+        self.assertAlmostEqual(159.84, s, 2, 'test_historic_US_equity CLOSE {}'.format(s))
 
         directory = os.path.join(str(pathlib.Path.home()), '.financials-extension')
-        ibm = os.path.join(directory, 'yahoo-IBM.csv')
+        ibm = os.path.join(directory, 'yahoo-hist-IBM.json')
         try:
             os.unlink(ibm)
         except:
@@ -426,7 +423,7 @@ class Test(unittest.TestCase):
         financials.yahoo.historicdata = {}
 
         s = financials.getHistoric('IBM', Datacode.CLOSE.value, '2017-01-03', 'YAHOO')
-        self.assertEqual(159.837479, s, 'test_historic_US_equity CLOSE {}'.format(s))
+        self.assertAlmostEqual(159.84, s, 2, 'test_historic_US_equity CLOSE {}'.format(s))
 
         s = financials.getHistoric('IBM', Datacode.ADJ_CLOSE.value, '2017-01-03', 'YAHOO')
         self.assertEqual(float, type(s), 'test_historic_US_equity ADJ_CLOSE {}'.format(s))
@@ -434,7 +431,7 @@ class Test(unittest.TestCase):
     def test_historic_UK_ETF(self):
 
         directory = os.path.join(str(pathlib.Path.home()), '.financials-extension')
-        verx = os.path.join(directory, 'yahoo-VERX.L.csv')
+        verx = os.path.join(directory, 'yahoo-hist-VERX.L.json')
         try:
             os.unlink(verx)
         except:
@@ -446,10 +443,10 @@ class Test(unittest.TestCase):
         self.assertEqual(s, 'Not a trading day \'2017-01-01\'', 'test_historic_UK_ETF LAST_PRICE {}'.format(s))
 
         s = financials.getHistoric('VERX.L', Datacode.CLOSE.value, '2017-01-03', 'YAHOO')
-        self.assertEqual(s, 23.24, 'test_historic_UK_ETF CLOSE {}'.format(s))
+        self.assertAlmostEqual(s, 23.24, 2, 'test_historic_UK_ETF CLOSE {}'.format(s))
 
         s = financials.getHistoric('VERX.L', Datacode.CLOSE.value, '2016-10-03', 'YAHOO')
-        self.assertEqual(s, 22.26, 'test_historic_UK_ETF CLOSE {}'.format(s))
+        self.assertAlmostEqual(s, 22.26, 2, 'test_historic_UK_ETF CLOSE {}'.format(s))
 
         #  Inception Date 2014-09-30
         s = financials.getHistoric('VERX.L', Datacode.CLOSE.value, '2018-04-02', 'YAHOO')
@@ -460,13 +457,13 @@ class Test(unittest.TestCase):
         self.assertEqual(s, 'Not a trading day \'2015-01-01\'', 'test_historic_UK_ETF CLOSE {}'.format(s))
 
         s = financials.getHistoric('VERX.L', Datacode.CLOSE.value, 42738, 'YAHOO')  # 2017-01-03
-        self.assertEqual(s, 23.24, 'test_historic_UK_ETF CLOSE {}'.format(s))
+        self.assertAlmostEqual(s, 23.24, 2, 'test_historic_UK_ETF CLOSE {}'.format(s))
 
         s = financials.getHistoric('VERX.L', Datacode.CLOSE.value, 42738.0, 'YAHOO')  # 2017-01-03
-        self.assertEqual(s, 23.24, 'test_historic_UK_ETF CLOSE {}'.format(s))
+        self.assertAlmostEqual(s, 23.24, 2, 'test_historic_UK_ETF CLOSE {}'.format(s))
 
         s = financials.getHistoric('VERX.L', Datacode.CLOSE.value, 42646.0, 'YAHOO')  # 2016-10-03
-        self.assertEqual(s, 22.26, 'test_historic_UK_ETF CLOSE {}'.format(s))
+        self.assertAlmostEqual(s, 22.26, 2, 'test_historic_UK_ETF CLOSE {}'.format(s))
 
     def test_historic_DE_equity(self):
 
@@ -474,10 +471,10 @@ class Test(unittest.TestCase):
         self.assertEqual(s, 'Not a trading day \'2017-01-01\'', 'test_historic_DE_equity LAST_PRICE {}'.format(s))
 
         s = financials.getHistoric('SAP.DE', Datacode.CLOSE.value, '2017-01-03', 'YAHOO')
-        self.assertEqual(s, 82.889999, 'test_historic_DE_equity CLOSE {}'.format(s))
+        self.assertAlmostEqual(s, 82.89, 2, '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))
+        self.assertAlmostEqual(s, 96.01, 2, 'test_historic_DE_equity CLOSE {}'.format(s))
 
     def test_realtime_errors(self):