def get_YahooFinancials(ticker, d1, d2, dividend=True):
di = {'formatted_date': 'date', 'open': 'price', 'amount': 'dividend'}
# (1) Get price data
cn_price = ['formatted_date', 'open']
stock = YahooFinancials(ticker)
price = stock.get_historical_price_data(d1, d2, 'daily')[ticker]
price = pd.DataFrame(price['prices'])[cn_price]
price = price.rename(columns=di).assign(ticker=ticker)
price.date = pd.to_datetime(price.date)
price = add_date_int(price) #.drop(columns=['day','date'])
price = price.query('day == 1').reset_index(None, True).drop(columns='day')
assert not (price.year + price.month / 100).duplicated().any()
assert price.price.notnull().all()
# (2) Get dividend data
if dividend:
cn_dividend = ['formatted_date', 'amount']
dividend = stock.get_daily_dividend_data(d1, d2)[ticker]
dividend = pd.DataFrame(dividend)[cn_dividend]
dividend.rename(columns=di, inplace=True)
dividend.date = pd.to_datetime(dividend.date)
dividend = add_date_int(dividend)
dividend = dividend.groupby(['year',
'month']).dividend.sum().reset_index()
price = price.merge(dividend, 'left', ['year', 'month']) # merge
return price
def _get_dividends(self, symbols):
start_date = '2019-01-15'
d = datetime.datetime.today()
end_date = d.strftime("%Y-%m-%d")
yahoo_financials = YahooFinancials(symbols)
logging.info(
f"[_get_dividends] Getting dividends from Yahoo {start_date} to {end_date} for {symbols}"
)
divs = yahoo_financials.get_daily_dividend_data(start_date, end_date)
logging.info(f"[_get_dividends] Done")
return divs
def _DownloadDividendsCSVFromYahooFinance(self, symbols: List[Text]) -> List[Optional[Text]]:
csv_data = []
today = datetime.datetime.now().strftime("%Y-%m-%d")
all_assets = YahooFinancials(symbols)
all_dividends = all_assets.get_daily_dividend_data(
start_date=config.DEFAULT_MIN_DATE, end_date=today)
for symbol in symbols:
dividends = all_dividends[symbol]
if dividends is None:
csv_data.append(None)
continue
lines = ['Date,Amount'] # Header
for e in dividends:
if e['amount'] is None:
continue
lines.append(f'{e["formatted_date"]},{e["amount"]}')
lines.append('') # This will add a last line break.
csv_data.append("\n".join(lines))
return csv_data
class TestModule(TestCase):
def setUp(self):
self.test_yf_stock_single = YahooFinancials('C')
self.test_yf_stock_multi = YahooFinancials(stocks)
self.test_yf_treasuries_single = YahooFinancials('^IRX')
self.test_yf_treasuries_multi = YahooFinancials(us_treasuries)
self.test_yf_currencies = YahooFinancials(currencies)
# Fundamentals Test
def test_yf_fundamentals(self):
# Single stock test
single_balance_sheet_data_qt = self.test_yf_stock_single.get_financial_stmts(
'quarterly', 'balance')
single_income_statement_data_qt = self.test_yf_stock_single.get_financial_stmts(
'quarterly', 'income')
single_all_statement_data_qt = self.test_yf_stock_single.get_financial_stmts(
'quarterly', ['income', 'cash', 'balance'])
# Multi stock test
multi_balance_sheet_data_qt = self.test_yf_stock_multi.get_financial_stmts(
'quarterly', 'balance')
multi_income_statement_data_qt = self.test_yf_stock_multi.get_financial_stmts(
'quarterly', 'income')
multi_all_statement_data_qt = self.test_yf_stock_multi.get_financial_stmts(
'quarterly', ['income', 'cash', 'balance'])
# Single stock check
result = check_fundamental(single_balance_sheet_data_qt, 'bal')
self.assertEqual(result, True)
result = check_fundamental(single_income_statement_data_qt, 'inc')
self.assertEqual(result, True)
result = check_fundamental(single_all_statement_data_qt, 'all')
self.assertEqual(result, True)
# Multi stock check
result = check_fundamental(multi_balance_sheet_data_qt, 'bal')
self.assertEqual(result, True)
result = check_fundamental(multi_income_statement_data_qt, 'inc')
self.assertEqual(result, True)
result = check_fundamental(multi_all_statement_data_qt, 'all')
self.assertEqual(result, True)
# Historical Price Test
def test_yf_historical_price(self):
single_stock_prices = self.test_yf_stock_single.get_historical_price_data(
'2015-01-15', '2017-10-15', 'weekly')
expect_dict = {
'high': 49.099998474121094,
'volume': 125737200,
'formatted_date': '2015-01-12',
'low': 46.599998474121094,
'adjclose': 45.35684585571289,
'date': 1421038800,
'close': 47.61000061035156,
'open': 48.959999084472656
}
self.assertDictEqual(single_stock_prices['C']['prices'][0],
expect_dict)
# Historical Stock Daily Dividend Test
def test_yf_dividend_price(self):
single_stock_dividend = self.test_yf_stock_single.get_daily_dividend_data(
'1986-09-15', '1987-09-15')
expect_dict = {
"C": [{
"date": 533313000,
"formatted_date": "1986-11-25",
"amount": 0.02999
}, {
"date": 541348200,
"formatted_date": "1987-02-26",
"amount": 0.02999
}, {
"date": 544714200,
"formatted_date": "1987-04-06",
"amount": 0.332
}, {
"date": 549120600,
"formatted_date": "1987-05-27",
"amount": 0.02999
}, {
"date": 552576600,
"formatted_date": "1987-07-06",
"amount": 0.332
}, {
"date": 557501400,
"formatted_date": "1987-09-01",
"amount": 0.02999
}]
}
self.assertDictEqual(single_stock_dividend, expect_dict)
# Extra Module Methods Test
def test_yf_module_methods(self):
# Stocks
if isinstance(self.test_yf_stock_single.get_current_price(), float):
self.assertEqual(True, True)
else:
self.assertEqual(False, True)
if isinstance(self.test_yf_stock_single.get_net_income(), int):
self.assertEqual(True, True)
else:
self.assertEqual(False, True)
# Treasuries
if isinstance(self.test_yf_treasuries_single.get_current_price(),
float):
self.assertEqual(True, True)
else:
self.assertEqual(False, True)
import datetime
from yahoofinancials import YahooFinancials
shares = YahooFinancials("2318.HK")
data = shares.get_daily_dividend_data("2018-01-01", "2018-12-31")
print(data)
