def test_get_data_yahoo_actions(self):
start = datetime(1990, 1, 1)
end = datetime(2018, 4, 5)
actions = web.get_data_yahoo_actions("AAPL",
start,
end,
adjust_dividends=False)
assert sum(actions["action"] == "DIVIDEND") == 47
assert sum(actions["action"] == "SPLIT") == 3
assert actions.loc["2005-02-28", "action"][0] == "SPLIT"
assert actions.loc["2005-02-28", "value"][0] == 1 / 2.0
assert actions.loc["1995-11-21", "action"][0] == "DIVIDEND"
assert round(actions.loc["1995-11-21", "value"][0], 3) == 0.120
actions = web.get_data_yahoo_actions("AAPL",
start,
end,
adjust_dividends=True)
assert actions.loc["1995-11-21", "action"][0] == "DIVIDEND"
assert round(actions.loc["1995-11-21", "value"][0], 4) == 0.0043
def test_get_data_yahoo_actions(self):
start = datetime(1990, 1, 1)
end = datetime(2018, 4, 5)
actions = web.get_data_yahoo_actions('AAPL',
start,
end,
adjust_dividends=False)
assert sum(actions['action'] == 'DIVIDEND') == 47
assert sum(actions['action'] == 'SPLIT') == 3
assert actions.loc['2005-02-28', 'action'][0] == 'SPLIT'
assert actions.loc['2005-02-28', 'value'][0] == 1 / 2.0
assert actions.loc['1995-11-21', 'action'][0] == 'DIVIDEND'
assert round(actions.loc['1995-11-21', 'value'][0], 3) == 0.120
actions = web.get_data_yahoo_actions('AAPL',
start,
end,
adjust_dividends=True)
assert actions.loc['1995-11-21', 'action'][0] == 'DIVIDEND'
assert round(actions.loc['1995-11-21', 'value'][0], 4) == 0.0043
def dividends(self):
actions = pdr.get_data_yahoo_actions(self.ticker,
session=self._session,
start=START_DATE)
dividends = actions[actions['action'] == 'DIVIDEND']['value']
dividends.name = 'Dividends'
return dividends
def test_yahoo_DataReader(self):
start = datetime(2010, 1, 1)
end = datetime(2015, 5, 9)
result = web.DataReader('AAPL', 'yahoo-actions', start, end)
exp_idx = pd.DatetimeIndex(['2015-05-07', '2015-02-05',
'2014-11-06', '2014-08-07',
'2014-06-09', '2014-05-08',
'2014-02-06', '2013-11-06',
'2013-08-08', '2013-05-09',
'2013-02-07', '2012-11-07',
'2012-08-09'])
exp = pd.DataFrame({'action': ['DIVIDEND', 'DIVIDEND', 'DIVIDEND',
'DIVIDEND', 'SPLIT', 'DIVIDEND',
'DIVIDEND', 'DIVIDEND',
'DIVIDEND', 'DIVIDEND', 'DIVIDEND',
'DIVIDEND', 'DIVIDEND'],
'value': [0.52, 0.47, 0.47, 0.47, 0.14285714,
3.29, 3.05, 3.05, 3.05,
3.05, 2.65, 2.65, 2.65]},
index=exp_idx)
exp.index.name = 'Date'
tm.assert_frame_equal(result.reindex_like(exp).round(2), exp.round(2))
result = web.get_data_yahoo_actions('AAPL', start, end,
adjust_dividends=True)
exp = pd.DataFrame({'action': ['DIVIDEND', 'DIVIDEND', 'DIVIDEND',
'DIVIDEND', 'SPLIT', 'DIVIDEND',
'DIVIDEND', 'DIVIDEND',
'DIVIDEND', 'DIVIDEND', 'DIVIDEND',
'DIVIDEND', 'DIVIDEND'],
'value': [0.52, 0.47, 0.47, 0.47, 0.14285714,
0.47, 0.43571, 0.43571, 0.43571,
0.43571, 0.37857, 0.37857, 0.37857]},
index=exp_idx)
exp.index.name = 'Date'
tm.assert_frame_equal(result.reindex_like(exp).round(5), exp.round(5))
# test cases with "1/0" split ratio in actions -
# no split, just chnage symbol from POT to NTR
start = datetime(2017, 12, 30)
end = datetime(2018, 12, 30)
result = web.DataReader('NTR', 'yahoo-actions', start, end)
exp_idx = pd.DatetimeIndex(['2018-12-28', '2018-09-27',
'2018-06-28', '2018-03-28',
'2018-01-02'])
exp = pd.DataFrame({'action': ['DIVIDEND', 'DIVIDEND', 'DIVIDEND',
'DIVIDEND', 'SPLIT'],
'value': [0.43, 0.40, 0.40, 0.40, 1.00]},
index=exp_idx)
exp.index.name = 'Date'
tm.assert_frame_equal(result.reindex_like(exp).round(2), exp.round(2))
def test_get_data_yahoo_actions(self):
start = datetime(1990, 1, 1)
end = datetime(2000, 4, 5)
actions = web.get_data_yahoo_actions('BHP.AX', start, end)
self.assertEqual(sum(actions['action'] == 'DIVIDEND'), 20)
self.assertEqual(sum(actions['action'] == 'SPLIT'), 1)
self.assertEqual(actions.ix['1995-05-11']['action'][0], 'SPLIT')
self.assertEqual(actions.ix['1995-05-11']['value'][0], 1/1.1)
self.assertEqual(actions.ix['1993-05-10']['action'][0], 'DIVIDEND')
self.assertEqual(actions.ix['1993-05-10']['value'][0], 0.3)
def test_get_data_yahoo_actions(self):
start = datetime(1990, 1, 1)
end = datetime(2000, 4, 5)
actions = web.get_data_yahoo_actions('BHP.AX', start, end)
self.assertEqual(sum(actions['action'] == 'DIVIDEND'), 20)
self.assertEqual(sum(actions['action'] == 'SPLIT'), 1)
self.assertEqual(actions.ix['1995-05-11']['action'][0], 'SPLIT')
self.assertEqual(actions.ix['1995-05-11']['value'][0], 1 / 1.1)
self.assertEqual(actions.ix['1993-05-10']['action'][0], 'DIVIDEND')
self.assertEqual(actions.ix['1993-05-10']['value'][0], 0.3)
def test_get_data_yahoo_actions(self):
start = datetime(1990, 1, 1)
end = datetime(2000, 4, 5)
actions = web.get_data_yahoo_actions('BHP.AX', start, end)
assert sum(actions['action'] == 'DIVIDEND') == 20
assert sum(actions['action'] == 'SPLIT') == 1
assert actions.loc['1995-05-11', 'action'][0] == 'SPLIT'
assert actions.loc['1995-05-11', 'value'][0] == 1 / 1.1
assert actions.loc['1993-05-10', 'action'][0] == 'DIVIDEND'
assert actions.loc['1993-05-10', 'value'][0] == 0.3
def test_yahoo_DataReader(self):
start = datetime(2010, 1, 1)
end = datetime(2015, 5, 9)
result = web.DataReader('AAPL', 'yahoo-actions', start, end)
exp_idx = pd.DatetimeIndex([
'2015-05-07', '2015-02-05', '2014-11-06', '2014-08-07',
'2014-06-09', '2014-05-08', '2014-02-06', '2013-11-06',
'2013-08-08', '2013-05-09', '2013-02-07', '2012-11-07',
'2012-08-09'
])
exp = pd.DataFrame(
{
'action': [
'DIVIDEND', 'DIVIDEND', 'DIVIDEND', 'DIVIDEND', 'SPLIT',
'DIVIDEND', 'DIVIDEND', 'DIVIDEND', 'DIVIDEND', 'DIVIDEND',
'DIVIDEND', 'DIVIDEND', 'DIVIDEND'
],
'value': [
0.52, 0.47, 0.47, 0.47, 0.14285714, 3.29, 3.05, 3.05, 3.05,
3.05, 2.65, 2.65, 2.65
]
},
index=exp_idx)
exp.index.name = 'Date'
tm.assert_frame_equal(result.reindex_like(exp).round(5), exp.round(5))
result = web.get_data_yahoo_actions('AAPL',
start,
end,
adjust_dividends=True)
exp = pd.DataFrame(
{
'action': [
'DIVIDEND', 'DIVIDEND', 'DIVIDEND', 'DIVIDEND', 'SPLIT',
'DIVIDEND', 'DIVIDEND', 'DIVIDEND', 'DIVIDEND', 'DIVIDEND',
'DIVIDEND', 'DIVIDEND', 'DIVIDEND'
],
'value': [
0.52, 0.47, 0.47, 0.47, 0.14285714, 0.47, 0.43571, 0.43571,
0.43571, 0.43571, 0.37857, 0.37857, 0.37857
]
},
index=exp_idx)
exp.index.name = 'Date'
tm.assert_frame_equal(result.reindex_like(exp).round(5), exp.round(5))
def actions(ticker, components):
# Splits are quoted as decimals - convert to fraction ('7 for 1' vs .142857)
def split_ratio(dec):
frac = Fraction.from_float(dec).limit_denominator(10)
num, denom = frac.numerator, frac.denominator
return "{} for {}".format(denom, num)
try:
actions = data.get_data_yahoo_actions(ticker)
except Exception:
return {"message": Response.data_notfound(ticker)}
if len(actions)==0:
return {"message": Response.no_actions(ticker)}
actions.ix[actions.action=="SPLIT", 'value'] = actions.value.map(lambda x: split_ratio(x))
actions['action'] = actions.action.map(lambda x: x.lower())
actions.index = actions.index.map(lambda x: datetime.date(x.year, x.month, x.day).strftime('%Y-%m-%d'))
actions.iloc[::-1]
# Build message from DataFrame
message = Response.list_actions(ticker)
for date, action, value in zip(actions.index, actions.action, actions.value):
message += ("\n{} - {} `{}`".format(date, action, value))
return {"message": message}
def test_yahoo_DataReader(self):
start = datetime(2010, 1, 1)
end = datetime(2015, 5, 9)
# yahoo will adjust for dividends by default
result = web.DataReader("AAPL", "yahoo-actions", start, end)
exp_idx = pd.DatetimeIndex([
"2015-05-07",
"2015-02-05",
"2014-11-06",
"2014-08-07",
"2014-06-09",
"2014-05-08",
"2014-02-06",
"2013-11-06",
"2013-08-08",
"2013-05-09",
"2013-02-07",
"2012-11-07",
"2012-08-09",
])
exp = pd.DataFrame(
{
"action": [
"DIVIDEND",
"DIVIDEND",
"DIVIDEND",
"DIVIDEND",
"SPLIT",
"DIVIDEND",
"DIVIDEND",
"DIVIDEND",
"DIVIDEND",
"DIVIDEND",
"DIVIDEND",
"DIVIDEND",
"DIVIDEND",
],
"value": [
0.52,
0.47,
0.47,
0.47,
0.14285714,
0.47,
0.43571,
0.43571,
0.43571,
0.43571,
0.37857,
0.37857,
0.37857,
],
},
index=exp_idx,
)
exp.index.name = "Date"
tm.assert_frame_equal(result.reindex_like(exp).round(2), exp.round(2))
# where dividends are not adjusted for splits
result = web.get_data_yahoo_actions("AAPL",
start,
end,
adjust_dividends=False)
exp = pd.DataFrame(
{
"action": [
"DIVIDEND",
"DIVIDEND",
"DIVIDEND",
"DIVIDEND",
"SPLIT",
"DIVIDEND",
"DIVIDEND",
"DIVIDEND",
"DIVIDEND",
"DIVIDEND",
"DIVIDEND",
"DIVIDEND",
"DIVIDEND",
],
"value": [
0.52,
0.47,
0.47,
0.47,
0.14285714,
3.29,
3.05,
3.05,
3.05,
3.05,
2.65,
2.65,
2.65,
],
},
index=exp_idx,
)
exp.index.name = "Date"
tm.assert_frame_equal(result.reindex_like(exp).round(4), exp.round(4))
# test cases with "1/0" split ratio in actions -
# no split, just chnage symbol from POT to NTR
start = datetime(2017, 12, 30)
end = datetime(2018, 12, 30)
result = web.DataReader("NTR", "yahoo-actions", start, end)
exp_idx = pd.DatetimeIndex([
"2018-12-28", "2018-09-27", "2018-06-28", "2018-03-28",
"2018-01-02"
])
exp = pd.DataFrame(
{
"action":
["DIVIDEND", "DIVIDEND", "DIVIDEND", "DIVIDEND", "SPLIT"],
"value": [0.43, 0.40, 0.40, 0.40, 1.00],
},
index=exp_idx,
)
exp.index.name = "Date"
tm.assert_frame_equal(result.reindex_like(exp).round(2), exp.round(2))
def test_get_data_yahoo_actions_invalid_symbol(self):
start = datetime(1990, 1, 1)
end = datetime(2000, 4, 5)
with pytest.raises(IOError):
web.get_data_yahoo_actions("UNKNOWN TICKER", start, end)
import pandas as pd
from pandas_datareader import data as pdr
from datetime import date
import datetime
import yfinance as yf
import sys
yf.pdr_override()
import pandas.testing
# Getting Data
ticker = sys.argv[1]
today = date.today()
today = today + datetime.timedelta(days=1)
start_date="2010-01-01"
data_stock = pdr.get_data_yahoo_actions(ticker, start=start_date, end=today)
# Transforming Data
data_stock = data_stock[::-1].reset_index()
# Save Data
data_stock.to_csv("./stonk_data.csv")
