yfinance
- 取得連結
- X
- 以電子郵件傳送
- 其他應用程式
import yfinance as yf
msft = yf.Ticker("MSFT")
# get all stock info
msft.info
# get historical market data
hist = msft.history(period="1mo")
# show meta information about the history (requires history() to be called first)
msft.history_metadata
# show actions (dividends, splits, capital gains)
msft.actions
msft.dividends
msft.splits
msft.capital_gains # only for mutual funds & etfs
# show share count
# - yearly summary:
msft.shares
# - accurate time-series count:
msft.get_shares_full(start="2022-01-01", end=None)
# show financials:
# - income statement
msft.income_stmt
msft.quarterly_income_stmt
# - balance sheet
msft.balance_sheet
msft.quarterly_balance_sheet
# - cash flow statement
msft.cashflow
msft.quarterly_cashflow
# see `Ticker.get_income_stmt()` for more options
# show holders
msft.major_holders
msft.institutional_holders
msft.mutualfund_holders
# show earnings
msft.earnings
msft.quarterly_earnings
# show sustainability
msft.sustainability
# show analysts recommendations
msft.recommendations
msft.recommendations_summary
# show analysts other work
msft.analyst_price_target
msft.revenue_forecasts
msft.earnings_forecasts
msft.earnings_trend
# show next event (earnings, etc)
msft.calendar
# Show future and historic earnings dates, returns at most next 4 quarters and last 8 quarters by default.
# Note: If more are needed use msft.get_earnings_dates(limit=XX) with increased limit argument.
msft.earnings_dates
# show ISIN code - *experimental*
# ISIN = International Securities Identification Number
msft.isin
# show options expirations
msft.options
# show news
msft.news
# get option chain for specific expiration
opt = msft.option_chain('YYYY-MM-DD')
# data available via: opt.calls, opt.puts
If you want to use a proxy server for downloading data, use:
import yfinance as yf
msft = yf.Ticker("MSFT")
msft.history(..., proxy="PROXY_SERVER")
msft.get_actions(proxy="PROXY_SERVER")
msft.get_dividends(proxy="PROXY_SERVER")
msft.get_splits(proxy="PROXY_SERVER")
msft.get_capital_gains(proxy="PROXY_SERVER")
msft.get_balance_sheet(proxy="PROXY_SERVER")
msft.get_cashflow(proxy="PROXY_SERVER")
msft.option_chain(..., proxy="PROXY_SERVER")
...
Multiple tickers
To initialize multiple Ticker objects, use
import yfinance as yf
tickers = yf.Tickers('msft aapl goog')
# access each ticker using (example)
tickers.tickers['MSFT'].info
tickers.tickers['AAPL'].history(period="1mo")
tickers.tickers['GOOG'].actions
To download price history into one table:
import yfinance as yf
data = yf.download("SPY AAPL", start="2017-01-01", end="2017-04-30")
yf.download() and Ticker.history() have many options for configuring fetching and processing, e.g.:
yf.download(tickers = "SPY AAPL", # list of tickers
period = "1y", # time period
interval = "1d", # trading interval
prepost = False, # download pre/post market hours data?
repair = True) # repair obvious price errors e.g. 100x?
Review the Wiki for more options and detail.
Smarter scraping
To use a custom requests session (for example to cache calls to the API or customize the User-agent header), pass a session= argument to the Ticker constructor.
import requests_cache
session = requests_cache.CachedSession('yfinance.cache')
session.headers['User-agent'] = 'my-program/1.0'
ticker = yf.Ticker('msft', session=session)
# The scraped response will be stored in the cache
ticker.actions
Combine a requests_cache with rate-limiting to avoid triggering Yahoo's rate-limiter/blocker that can corrupt data.
from requests import Session
from requests_cache import CacheMixin, SQLiteCache
from requests_ratelimiter import LimiterMixin, MemoryQueueBucket
from pyrate_limiter import Duration, RequestRate, Limiter
class CachedLimiterSession(CacheMixin, LimiterMixin, Session):
pass
session = CachedLimiterSession(
limiter=Limiter(RequestRate(2, Duration.SECOND*5), # max 2 requests per 5 seconds
bucket_class=MemoryQueueBucket,
backend=SQLiteCache("yfinance.cache"),
)
Managing Multi-Level Columns
The following answer on Stack Overflow is for How to deal with multi-level column names downloaded with yfinance?
yfinance returns a pandas.DataFrame with multi-level column names, with a level for the ticker and a level for the stock price data
The answer discusses:
How to correctly read the the multi-level columns after saving the dataframe to a csv with pandas.DataFrame.to_csv
How to download single or multiple tickers into a single dataframe with single level column names and a ticker column
pandas_datareader override
If your code uses pandas_datareader and you want to download data faster, you can "hijack" pandas_datareader.data.get_data_yahoo() method to use yfinance while making sure the returned data is in the same format as pandas_datareader's get_data_yahoo().
from pandas_datareader import data as pdr
import yfinance as yf
yf.pdr_override() # <== that's all it takes :-)
# download dataframe
data = pdr.get_data_yahoo("SPY", start="2017-01-01", end="2017-04-30")
Timezone cache store
When fetching price data, all dates are localized to stock exchange timezone. But timezone retrieval is relatively slow, so yfinance attemps to cache them in your users cache folder. You can direct cache to use a different location with set_tz_cache_location():
import yfinance as yf
yf.set_tz_cache_location("custom/cache/location")
...
- 取得連結
- X
- 以電子郵件傳送
- 其他應用程式
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