Yahoo! Finance market data downloader
.. image:: https://img.shields.io/badge/python-2.7,%203.4+-blue.svg?style=flat
:target: https://pypi.python.org/pypi/yfinance
:alt: Python version
.. image:: https://img.shields.io/pypi/v/yfinance.svg?maxAge=60
:target: https://pypi.python.org/pypi/yfinance
:alt: PyPi version
.. image:: https://img.shields.io/pypi/status/yfinance.svg?maxAge=60
:target: https://pypi.python.org/pypi/yfinance
:alt: PyPi status
.. image:: https://img.shields.io/pypi/dm/yfinance.svg?maxAge=2592000&label=installs&color=%2327B1FF
:target: https://pypi.python.org/pypi/yfinance
:alt: PyPi downloads
.. image:: https://img.shields.io/travis/ranaroussi/yfinance/master.svg?maxAge=1
:target: https://travis-ci.com/ranaroussi/yfinance
:alt: Travis-CI build status
.. image:: https://www.codefactor.io/repository/github/ranaroussi/yfinance/badge
:target: https://www.codefactor.io/repository/github/ranaroussi/yfinance
:alt: CodeFactor
.. image:: https://img.shields.io/github/stars/ranaroussi/yfinance.svg?style=social&label=Star&maxAge=60
:target: https://github.com/ranaroussi/yfinance
:alt: Star this repo
.. image:: https://img.shields.io/twitter/follow/aroussi.svg?style=social&label=Follow&maxAge=60
:target: https://twitter.com/aroussi
:alt: Follow me on twitter
\
Ever since Yahoo! finance <https://finance.yahoo.com>_ decommissioned
their historical data API, many programs that relied on it to stop working.
yfinance aimes to solve this problem by offering a reliable, threaded,
and Pythonic way to download historical market data from Yahoo! finance.
NOTE
The library was originally named ``fix-yahoo-finance``, but
I've since renamed it to ``yfinance`` as I no longer consider it a mere "fix".
For reasons of backward-competability, ``fix-yahoo-finance`` now import and
uses ``yfinance``, but you should install and use ``yfinance`` directly.
`Changelog » <./CHANGELOG.rst>`__
-----
==> Check out this `Blog post <https://aroussi.com/#post/python-yahoo-finance>`_ for a detailed tutorial with code examples.
-----
Quick Start
===========
The Ticker module
The Ticker module, which allows you to access
ticker data in a more Pythonic way:
Note: yahoo finance datetimes are received as UTC.
.. code:: python
import yfinance as yf
msft = yf.Ticker("MSFT")
# get stock info
msft.info
# get historical market data
hist = msft.history(period="max")
# show actions (dividends, splits)
msft.actions
# show dividends
msft.dividends
# show splits
msft.splits
# show financials
msft.financials
msft.quarterly_financials
# show major holders
msft.major_holders
# show institutional holders
msft.institutional_holders
# show balance sheet
msft.balance_sheet
msft.quarterly_balance_sheet
# show cashflow
msft.cashflow
msft.quarterly_cashflow
# show earnings
msft.earnings
msft.quarterly_earnings
# show sustainability
msft.sustainability
# show analysts recommendations
msft.recommendations
# show next event (earnings, etc)
msft.calendar
# show ISIN code - *experimental*
# ISIN = International Securities Identification Number
msft.isin
# show options expirations
msft.options
# 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:
.. code:: python
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_balance_sheet(proxy="PROXY_SERVER")
msft.get_cashflow(proxy="PROXY_SERVER")
msft.option_chain(..., proxy="PROXY_SERVER")
...
To initialize multiple Ticker objects, use
.. code:: python
import yfinance as yf
tickers = yf.Tickers('msft aapl goog')
# ^ returns a named tuple of Ticker objects
# access each ticker using (example)
tickers.tickers.MSFT.info
tickers.tickers.AAPL.history(period="1mo")
tickers.tickers.GOOG.actions
Fetching data for multiple tickers
.. code:: python
import yfinance as yf
data = yf.download("SPY AAPL", start="2017-01-01", end="2017-04-30")
I've also added some options to make life easier :)
.. code:: python
data = yf.download( # or pdr.get_data_yahoo(...
# tickers list or string as well
tickers = "SPY AAPL MSFT",
# use "period" instead of start/end
# valid periods: 1d,5d,1mo,3mo,6mo,1y,2y,5y,10y,ytd,max
# (optional, default is '1mo')
period = "ytd",
# fetch data by interval (including intraday if period < 60 days)
# valid intervals: 1m,2m,5m,15m,30m,60m,90m,1h,1d,5d,1wk,1mo,3mo
# (optional, default is '1d')
interval = "1m",
# group by ticker (to access via data['SPY'])
# (optional, default is 'column')
group_by = 'ticker',
# adjust all OHLC automatically
# (optional, default is False)
auto_adjust = True,
# download pre/post regular market hours data
# (optional, default is False)
prepost = True,
# use threads for mass downloading? (True/False/Integer)
# (optional, default is True)
threads = True,
# proxy URL scheme use use when downloading?
# (optional, default is None)
proxy = None
)
``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()``.
.. code:: python
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")
Installation
------------
Install ``yfinance`` using ``pip``:
.. code:: bash
$ pip install yfinance --upgrade --no-cache-dir
Install ``yfinance`` using ``conda``:
.. code:: bash
$ conda install -c ranaroussi yfinance
Requirements
------------
* `Python <https://www.python.org>`_ >= 2.7, 3.4+
* `Pandas <https://github.com/pydata/pandas>`_ (tested to work with >=0.23.1)
* `Numpy <http://www.numpy.org>`_ >= 1.11.1
* `requests <http://docs.python-requests.org/en/master/>`_ >= 2.14.2
* `lxml <https://pypi.org/project/lxml/>`_ >= 4.5.1
Optional (if you want to use ``pandas_datareader``)
---------------------------------------------------
* `pandas_datareader <https://github.com/pydata/pandas-datareader>`_ >= 0.4.0
Legal Stuff
------------
**yfinance** is distributed under the **Apache Software License**. See the `LICENSE.txt <./LICENSE.txt>`_ file in the release for details.
P.S.
------------
Please drop me an note with any feedback you have.
**Ran Aroussi**
