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remove yfinance provider from repo (#7576)

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2026-07-08 03:19:12 -07:00
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openbb_platform/providers/yfinance/README.md vendored
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# OpenBB Yahoo!Finance Provider
This extension integrates the [Yahoo!Finance](https://finance.yahoo.com/) data provider into the OpenBB Platform.
## Installation
To install the extension:
```bash
pip install openbb-yfinance
```
Documentation available [here](https://docs.openbb.co/platform/developer_guide/contributing).

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openbb_platform/providers/yfinance/__init__.py
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"""YFinance provider."""

79
openbb_platform/providers/yfinance/openbb_yfinance/__init__.py
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"""Yahoo Finance provider module."""
from openbb_core.provider.abstract.provider import Provider
from openbb_yfinance.models.active import YFActiveFetcher
from openbb_yfinance.models.aggressive_small_caps import YFAggressiveSmallCapsFetcher
from openbb_yfinance.models.available_indices import YFinanceAvailableIndicesFetcher
from openbb_yfinance.models.balance_sheet import YFinanceBalanceSheetFetcher
from openbb_yfinance.models.cash_flow import YFinanceCashFlowStatementFetcher
from openbb_yfinance.models.company_news import YFinanceCompanyNewsFetcher
from openbb_yfinance.models.crypto_historical import YFinanceCryptoHistoricalFetcher
from openbb_yfinance.models.currency_historical import YFinanceCurrencyHistoricalFetcher
from openbb_yfinance.models.equity_historical import YFinanceEquityHistoricalFetcher
from openbb_yfinance.models.equity_profile import YFinanceEquityProfileFetcher
from openbb_yfinance.models.equity_quote import YFinanceEquityQuoteFetcher
from openbb_yfinance.models.equity_screener import YFinanceEquityScreenerFetcher
from openbb_yfinance.models.etf_info import YFinanceEtfInfoFetcher
from openbb_yfinance.models.futures_curve import YFinanceFuturesCurveFetcher
from openbb_yfinance.models.futures_historical import YFinanceFuturesHistoricalFetcher
from openbb_yfinance.models.gainers import YFGainersFetcher
from openbb_yfinance.models.growth_tech_equities import YFGrowthTechEquitiesFetcher
from openbb_yfinance.models.historical_dividends import (
YFinanceHistoricalDividendsFetcher,
)
from openbb_yfinance.models.income_statement import YFinanceIncomeStatementFetcher
from openbb_yfinance.models.index_historical import (
YFinanceIndexHistoricalFetcher,
)
from openbb_yfinance.models.key_executives import YFinanceKeyExecutivesFetcher
from openbb_yfinance.models.key_metrics import YFinanceKeyMetricsFetcher
from openbb_yfinance.models.losers import YFLosersFetcher
from openbb_yfinance.models.options_chains import YFinanceOptionsChainsFetcher
from openbb_yfinance.models.price_target_consensus import (
YFinancePriceTargetConsensusFetcher,
)
from openbb_yfinance.models.share_statistics import YFinanceShareStatisticsFetcher
from openbb_yfinance.models.undervalued_growth_equities import (
YFUndervaluedGrowthEquitiesFetcher,
)
from openbb_yfinance.models.undervalued_large_caps import YFUndervaluedLargeCapsFetcher
yfinance_provider = Provider(
name="yfinance",
website="https://finance.yahoo.com",
description="""Yahoo! Finance is a web-based platform that offers financial news,
data, and tools for investors and individuals interested in tracking and analyzing
financial markets and assets.""",
fetcher_dict={
"AvailableIndices": YFinanceAvailableIndicesFetcher,
"BalanceSheet": YFinanceBalanceSheetFetcher,
"CashFlowStatement": YFinanceCashFlowStatementFetcher,
"CompanyNews": YFinanceCompanyNewsFetcher,
"CryptoHistorical": YFinanceCryptoHistoricalFetcher,
"CurrencyHistorical": YFinanceCurrencyHistoricalFetcher,
"EquityActive": YFActiveFetcher,
"EquityAggressiveSmallCaps": YFAggressiveSmallCapsFetcher,
"EquityGainers": YFGainersFetcher,
"EquityHistorical": YFinanceEquityHistoricalFetcher,
"EquityInfo": YFinanceEquityProfileFetcher,
"EquityLosers": YFLosersFetcher,
"EquityQuote": YFinanceEquityQuoteFetcher,
"EquityScreener": YFinanceEquityScreenerFetcher,
"EquityUndervaluedGrowth": YFUndervaluedGrowthEquitiesFetcher,
"EquityUndervaluedLargeCaps": YFUndervaluedLargeCapsFetcher,
"EtfHistorical": YFinanceEquityHistoricalFetcher,
"EtfInfo": YFinanceEtfInfoFetcher,
"FuturesCurve": YFinanceFuturesCurveFetcher,
"FuturesHistorical": YFinanceFuturesHistoricalFetcher,
"GrowthTechEquities": YFGrowthTechEquitiesFetcher,
"HistoricalDividends": YFinanceHistoricalDividendsFetcher,
"IncomeStatement": YFinanceIncomeStatementFetcher,
"IndexHistorical": YFinanceIndexHistoricalFetcher,
"KeyExecutives": YFinanceKeyExecutivesFetcher,
"KeyMetrics": YFinanceKeyMetricsFetcher,
"OptionsChains": YFinanceOptionsChainsFetcher,
"PriceTargetConsensus": YFinancePriceTargetConsensusFetcher,
"ShareStatistics": YFinanceShareStatisticsFetcher,
},
repr_name="Yahoo Finance",
)

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openbb_platform/providers/yfinance/openbb_yfinance/models/__init__.py
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"""Yahoo Finance models directory."""

90
openbb_platform/providers/yfinance/openbb_yfinance/models/active.py
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"""Yahoo Finance Asset Performance Active Model."""
# pylint: disable=unused-argument
from typing import Any
from openbb_core.provider.abstract.fetcher import Fetcher
from openbb_core.provider.standard_models.equity_performance import (
EquityPerformanceQueryParams,
)
from openbb_yfinance.utils.references import YFPredefinedScreenerData
from pydantic import Field
class YFActiveQueryParams(EquityPerformanceQueryParams):
"""Yahoo Finance Most Active Query.
Source: https://finance.yahoo.com/screener/predefined/most_actives
"""
limit: int | None = Field(
default=200,
description="Limit the number of results.",
)
class YFActiveData(YFPredefinedScreenerData):
"""Yahoo Finance Most Active Data."""
class YFActiveFetcher(Fetcher[YFActiveQueryParams, list[YFActiveData]]):
"""Transform the query, extract and transform the data from the Yahoo Finance endpoints."""
@staticmethod
def transform_query(params: dict[str, Any]) -> YFActiveQueryParams:
"""Transform query params."""
return YFActiveQueryParams(**params)
@staticmethod
async def aextract_data(
query: YFActiveQueryParams,
credentials: dict[str, str] | None,
**kwargs: Any,
) -> list[dict]:
"""Get data from YF."""
# pylint: disable=import-outside-toplevel
from openbb_yfinance.utils.helpers import get_custom_screener
body = {
"offset": 0,
"size": 250,
"sortField": "eodvolume",
"sortType": "desc",
"quoteType": "equity",
"query": {
"operator": "and",
"operands": [
{"operator": "gt", "operands": ["intradaymarketcap", 2000000000]},
{
"operator": "or",
"operands": [
{"operator": "eq", "operands": ["exchange", "NMS"]},
{"operator": "eq", "operands": ["exchange", "NYQ"]},
],
},
{"operator": "gt", "operands": ["davolume", 1000000]},
{"operator": "gt", "operands": ["intradayprice", 5]},
],
},
"userId": "",
"userIdType": "guid",
}
return await get_custom_screener(body=body, limit=query.limit)
@staticmethod
def transform_data(
query: EquityPerformanceQueryParams,
data: list[dict],
**kwargs: Any,
) -> list[YFActiveData]:
"""Transform data."""
return [
YFActiveData.model_validate(d)
for d in sorted(
data,
key=lambda x: x["regularMarketVolume"],
reverse=query.sort == "desc",
)
]

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openbb_platform/providers/yfinance/openbb_yfinance/models/aggressive_small_caps.py
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"""Yahoo Finance Aggressive Small Caps Model."""
# pylint: disable=unused-argument
from typing import Any
from openbb_core.provider.abstract.fetcher import Fetcher
from openbb_core.provider.standard_models.equity_performance import (
EquityPerformanceQueryParams,
)
from openbb_yfinance.utils.references import YFPredefinedScreenerData
from pydantic import Field
class YFAggressiveSmallCapsQueryParams(EquityPerformanceQueryParams):
"""Yahoo Finance Aggressive Small Caps Query.
Source: https://finance.yahoo.com/screener/predefined/aggressive_small_caps
"""
limit: int | None = Field(
default=None,
description="Limit the number of results. Default is all.",
)
class YFAggressiveSmallCapsData(YFPredefinedScreenerData):
"""Yahoo Finance Aggressive Small Caps Data."""
class YFAggressiveSmallCapsFetcher(
Fetcher[YFAggressiveSmallCapsQueryParams, list[YFAggressiveSmallCapsData]]
):
"""Transform the query, extract and transform the data from the Yahoo Finance endpoints."""
@staticmethod
def transform_query(params: dict[str, Any]) -> YFAggressiveSmallCapsQueryParams:
"""Transform query params."""
return YFAggressiveSmallCapsQueryParams(**params)
@staticmethod
async def aextract_data(
query: YFAggressiveSmallCapsQueryParams,
credentials: dict[str, str] | None,
**kwargs: Any,
) -> list[dict]:
"""Get data from YF."""
# pylint: disable=import-outside-toplevel
from openbb_yfinance.utils.helpers import get_custom_screener
# The predefined screener doesn't match what yFinance has for the settings. We'll have to create our own.
body = {
"offset": 0,
"size": 250,
"sortField": "totalrevenues1yrgrowth.lasttwelvemonths",
"sortType": "desc",
"quoteType": "equity",
"query": {
"operator": "and",
"operands": [
{"operator": "lt", "operands": ["intradaymarketcap", 2000000000]},
{
"operator": "or",
"operands": [
{"operator": "eq", "operands": ["exchange", "NMS"]},
{"operator": "eq", "operands": ["exchange", "NYQ"]},
],
},
{"operator": "gt", "operands": ["epsgrowth.lasttwelvemonths", 25]},
{"operator": "gt", "operands": ["intradayprice", 5]},
],
},
"userId": "",
"userIdType": "guid",
}
return await get_custom_screener(body=body, limit=query.limit)
@staticmethod
def transform_data(
query: EquityPerformanceQueryParams,
data: list[dict],
**kwargs: Any,
) -> list[YFAggressiveSmallCapsData]:
"""Transform data."""
return sorted(
[YFAggressiveSmallCapsData.model_validate(d) for d in data],
key=lambda x: x.percent_change,
reverse=query.sort == "desc",
)

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openbb_platform/providers/yfinance/openbb_yfinance/models/available_indices.py
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"""Yahoo Finance Available Indices Model."""
# pylint: disable=unused-argument
from typing import Any
from openbb_core.provider.abstract.fetcher import Fetcher
from openbb_core.provider.standard_models.available_indices import (
AvailableIndicesData,
AvailableIndicesQueryParams,
)
from openbb_yfinance.utils.references import INDICES
from pydantic import Field
class YFinanceAvailableIndicesQueryParams(AvailableIndicesQueryParams):
"""Yahoo Finance Available Indices Query.
Source: https://finance.yahoo.com/
"""
class YFinanceAvailableIndicesData(AvailableIndicesData):
"""Yahoo Finance Available Indices Data."""
__alias_dict__ = {
"symbol": "ticker",
}
code: str = Field(
description="ID code for keying the index in the OpenBB Terminal."
)
symbol: str = Field(description="Symbol for the index.")
class YFinanceAvailableIndicesFetcher(
Fetcher[
YFinanceAvailableIndicesQueryParams,
list[YFinanceAvailableIndicesData],
]
):
"""Transform the query, extract and transform the data from the Yahoo Finance endpoints."""
@staticmethod
def transform_query(params: dict[str, Any]) -> YFinanceAvailableIndicesQueryParams:
"""Transform the query params."""
return YFinanceAvailableIndicesQueryParams(**params)
@staticmethod
def extract_data(
query: YFinanceAvailableIndicesQueryParams, # pylint disable=unused-argument
credentials: dict[str, str] | None,
**kwargs: Any,
) -> list[dict]:
"""Extract the data."""
from pandas import DataFrame # pylint: disable=import-outside-toplevel
indices = DataFrame(INDICES).transpose().reset_index()
indices.columns = ["code", "name", "ticker"]
return indices.to_dict("records")
@staticmethod
def transform_data(
query: YFinanceAvailableIndicesQueryParams, data: list[dict], **kwargs: Any
) -> list[YFinanceAvailableIndicesData]:
"""Return the transformed data."""
return [YFinanceAvailableIndicesData.model_validate(d) for d in data]

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openbb_platform/providers/yfinance/openbb_yfinance/models/balance_sheet.py
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"""Yahoo Finance Balance Sheet Model."""
# pylint: disable=unused-argument
from datetime import datetime
from typing import Any, Literal
from openbb_core.provider.abstract.fetcher import Fetcher
from openbb_core.provider.standard_models.balance_sheet import (
BalanceSheetData,
BalanceSheetQueryParams,
)
from openbb_core.provider.utils.descriptions import QUERY_DESCRIPTIONS
from pydantic import Field, field_validator
class YFinanceBalanceSheetQueryParams(BalanceSheetQueryParams):
"""Yahoo Finance Balance Sheet Query.
Source: https://finance.yahoo.com/
"""
__json_schema_extra__ = {
"period": {
"choices": ["annual", "quarter"],
}
}
period: Literal["annual", "quarter"] = Field(
default="annual",
description=QUERY_DESCRIPTIONS.get("period", ""),
)
limit: int | None = Field(
default=5,
description=QUERY_DESCRIPTIONS.get("limit", ""),
le=5,
)
class YFinanceBalanceSheetData(BalanceSheetData):
"""Yahoo Finance Balance Sheet Data."""
__alias_dict__ = {
"short_term_investments": "other_short_term_investments",
"net_receivables": "receivables",
"inventories": "inventory",
"total_current_assets": "current_assets",
"plant_property_equipment_gross": "gross_ppe",
"plant_property_equipment_net": "net_ppe",
"total_common_equity": "stockholders_equity",
"total_equity_non_controlling_interests": "total_equity_gross_minority_interest",
}
@field_validator("period_ending", mode="before", check_fields=False)
@classmethod
def date_validate(cls, v): # pylint: disable=E0213
"""Return datetime object from string."""
if isinstance(v, str):
return datetime.strptime(v, "%Y-%m-%d %H:%M:%S").date()
return v
class YFinanceBalanceSheetFetcher(
Fetcher[
YFinanceBalanceSheetQueryParams,
list[YFinanceBalanceSheetData],
]
):
"""Yahoo Finance Balance Sheet Fetcher."""
@staticmethod
def transform_query(params: dict[str, Any]) -> YFinanceBalanceSheetQueryParams:
"""Transform the query parameters."""
return YFinanceBalanceSheetQueryParams(**params)
@staticmethod
def extract_data(
query: YFinanceBalanceSheetQueryParams,
credentials: dict[str, str] | None,
**kwargs: Any,
) -> list[dict]:
"""Extract the data from the Yahoo Finance endpoints."""
# pylint: disable=import-outside-toplevel
import json # noqa
from numpy import nan
from openbb_core.provider.utils.errors import EmptyDataError
from openbb_core.provider.utils.helpers import (
to_snake_case,
)
from yfinance import Ticker
period = "yearly" if query.period == "annual" else "quarterly" # type: ignore
data = Ticker(query.symbol).get_balance_sheet(
as_dict=False, pretty=False, freq=period
)
if data is None:
raise EmptyDataError()
if query.limit:
data = data.iloc[:, : query.limit]
data.index = [to_snake_case(i) for i in data.index]
data = data.reset_index().sort_index(ascending=False).set_index("index")
data = data.replace({nan: None}).to_dict()
data = [{"period_ending": str(key), **value} for key, value in data.items()]
data = json.loads(json.dumps(data))
return data
@staticmethod
def transform_data(
query: YFinanceBalanceSheetQueryParams,
data: list[dict],
**kwargs: Any,
) -> list[YFinanceBalanceSheetData]:
"""Transform the data."""
return [YFinanceBalanceSheetData.model_validate(d) for d in data]

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openbb_platform/providers/yfinance/openbb_yfinance/models/cash_flow.py
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"""Yahoo Finance Cash Flow Statement Model."""
# pylint: disable=unused-argument
from datetime import datetime
from typing import Any, Literal
from openbb_core.provider.abstract.fetcher import Fetcher
from openbb_core.provider.standard_models.cash_flow import (
CashFlowStatementData,
CashFlowStatementQueryParams,
)
from openbb_core.provider.utils.descriptions import QUERY_DESCRIPTIONS
from pydantic import Field, field_validator
class YFinanceCashFlowStatementQueryParams(CashFlowStatementQueryParams):
"""Yahoo Finance Cash Flow Statement Query.
Source: https://finance.yahoo.com/
"""
__json_schema_extra__ = {
"period": {
"choices": ["annual", "quarter"],
}
}
period: Literal["annual", "quarter"] = Field(
default="annual",
description=QUERY_DESCRIPTIONS.get("period", ""),
)
limit: int | None = Field(
default=5,
description=QUERY_DESCRIPTIONS.get("limit", ""),
le=5,
)
class YFinanceCashFlowStatementData(CashFlowStatementData):
"""Yahoo Finance Cash Flow Statement Data."""
__alias_dict__ = {
"investments_in_property_plant_and_equipment": "purchase_of_ppe",
"issuance_of_common_equity": "common_stock_issuance",
"repurchase_of_common_equity": "common_stock_payments",
"cash_dividends_paid": "payment_of_dividends",
"net_change_in_cash_and_equivalents": "changes_in_cash",
}
@field_validator("period_ending", mode="before", check_fields=False)
@classmethod
def date_validate(cls, v):
"""Return datetime object from string."""
if isinstance(v, str):
return datetime.strptime(v, "%Y-%m-%d %H:%M:%S").date()
return v
class YFinanceCashFlowStatementFetcher(
Fetcher[
YFinanceCashFlowStatementQueryParams,
list[YFinanceCashFlowStatementData],
]
):
"""Yahoo Finance Cash Flow Statement Fetcher."""
@staticmethod
def transform_query(params: dict[str, Any]) -> YFinanceCashFlowStatementQueryParams:
"""Transform the query parameters."""
return YFinanceCashFlowStatementQueryParams(**params)
@staticmethod
def extract_data(
query: YFinanceCashFlowStatementQueryParams,
credentials: dict[str, str] | None,
**kwargs: Any,
) -> list[YFinanceCashFlowStatementData]:
"""Extract the data from the Yahoo Finance endpoints."""
# pylint: disable=import-outside-toplevel
import json # noqa
from numpy import nan
from openbb_core.provider.utils.errors import EmptyDataError
from openbb_core.provider.utils.helpers import (
to_snake_case,
)
from yfinance import Ticker
period = "yearly" if query.period == "annual" else "quarterly" # type: ignore
data = Ticker(query.symbol).get_cash_flow(
as_dict=False, pretty=False, freq=period
)
if data is None:
raise EmptyDataError()
if query.limit:
data = data.iloc[:, : query.limit]
data.index = [to_snake_case(i) for i in data.index]
data = data.reset_index().sort_index(ascending=False).set_index("index")
data = data.replace({nan: None}).to_dict()
data = [{"period_ending": str(key), **value} for key, value in data.items()]
data = json.loads(json.dumps(data))
return data
@staticmethod
def transform_data(
query: YFinanceCashFlowStatementQueryParams,
data: list[dict],
**kwargs: Any,
) -> list[YFinanceCashFlowStatementData]:
"""Transform the data."""
return [YFinanceCashFlowStatementData.model_validate(d) for d in data]

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openbb_platform/providers/yfinance/openbb_yfinance/models/company_news.py
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"""Yahoo Finance Company News Model."""
# pylint: disable=unused-argument
from typing import Any
from openbb_core.provider.abstract.fetcher import Fetcher
from openbb_core.provider.standard_models.company_news import (
CompanyNewsData,
CompanyNewsQueryParams,
)
from pydantic import Field, field_validator
class YFinanceCompanyNewsQueryParams(CompanyNewsQueryParams):
"""YFinance Company News Query.
Source: https://finance.yahoo.com/news/
"""
__json_schema_extra__ = {"symbol": {"multiple_items_allowed": True}}
@field_validator("symbol", mode="before", check_fields=False)
@classmethod
def _symbol_mandatory(cls, v):
"""Symbol mandatory validator."""
if not v:
raise ValueError("Required field missing -> symbol")
return v
class YFinanceCompanyNewsData(CompanyNewsData):
"""YFinance Company News Data."""
source: str | None = Field(default=None, description="Source of the news article")
class YFinanceCompanyNewsFetcher(
Fetcher[
YFinanceCompanyNewsQueryParams,
list[YFinanceCompanyNewsData],
]
):
"""Transform the query, extract and transform the data from the Yahoo Finance endpoints."""
@staticmethod
def transform_query(params: dict[str, Any]) -> YFinanceCompanyNewsQueryParams:
"""Transform query params."""
return YFinanceCompanyNewsQueryParams(**params)
@staticmethod
async def aextract_data(
query,
credentials=None,
**kwargs,
) -> list[dict]:
"""Extract the raw data from YFinance and normalize to CompanyNewsData schema."""
# pylint: disable=import-outside-toplevel
import asyncio
from warnings import warn
from openbb_core.provider.utils.errors import EmptyDataError
from yfinance import Ticker
symbols = [s.strip() for s in query.symbol.split(",") if s.strip()]
results: list[dict] = []
def _normalize_news_item(item: dict, sym: str) -> dict | None:
"""Flatten the response."""
if not isinstance(item, dict):
return None
content = item.get("content")
if not isinstance(content, dict):
return None
title = content.get("title") or content.get("summary")
# Prefer clickThroughUrl; fallback to canonicalUrl; fallback to previewUrl
url = None
ctu = content.get("clickThroughUrl")
if isinstance(ctu, dict):
url = ctu.get("url")
if not url:
can = content.get("canonicalUrl")
if isinstance(can, dict):
url = can.get("url")
if not url:
url = content.get("previewUrl")
date = content.get("pubDate") or content.get("displayTime")
# Optional fields
provider = content.get("provider")
source = provider.get("displayName") if isinstance(provider, dict) else None
summary = content.get("summary") or content.get("description") or ""
# If CompanyNewsData requires these, don't emit invalid items
if not (sym and title and url and date):
return None
# CompanyNewsData typically includes: symbol, title, url, date, summary/text
# We include both "summary" and "text" to be resilient across schema variants.
normalized: dict[str, Any] = {
"symbol": sym,
"title": title,
"url": url,
"date": date,
"source": source,
}
# Only add if non-empty to avoid weird validation rules
if summary:
normalized["summary"] = summary
normalized["text"] = summary
# Keep an id if present (harmless if the model ignores it)
if item.get("id"):
normalized["id"] = item["id"]
elif content.get("id"):
normalized["id"] = content["id"]
return normalized
def _fetch_news(sym: str) -> list[dict]:
"""Fetch the data in a worker thread."""
raw = Ticker(sym).get_news() or []
out: list[dict] = []
for item in raw:
norm = _normalize_news_item(item, sym)
if norm:
out.append(norm)
return out
async def get_one(sym: str) -> None:
"""Get the data for one ticker symbol."""
try:
items = await asyncio.to_thread(_fetch_news, sym)
except Exception as e:
warn(f"Error getting news for {sym}: {e}")
return
if items:
results.extend(items)
await asyncio.gather(*(get_one(sym) for sym in symbols))
if not results:
raise EmptyDataError("No data was returned for the given symbol(s)")
return results
@staticmethod
def transform_data(
query: YFinanceCompanyNewsQueryParams,
data: list[dict],
**kwargs: Any,
) -> list[YFinanceCompanyNewsData]:
"""Transform data."""
return [YFinanceCompanyNewsData.model_validate(d) for d in data]

137
openbb_platform/providers/yfinance/openbb_yfinance/models/crypto_historical.py
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"""Yahoo Finance Crypto Historical Price Model."""
# pylint: disable=unused-argument
from datetime import datetime
from typing import Any, Literal
from openbb_core.provider.abstract.fetcher import Fetcher
from openbb_core.provider.standard_models.crypto_historical import (
CryptoHistoricalData,
CryptoHistoricalQueryParams,
)
from openbb_core.provider.utils.descriptions import QUERY_DESCRIPTIONS
from openbb_core.provider.utils.errors import EmptyDataError
from openbb_yfinance.utils.references import INTERVALS_DICT
from pydantic import Field
class YFinanceCryptoHistoricalQueryParams(CryptoHistoricalQueryParams):
"""Yahoo Finance Crypto Historical Price Query.
Source: https://finance.yahoo.com/crypto/
"""
__json_schema_extra__ = {
"symbol": {"multiple_items_allowed": True},
"interval": {
"choices": [
"1m",
"2m",
"5m",
"15m",
"30m",
"60m",
"90m",
"1h",
"1d",
"5d",
"1W",
"1M",
"1Q",
]
},
}
interval: Literal[
"1m",
"2m",
"5m",
"15m",
"30m",
"60m",
"90m",
"1h",
"1d",
"5d",
"1W",
"1M",
"1Q",
] = Field(
default="1d",
description=QUERY_DESCRIPTIONS.get("interval", ""),
)
class YFinanceCryptoHistoricalData(CryptoHistoricalData):
"""Yahoo Finance Crypto Historical Price Data."""
class YFinanceCryptoHistoricalFetcher(
Fetcher[
YFinanceCryptoHistoricalQueryParams,
list[YFinanceCryptoHistoricalData],
]
):
"""Transform the query, extract and transform the data from the Yahoo Finance endpoints."""
@staticmethod
def transform_query(params: dict[str, Any]) -> YFinanceCryptoHistoricalQueryParams:
"""Transform the query."""
# pylint: disable=import-outside-toplevel
from dateutil.relativedelta import relativedelta
transformed_params = params
now = datetime.now().date()
if params.get("start_date") is None:
transformed_params["start_date"] = now - relativedelta(years=1)
if params.get("end_date") is None:
transformed_params["end_date"] = now
return YFinanceCryptoHistoricalQueryParams(**transformed_params)
@staticmethod
def extract_data(
query: YFinanceCryptoHistoricalQueryParams,
credentials: dict[str, str] | None,
**kwargs: Any,
) -> list[dict]:
"""Return the raw data from the Yahoo Finance endpoint."""
# pylint: disable=import-outside-toplevel
from openbb_yfinance.utils.helpers import yf_download
tickers = query.symbol.split(",")
new_tickers = []
for ticker in tickers:
new_ticker = (
ticker[:-3] + "-" + ticker[-3:] if "-" not in ticker else ticker
)
new_tickers.append(new_ticker)
symbols = ",".join(new_tickers)
data = yf_download(
symbols,
start_date=query.start_date,
end_date=query.end_date,
interval=INTERVALS_DICT.get(query.interval, "1d"), # type: ignore
auto_adjust=False,
actions=False,
prepost=True,
)
if data.empty:
raise EmptyDataError()
return data.to_dict("records")
@staticmethod
def transform_data(
query: YFinanceCryptoHistoricalQueryParams,
data: list[dict],
**kwargs: Any,
) -> list[YFinanceCryptoHistoricalData]:
"""Transform the data to the standard format."""
return [YFinanceCryptoHistoricalData.model_validate(d) for d in data]

135
openbb_platform/providers/yfinance/openbb_yfinance/models/currency_historical.py
View File

@@ -1,135 +0,0 @@
"""Yahoo Finance Currency Price Model."""
# pylint: disable=unused-argument
from datetime import datetime
from typing import Any, Literal
from openbb_core.provider.abstract.fetcher import Fetcher
from openbb_core.provider.standard_models.currency_historical import (
CurrencyHistoricalData,
CurrencyHistoricalQueryParams,
)
from openbb_core.provider.utils.descriptions import QUERY_DESCRIPTIONS
from openbb_core.provider.utils.errors import EmptyDataError
from openbb_yfinance.utils.references import INTERVALS_DICT
from pydantic import Field
class YFinanceCurrencyHistoricalQueryParams(CurrencyHistoricalQueryParams):
"""Yahoo Finance Currency Price Query.
Source: https://finance.yahoo.com/currencies/
"""
__json_schema_extra__ = {
"symbol": {"multiple_items_allowed": True},
"interval": {
"choices": [
"1m",
"2m",
"5m",
"15m",
"30m",
"60m",
"90m",
"1h",
"1d",
"5d",
"1W",
"1M",
"1Q",
]
},
}
interval: Literal[
"1m",
"2m",
"5m",
"15m",
"30m",
"60m",
"90m",
"1h",
"1d",
"5d",
"1W",
"1M",
"1Q",
] = Field(
default="1d",
description=QUERY_DESCRIPTIONS.get("interval", ""),
)
class YFinanceCurrencyHistoricalData(CurrencyHistoricalData):
"""Yahoo Finance Currency Price Data."""
class YFinanceCurrencyHistoricalFetcher(
Fetcher[
YFinanceCurrencyHistoricalQueryParams,
list[YFinanceCurrencyHistoricalData],
]
):
"""Transform the query, extract and transform the data from the Yahoo Finance endpoints."""
@staticmethod
def transform_query(
params: dict[str, Any],
) -> YFinanceCurrencyHistoricalQueryParams:
"""Transform the query."""
# pylint: disable=import-outside-toplevel
from dateutil.relativedelta import relativedelta
transformed_params = params
symbols = params["symbol"].split(",")
new_symbols = [
f"{s.upper()}=X" if "=X" not in s.upper() else s.upper() for s in symbols
]
transformed_params["symbol"] = ",".join(new_symbols)
now = datetime.now().date()
if params.get("start_date") is None:
transformed_params["start_date"] = now - relativedelta(years=1)
if params.get("end_date") is None:
transformed_params["end_date"] = now
return YFinanceCurrencyHistoricalQueryParams(**transformed_params)
@staticmethod
def extract_data(
query: YFinanceCurrencyHistoricalQueryParams,
credentials: dict[str, str] | None,
**kwargs: Any,
) -> list[dict]:
"""Return the raw data from the Yahoo Finance endpoint."""
# pylint: disable=import-outside-toplevel
from openbb_yfinance.utils.helpers import yf_download
data = yf_download(
query.symbol,
start_date=query.start_date,
end_date=query.end_date,
interval=INTERVALS_DICT.get(query.interval, "1d"), # type: ignore
auto_adjust=False,
actions=False,
prepost=True,
)
if data.empty:
raise EmptyDataError()
return data.to_dict("records")
@staticmethod
def transform_data(
query: YFinanceCurrencyHistoricalQueryParams,
data: list[dict],
**kwargs: Any,
) -> list[YFinanceCurrencyHistoricalData]:
"""Transform the data to the standard format."""
return [YFinanceCurrencyHistoricalData.model_validate(d) for d in data]

193
openbb_platform/providers/yfinance/openbb_yfinance/models/equity_historical.py
View File

@@ -1,193 +0,0 @@
"""Yahoo Finance Equity Historical Price Model."""
# pylint: disable=unused-argument
from datetime import datetime
from typing import TYPE_CHECKING, Any, Literal
from warnings import warn
from openbb_core.provider.abstract.fetcher import Fetcher
from openbb_core.provider.standard_models.equity_historical import (
EquityHistoricalData,
EquityHistoricalQueryParams,
)
from openbb_core.provider.utils.descriptions import QUERY_DESCRIPTIONS
from openbb_core.provider.utils.errors import EmptyDataError
from openbb_yfinance.utils.references import INTERVALS_DICT, PERIODS
from pydantic import Field, PrivateAttr
if TYPE_CHECKING:
from pandas import DataFrame
class YFinanceEquityHistoricalQueryParams(EquityHistoricalQueryParams):
"""Yahoo Finance Equity Historical Price Query.
Source: https://finance.yahoo.com/
"""
__json_schema_extra__ = {
"symbol": {"multiple_items_allowed": True},
"interval": {
"choices": [
"1m",
"2m",
"5m",
"15m",
"30m",
"60m",
"90m",
"1h",
"1d",
"5d",
"1W",
"1M",
"1Q",
]
},
}
interval: Literal[
"1m",
"2m",
"5m",
"15m",
"30m",
"60m",
"90m",
"1h",
"1d",
"5d",
"1W",
"1M",
"1Q",
] = Field(
default="1d",
description=QUERY_DESCRIPTIONS.get("interval", ""),
)
extended_hours: bool = Field(
default=False,
description="Include Pre and Post market data.",
)
include_actions: bool = Field(
default=True,
description="Include dividends and stock splits in results.",
)
adjustment: Literal["splits_only", "splits_and_dividends"] = Field(
default="splits_only",
description="The adjustment factor to apply. Default is splits only.",
)
_ignore_tz: bool = PrivateAttr(default=True)
_progress: bool = PrivateAttr(default=False)
_keepna: bool = PrivateAttr(default=False)
_period: PERIODS = PrivateAttr(default="max")
_rounding: bool = PrivateAttr(default=False)
_repair: bool = PrivateAttr(default=False)
_group_by: Literal["ticker", "column"] = PrivateAttr(default="ticker")
class YFinanceEquityHistoricalData(EquityHistoricalData):
"""Yahoo Finance Equity Historical Price Data."""
__alias_dict__ = {
"split_ratio": "stock_splits",
"dividend": "dividends",
}
split_ratio: float | None = Field(
default=None,
description="Ratio of the equity split, if a split occurred.",
)
dividend: float | None = Field(
default=None,
description="Dividend amount (split-adjusted), if a dividend was paid.",
)
class YFinanceEquityHistoricalFetcher(
Fetcher[
YFinanceEquityHistoricalQueryParams,
list[YFinanceEquityHistoricalData],
]
):
"""Transform the query, extract and transform the data from the Yahoo Finance endpoints."""
@staticmethod
def transform_query(params: dict[str, Any]) -> YFinanceEquityHistoricalQueryParams:
"""Transform the query."""
# pylint: disable=import-outside-toplevel
from dateutil.relativedelta import relativedelta
transformed_params = params
now = datetime.now().date()
if params.get("start_date") is None:
transformed_params["start_date"] = now - relativedelta(years=1)
if params.get("end_date") is None:
transformed_params["end_date"] = now
return YFinanceEquityHistoricalQueryParams(**params)
@staticmethod
def extract_data(
query: YFinanceEquityHistoricalQueryParams,
credentials: dict[str, str] | None,
**kwargs: Any,
) -> "DataFrame":
"""Return the raw data from the Yahoo Finance endpoint."""
# pylint: disable=import-outside-toplevel
from openbb_yfinance.utils.helpers import yf_download
adjusted = query.adjustment == "splits_and_dividends"
kwargs = {"auto_adjust": True, "back_adjust": True} if adjusted is True else {}
# pylint: disable=protected-access
data = yf_download(
symbol=query.symbol,
start_date=query.start_date,
end_date=query.end_date,
interval=INTERVALS_DICT[query.interval], # type: ignore
period=query._period,
prepost=query.extended_hours,
actions=query.include_actions,
progress=query._progress,
ignore_tz=query._ignore_tz,
keepna=query._keepna,
repair=query._repair,
rounding=query._rounding,
group_by=query._group_by,
adjusted=adjusted,
**kwargs,
)
if data.empty:
raise EmptyDataError()
return data
@staticmethod
def transform_data(
query: YFinanceEquityHistoricalQueryParams,
data: "DataFrame",
**kwargs: Any,
) -> list[YFinanceEquityHistoricalData]:
"""Transform the data to the standard format."""
if "capital_gains" in data.columns:
data = (
data.drop(columns=["capital_gains"])
if query.include_actions is False
else data
)
query_symbols = query.symbol.upper().split(",")
if len(query_symbols) > 1:
symbols = data.symbol.unique().tolist()
for symbol in query_symbols:
if symbol not in symbols:
warn(f"Data for '{symbol}' was not found.")
return [
YFinanceEquityHistoricalData.model_validate(d)
for d in data.to_dict("records")
]

203
openbb_platform/providers/yfinance/openbb_yfinance/models/equity_profile.py
View File

@@ -1,203 +0,0 @@
"""YFinance Equity Profile Model."""
# pylint: disable=unused-argument
from typing import Any
from openbb_core.provider.abstract.fetcher import Fetcher
from openbb_core.provider.standard_models.equity_info import (
EquityInfoData,
EquityInfoQueryParams,
)
from pydantic import Field, field_validator
class YFinanceEquityProfileQueryParams(EquityInfoQueryParams):
"""YFinance Equity Profile Query."""
__json_schema_extra__ = {"symbol": {"multiple_items_allowed": True}}
class YFinanceEquityProfileData(EquityInfoData):
"""YFinance Equity Profile Data."""
__alias_dict__ = {
"name": "longName",
"issue_type": "quoteType",
"stock_exchange": "exchange",
"first_stock_price_date": "firstTradeDateEpochUtc",
"exchange_timezone": "timeZoneFullName",
"industry_category": "industry",
"hq_country": "country",
"hq_address1": "address1",
"hq_address_city": "city",
"hq_address_postal_code": "zip",
"hq_state": "state",
"business_phone_no": "phone",
"company_url": "website",
"long_description": "longBusinessSummary",
"employees": "fullTimeEmployees",
"market_cap": "marketCap",
"shares_outstanding": "sharesOutstanding",
"shares_float": "floatShares",
"shares_implied_outstanding": "impliedSharesOutstanding",
"shares_short": "sharesShort",
"dividend_yield": "yield",
}
exchange_timezone: str | None = Field(
description="The timezone of the exchange.",
default=None,
)
issue_type: str | None = Field(
description="The issuance type of the asset.",
default=None,
)
currency: str | None = Field(
description="The currency in which the asset is traded.", default=None
)
market_cap: int | None = Field(
description="The market capitalization of the asset.",
default=None,
)
shares_outstanding: int | None = Field(
description="The number of listed shares outstanding.",
default=None,
)
shares_float: int | None = Field(
description="The number of shares in the public float.",
default=None,
)
shares_implied_outstanding: int | None = Field(
description=(
"Implied shares outstanding of common equity"
"assuming the conversion of all convertible subsidiary equity into common."
),
default=None,
)
shares_short: int | None = Field(
description="The reported number of shares short.",
default=None,
)
dividend_yield: float | None = Field(
description="The dividend yield of the asset, as a normalized percent.",
default=None,
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
)
beta: float | None = Field(
description="The beta of the asset relative to the broad market.",
default=None,
)
@field_validator("first_stock_price_date", mode="before", check_fields=False)
@classmethod
def validate_first_trade_date(cls, v):
"""Validate first stock price date."""
# pylint: disable=import-outside-toplevel
from datetime import timezone # noqa
from openbb_core.provider.utils.helpers import safe_fromtimestamp # noqa
return safe_fromtimestamp(v, tz=timezone.utc).date() if v else None
class YFinanceEquityProfileFetcher(
Fetcher[YFinanceEquityProfileQueryParams, list[YFinanceEquityProfileData]]
):
"""YFinance Equity Profile fetcher."""
@staticmethod
def transform_query(params: dict[str, Any]) -> YFinanceEquityProfileQueryParams:
"""Transform the query."""
return YFinanceEquityProfileQueryParams(**params)
@staticmethod
async def aextract_data(
query: YFinanceEquityProfileQueryParams,
credentials: dict[str, str] | None,
**kwargs: Any,
) -> list[dict]:
"""Extract the raw data from YFinance."""
# pylint: disable=import-outside-toplevel
import asyncio # noqa
from openbb_core.app.model.abstract.error import OpenBBError
from openbb_core.provider.utils.errors import EmptyDataError
from warnings import warn
from yfinance import Ticker
symbols = query.symbol.split(",")
results = []
fields = [
"symbol",
"longName",
"exchange",
"timeZoneFullName",
"quoteType",
"firstTradeDateEpochUtc",
"currency",
"sharesOutstanding",
"floatShares",
"impliedSharesOutstanding",
"sharesShort",
"sector",
"industry",
"address1",
"city",
"state",
"zip",
"country",
"phone",
"website",
"fullTimeEmployees",
"longBusinessSummary",
"marketCap",
"yield",
"dividendYield",
"beta",
]
messages: list = []
async def get_one(symbol):
"""Get the data for one ticker symbol."""
result: dict = {}
ticker: dict = {}
try:
ticker = await asyncio.to_thread(lambda: Ticker(symbol).get_info())
except Exception as e:
messages.append(
f"Error getting data for {symbol} -> {e.__class__.__name__}: {e}"
)
if ticker:
for field in fields:
if field in ticker:
result[
field.replace("dividendYield", "dividend_yield").replace(
"issueType", "issue_type"
)
] = ticker.get(field, None)
if result:
results.append(result)
tasks = [get_one(symbol) for symbol in symbols]
await asyncio.gather(*tasks)
if not results and messages:
raise OpenBBError("\n".join(messages))
if not results and not messages:
raise EmptyDataError("No data was returned for any symbol")
if results and messages:
for message in messages:
warn(message)
return results
@staticmethod
def transform_data(
query: YFinanceEquityProfileQueryParams,
data: list[dict],
**kwargs: Any,
) -> list[YFinanceEquityProfileData]:
"""Transform the data."""
return [YFinanceEquityProfileData.model_validate(d) for d in data]

131
openbb_platform/providers/yfinance/openbb_yfinance/models/equity_quote.py
View File

@@ -1,131 +0,0 @@
"""YFinance Equity Quote Model."""
# pylint: disable=unused-argument
from typing import Any
from warnings import warn
from openbb_core.provider.abstract.fetcher import Fetcher
from openbb_core.provider.standard_models.equity_quote import (
EquityQuoteData,
EquityQuoteQueryParams,
)
from pydantic import Field
class YFinanceEquityQuoteQueryParams(EquityQuoteQueryParams):
"""YFinance Equity Quote Query."""
__json_schema_extra__ = {"symbol": {"multiple_items_allowed": True}}
class YFinanceEquityQuoteData(EquityQuoteData):
"""YFinance Equity Quote Data."""
__alias_dict__ = {
"name": "longName",
"asset_type": "quoteType",
"last_price": "currentPrice",
"high": "dayHigh",
"low": "dayLow",
"prev_close": "previousClose",
"year_high": "fiftyTwoWeekHigh",
"year_low": "fiftyTwoWeekLow",
"ma_50d": "fiftyDayAverage",
"ma_200d": "twoHundredDayAverage",
"volume_average": "averageVolume",
"volume_average_10d": "averageDailyVolume10Day",
}
ma_50d: float | None = Field(
default=None,
description="50-day moving average price.",
)
ma_200d: float | None = Field(
default=None,
description="200-day moving average price.",
)
volume_average: float | None = Field(
default=None,
description="Average daily trading volume.",
)
volume_average_10d: float | None = Field(
default=None,
description="Average daily trading volume in the last 10 days.",
)
currency: str | None = Field(
default=None,
description="Currency of the price.",
)
class YFinanceEquityQuoteFetcher(
Fetcher[YFinanceEquityQuoteQueryParams, list[YFinanceEquityQuoteData]]
):
"""YFinance Equity Quote Fetcher."""
@staticmethod
def transform_query(params: dict[str, Any]) -> YFinanceEquityQuoteQueryParams:
"""Transform the query."""
return YFinanceEquityQuoteQueryParams(**params)
@staticmethod
async def aextract_data(
query: YFinanceEquityQuoteQueryParams,
credentials: dict[str, str] | None,
**kwargs: Any,
) -> list[dict]:
"""Extract the raw data from YFinance."""
# pylint: disable=import-outside-toplevel
import asyncio # noqa
from yfinance import Ticker
symbols = [s.strip() for s in query.symbol.split(",") if s.strip()]
results: list[dict] = []
fields = [
"symbol",
"longName",
"exchange",
"quoteType",
"bid",
"bidSize",
"ask",
"askSize",
"currentPrice",
"open",
"dayHigh",
"dayLow",
"previousClose",
"volume",
"averageVolume",
"averageDailyVolume10Day",
"fiftyTwoWeekHigh",
"fiftyTwoWeekLow",
"fiftyDayAverage",
"twoHundredDayAverage",
"currency",
]
async def get_one(symbol: str) -> None:
try:
ticker = await asyncio.to_thread(lambda: Ticker(symbol).get_info())
except Exception as e:
warn(f"Error getting data for {symbol}: {e}")
return
result = {f: ticker.get(f) for f in fields if f in ticker}
if result:
results.append(result)
await asyncio.gather(*(get_one(symbol) for symbol in symbols))
return results
@staticmethod
def transform_data(
query: YFinanceEquityQuoteQueryParams,
data: list[dict],
**kwargs: Any,
) -> list[YFinanceEquityQuoteData]:
"""Transform the data."""
return [YFinanceEquityQuoteData.model_validate(d) for d in data]

273
openbb_platform/providers/yfinance/openbb_yfinance/models/equity_screener.py
View File

@@ -1,273 +0,0 @@
"""YFinance Equity Screener Model."""
# pylint: disable=unused-argument, too-many-statements, too-many-branches
from typing import Any
from openbb_core.app.model.abstract.error import OpenBBError
from openbb_core.provider.abstract.fetcher import Fetcher
from openbb_core.provider.standard_models.equity_screener import (
EquityScreenerData,
EquityScreenerQueryParams,
)
from openbb_core.provider.utils.country_utils import Country
from openbb_core.provider.utils.errors import EmptyDataError
from openbb_yfinance.utils.references import (
COUNTRIES,
EXCHANGES,
INDUSTRIES,
INDUSTRY_MAP,
PEER_GROUPS,
SECTOR_MAP,
SECTORS,
Exchanges,
YFPredefinedScreenerData,
get_industry_sector,
)
from pydantic import Field, field_validator
class YFinanceEquityScreenerQueryParams(EquityScreenerQueryParams):
"""YFinance Equity Screener Query."""
__json_schema_extra__ = {
"country": {
"multiple_items_allowed": False,
"choices": COUNTRIES,
},
"exchange": {
"multiple_items_allowed": False,
"choices": EXCHANGES,
},
"sector": {
"multiple_items_allowed": False,
"choices": list(SECTOR_MAP),
},
"industry": {
"multiple_items_allowed": False,
"choices": INDUSTRIES,
},
}
country: str | None = Field(
default="us",
description="Filter by country. Accepts ISO 3166-1 alpha-2 codes (e.g., 'US', 'DE'), "
"alpha-3 codes (e.g., 'USA'), country names (e.g., 'United States'), or 'all' for all countries.",
)
exchange: Exchanges | None = Field(
default=None,
description="Filter by exchange.",
)
sector: SECTORS | None = Field(default=None, description="Filter by sector.")
industry: str | None = Field(
default=None,
description="Filter by industry.",
)
mktcap_min: int | None = Field(
default=500000000,
description="Filter by market cap greater than this value. Default is 500M.",
)
mktcap_max: int | None = Field(
default=None,
description="Filter by market cap less than this value.",
)
price_min: float | None = Field(
default=5,
description="Filter by price greater than this value. Default is, 5",
)
price_max: float | None = Field(
default=None,
description="Filter by price less than this value.",
)
volume_min: int | None = Field(
default=10000,
description="Filter by volume greater than this value. Default is, 10K",
)
volume_max: int | None = Field(
default=None,
description="Filter by volume less than this value.",
)
beta_min: float | None = Field(
default=None,
description="Filter by a beta greater than this value.",
)
beta_max: float | None = Field(
default=None,
description="Filter by a beta less than this value.",
)
limit: int | None = Field(
default=200,
description="Limit the number of results returned. Default is, 200. Set to, 0, for all results.",
)
@field_validator("country", mode="before")
@classmethod
def _validate_country(cls, v):
"""Validate and normalize country input."""
if v is None or v == "all":
return v
# Convert Country type or string to lowercase alpha-2 for YFinance
if isinstance(v, Country):
country_code = v.alpha_2.lower()
else:
try:
country_code = Country(v).alpha_2.lower()
except ValueError:
country_code = v.strip().lower()
if country_code not in COUNTRIES:
raise ValueError(
f"Country '{v}' ({country_code.upper()}) is not supported by YFinance. "
f"Valid options: {', '.join(sorted(COUNTRIES))}",
)
return country_code
class YFinanceEquityScreenerData(EquityScreenerData, YFPredefinedScreenerData):
"""YFinance Equity Screener Data."""
class YFinanceEquityScreenerFetcher(
Fetcher[YFinanceEquityScreenerQueryParams, list[YFinanceEquityScreenerData]],
):
"""YFinance Equity Screener Fetcher."""
@staticmethod
def transform_query(params: dict[str, Any]) -> YFinanceEquityScreenerQueryParams:
"""Transform query."""
sector = params.get("sector")
industry = params.get("industry")
if industry and sector:
sec = get_industry_sector(industry)
if sec and sec != sector:
choices = "\n ".join(sorted(INDUSTRY_MAP[sector]))
raise OpenBBError(
ValueError(
f"Industry {industry} does not belong to sector {sector}."
" Valid choices are:" + "\n\n " + f"{choices}",
),
)
elif industry and not sector:
choices = "\n".join(INDUSTRIES)
sector = get_industry_sector(industry)
if not sector:
raise OpenBBError(
ValueError(
f"Industry {industry} not found. Valid choices are:\n"
f"{choices}",
),
)
_industry = INDUSTRY_MAP[sector][industry]
if _industry not in PEER_GROUPS:
params["sector"] = get_industry_sector(industry)
return YFinanceEquityScreenerQueryParams(**params)
@staticmethod
async def aextract_data(
query: YFinanceEquityScreenerQueryParams,
credentials: dict[str, str] | None,
**kwargs: Any,
) -> list[dict]:
"""Extract the raw data."""
# pylint: disable=import-outside-toplevel
from openbb_yfinance.utils.helpers import get_custom_screener
operands: list = []
if query.exchange is not None:
operands.append(
{"operator": "eq", "operands": ["exchange", query.exchange.upper()]},
)
query.country = "all"
if query.country and query.country != "all":
operands.append({"operator": "EQ", "operands": ["region", query.country]})
if query.sector is not None:
sector = SECTOR_MAP[query.sector]
operands.append({"operator": "EQ", "operands": ["sector", sector]})
if query.industry is not None:
sector = (
query.sector
if query.sector is not None
else get_industry_sector(query.industry)
)
industry = INDUSTRY_MAP[sector][query.industry]
if industry in PEER_GROUPS:
operands.append(
{"operator": "EQ", "operands": ["peer_group", industry]},
)
else:
operands.append({"operator": "EQ", "operands": ["industry", industry]})
if query.mktcap_min is not None:
operands.append(
{"operator": "gt", "operands": ["intradaymarketcap", query.mktcap_min]},
)
if query.mktcap_max is not None:
operands.append(
{"operator": "lt", "operands": ["intradaymarketcap", query.mktcap_max]},
)
if query.price_min is not None:
operands.append(
{"operator": "gt", "operands": ["intradayprice", query.price_min]},
)
if query.price_max is not None:
operands.append(
{"operator": "lt", "operands": ["intradayprice", query.price_max]},
)
if query.volume_min is not None:
operands.append(
{"operator": "gt", "operands": ["dayvolume", query.volume_min]},
)
if query.volume_max is not None:
operands.append(
{"operator": "lt", "operands": ["dayvolume", query.volume_max]},
)
if query.beta_min is not None:
operands.append({"operator": "gt", "operands": ["beta", query.beta_min]})
if query.beta_max is not None:
operands.append({"operator": "lt", "operands": ["beta", query.beta_max]})
payload = {
"offset": 0,
"size": 100,
"sortField": "percentchange",
"sortType": "DESC",
"quoteType": "EQUITY",
"query": {
"operands": operands,
"operator": "AND",
},
"userId": "",
"userIdType": "guid",
}
response = await get_custom_screener(
body=payload,
limit=query.limit if query.limit and query.limit not in (0, None) else None,
)
if not response:
raise EmptyDataError("No results found for the combination of filters.")
return response
@staticmethod
def transform_data(
query: YFinanceEquityScreenerQueryParams,
data: list[dict],
**kwargs: Any,
) -> list[YFinanceEquityScreenerData]:
"""Transform the data."""
return [YFinanceEquityScreenerData(**d) for d in data]

324
openbb_platform/providers/yfinance/openbb_yfinance/models/etf_info.py
View File

@@ -1,324 +0,0 @@
"""YFinance ETF Info Model."""
# pylint: disable=unused-argument
from typing import Any
from openbb_core.provider.abstract.fetcher import Fetcher
from openbb_core.provider.standard_models.etf_info import (
EtfInfoData,
EtfInfoQueryParams,
)
from pydantic import Field, field_validator
class YFinanceEtfInfoQueryParams(EtfInfoQueryParams):
"""YFinance ETF Info Query."""
__json_schema_extra__ = {"symbol": {"multiple_items_allowed": True}}
class YFinanceEtfInfoData(EtfInfoData):
"""YFinance ETF Info Data."""
__alias_dict__ = {
"name": "longName",
"inception_date": "fundInceptionDate",
"description": "longBusinessSummary",
"fund_type": "legalType",
"fund_family": "fundFamily",
"exchange_timezone": "timeZoneFullName",
"nav_price": "navPrice",
"total_assets": "totalAssets",
"trailing_pe": "trailingPE",
"dividend_yield": "yield",
"dividend_rate_ttm": "trailingAnnualDividendRate",
"dividend_yield_ttm": "trailingAnnualDividendYield",
"year_high": "fiftyTwoWeekHigh",
"year_low": "fiftyTwoWeekLow",
"ma_50d": "fiftyDayAverage",
"ma_200d": "twoHundredDayAverage",
"return_ytd": "ytdReturn",
"return_3y_avg": "threeYearAverageReturn",
"return_5y_avg": "fiveYearAverageReturn",
"beta_3y_avg": "beta3Year",
"volume_avg": "averageVolume",
"volume_avg_10d": "averageDailyVolume10Day",
"bid_size": "bidSize",
"ask_size": "askSize",
"high": "dayHigh",
"low": "dayLow",
"prev_close": "previousClose",
}
fund_type: str | None = Field(
default=None,
description="The legal type of fund.",
)
fund_family: str | None = Field(
default=None,
description="The fund family.",
)
category: str | None = Field(
default=None,
description="The fund category.",
)
exchange: str | None = Field(
default=None,
description="The exchange the fund is listed on.",
)
exchange_timezone: str | None = Field(
default=None,
description="The timezone of the exchange.",
)
currency: str | None = Field(
default=None,
description="The currency in which the fund is listed.",
)
nav_price: float | None = Field(
default=None,
description="The net asset value per unit of the fund.",
)
total_assets: int | None = Field(
default=None,
description="The total value of assets held by the fund.",
)
trailing_pe: float | None = Field(
default=None,
description="The trailing twelve month P/E ratio of the fund's assets.",
)
dividend_yield: float | None = Field(
default=None,
description="The dividend yield of the fund, as a normalized percent.",
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
)
dividend_rate_ttm: float | None = Field(
default=None,
description="The trailing twelve month annual dividend rate of the fund, in currency units.",
)
dividend_yield_ttm: float | None = Field(
default=None,
description="The trailing twelve month annual dividend yield of the fund, as a normalized percent.",
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
)
year_high: float | None = Field(
default=None,
description="The fifty-two week high price.",
)
year_low: float | None = Field(
default=None,
description="The fifty-two week low price.",
)
ma_50d: float | None = Field(
default=None,
description="50-day moving average price.",
)
ma_200d: float | None = Field(
default=None,
description="200-day moving average price.",
)
return_ytd: float | None = Field(
default=None,
description="The year-to-date return of the fund, as a normalized percent.",
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
)
return_3y_avg: float | None = Field(
default=None,
description="The three year average return of the fund, as a normalized percent.",
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
)
return_5y_avg: float | None = Field(
default=None,
description="The five year average return of the fund, as a normalized percent.",
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
)
beta_3y_avg: float | None = Field(
default=None,
description="The three year average beta of the fund.",
)
volume_avg: float | None = Field(
default=None,
description="The average daily trading volume of the fund.",
)
volume_avg_10d: float | None = Field(
default=None,
description="The average daily trading volume of the fund over the past ten days.",
)
bid: float | None = Field(
default=None,
description="The current bid price.",
)
bid_size: float | None = Field(
default=None,
description="The current bid size.",
)
ask: float | None = Field(
default=None,
description="The current ask price.",
)
ask_size: float | None = Field(
default=None,
description="The current ask size.",
)
open: float | None = Field(
default=None,
description="The open price of the most recent trading session.",
)
high: float | None = Field(
default=None,
description="The highest price of the most recent trading session.",
)
low: float | None = Field(
default=None,
description="The lowest price of the most recent trading session.",
)
volume: int | None = Field(
default=None,
description="The trading volume of the most recent trading session.",
)
prev_close: float | None = Field(
default=None,
description="The previous closing price.",
)
@field_validator("inception_date", mode="before", check_fields=False)
@classmethod
def validate_date(cls, v):
"""Validate first stock price date."""
from datetime import datetime # pylint: disable=import-outside-toplevel
if isinstance(v, datetime):
return v.date().strftime("%Y-%m-%d")
return datetime.fromtimestamp(v).date().strftime("%Y-%m-%d") if v else None
class YFinanceEtfInfoFetcher(
Fetcher[YFinanceEtfInfoQueryParams, list[YFinanceEtfInfoData]]
):
"""YFinance ETF Info fetcher."""
@staticmethod
def transform_query(params: dict[str, Any]) -> YFinanceEtfInfoQueryParams:
"""Transform the query."""
return YFinanceEtfInfoQueryParams(**params)
@staticmethod
async def aextract_data(
query: YFinanceEtfInfoQueryParams,
credentials: dict[str, str] | None,
**kwargs: Any,
) -> list[dict]:
"""Extract the raw data from YFinance."""
# pylint: disable=import-outside-toplevel
import asyncio # noqa
from openbb_core.app.model.abstract.error import OpenBBError
from openbb_core.provider.utils.errors import EmptyDataError
from openbb_core.provider.utils.helpers import (
safe_fromtimestamp,
)
from warnings import warn
from yfinance import Ticker
symbols = query.symbol.split(",")
results: list = []
fields = [
"symbol",
"quoteType",
"legalType",
"longName",
"fundFamily",
"category",
"exchange",
"timeZoneFullName",
"fundInceptionDate",
"currency",
"navPrice",
"totalAssets",
"trailingPE",
"yield",
"trailingAnnualDividendRate",
"trailingAnnualDividendYield",
"bid",
"bidSize",
"ask",
"askSize",
"open",
"dayHigh",
"dayLow",
"previousClose",
"volume",
"averageVolume",
"averageDailyVolume10Day",
"fiftyTwoWeekHigh",
"fiftyTwoWeekLow",
"fiftyDayAverage",
"twoHundredDayAverage",
"ytdReturn",
"threeYearAverageReturn",
"fiveYearAverageReturn",
"beta3Year",
"longBusinessSummary",
"firstTradeDateEpochUtc",
]
messages: list = []
async def get_one(symbol):
"""Get the data for one ticker symbol."""
result: dict = {}
ticker: dict = {}
try:
ticker = await asyncio.to_thread(lambda: Ticker(symbol).get_info())
except Exception as e:
messages.append(
f"Error getting data for {symbol} -> {e.__class__.__name__}: {e}"
)
if ticker:
quote_type = ticker.pop("quoteType", "")
if quote_type == "ETF":
try:
for field in fields:
if field in ticker and ticker.get(field) is not None:
result[field] = ticker.get(field, None)
if "firstTradeDateEpochUtc" in result:
_first_trade = result.pop("firstTradeDateEpochUtc")
if (
"fundInceptionDate" not in result
and _first_trade is not None
):
result["fundInceptionDate"] = safe_fromtimestamp(
_first_trade
)
except Exception as e:
messages.append(
f"Error processing data for {symbol} -> {e.__class__.__name__}: {e}"
)
result = {}
if quote_type != "ETF":
messages.append(f"{symbol} is not an ETF.")
if result:
results.append(result)
tasks = [get_one(symbol) for symbol in symbols]
await asyncio.gather(*tasks)
if not results and not messages:
raise EmptyDataError("No data was returned for the given symbol(s).")
if not results and messages:
raise OpenBBError("\n".join(messages))
if results and messages:
for message in messages:
warn(message)
return results
@staticmethod
def transform_data(
query: YFinanceEtfInfoQueryParams,
data: list[dict],
**kwargs: Any,
) -> list[YFinanceEtfInfoData]:
"""Transform the data."""
return [YFinanceEtfInfoData.model_validate(d) for d in data]

69
openbb_platform/providers/yfinance/openbb_yfinance/models/futures_curve.py
View File

@@ -1,69 +0,0 @@
"""Yahoo Finance Futures Curve Model."""
# pylint: disable=unused-argument
from typing import Any
from openbb_core.provider.abstract.fetcher import Fetcher
from openbb_core.provider.standard_models.futures_curve import (
FuturesCurveData,
FuturesCurveQueryParams,
)
from openbb_core.provider.utils.errors import EmptyDataError
class YFinanceFuturesCurveQueryParams(FuturesCurveQueryParams):
"""Yahoo Finance Futures Curve Query.
Source: https://finance.yahoo.com/
"""
__json_schema_extra__ = {
"date": {"multiple_items_allowed": True},
}
class YFinanceFuturesCurveData(FuturesCurveData):
"""Yahoo Finance Futures Curve Data."""
class YFinanceFuturesCurveFetcher(
Fetcher[
YFinanceFuturesCurveQueryParams,
list[YFinanceFuturesCurveData],
]
):
"""YFiannce Futures Curve Fetcher."""
@staticmethod
def transform_query(params: dict[str, Any]) -> YFinanceFuturesCurveQueryParams:
"""Transform the query."""
return YFinanceFuturesCurveQueryParams(**params)
@staticmethod
async def aextract_data(
query: YFinanceFuturesCurveQueryParams,
credentials: dict[str, str] | None,
**kwargs: Any,
) -> list[dict]:
"""Extract the data from Yahoo."""
# pylint: disable=import-outside-toplevel
from openbb_yfinance.utils.helpers import get_futures_curve
# TODO: Find a better way to do this.
data = await get_futures_curve(query.symbol, query.date) # type: ignore
data = data.to_dict(orient="records")
if not data:
raise EmptyDataError()
return data
@staticmethod
def transform_data(
query: YFinanceFuturesCurveQueryParams,
data: list[dict],
**kwargs: Any,
) -> list[YFinanceFuturesCurveData]:
"""Transform the data to the standard format."""
return [YFinanceFuturesCurveData.model_validate(d) for d in data]

151
openbb_platform/providers/yfinance/openbb_yfinance/models/futures_historical.py
View File

@@ -1,151 +0,0 @@
"""Yahoo Finance Futures Historical Price Model."""
# pylint: disable=unused-argument
from datetime import datetime
from typing import Any, Literal
from openbb_core.provider.abstract.fetcher import Fetcher
from openbb_core.provider.standard_models.futures_historical import (
FuturesHistoricalData,
FuturesHistoricalQueryParams,
)
from openbb_core.provider.utils.descriptions import QUERY_DESCRIPTIONS
from openbb_core.provider.utils.errors import EmptyDataError
from openbb_yfinance.utils.references import INTERVALS_DICT, MONTHS
from pydantic import Field, field_validator
class YFinanceFuturesHistoricalQueryParams(FuturesHistoricalQueryParams):
"""Yahoo Finance Futures historical Price Query.
Source: https://finance.yahoo.com/crypto/
"""
__json_schema_extra__ = {"symbol": {"multiple_items_allowed": True}}
interval: Literal[
"1m",
"2m",
"5m",
"15m",
"30m",
"60m",
"90m",
"1h",
"1d",
"5d",
"1W",
"1M",
"1Q",
] = Field(
default="1d",
description=QUERY_DESCRIPTIONS.get("interval", ""),
)
class YFinanceFuturesHistoricalData(FuturesHistoricalData):
"""Yahoo Finance Futures Historical Price Data."""
@field_validator("date", mode="before", check_fields=False)
@classmethod
def date_validate(cls, v):
"""Return datetime object from string."""
# pylint: disable=import-outside-toplevel
from pandas import Timestamp
if isinstance(v, Timestamp):
return v.to_pydatetime()
return v
class YFinanceFuturesHistoricalFetcher(
Fetcher[
YFinanceFuturesHistoricalQueryParams,
list[YFinanceFuturesHistoricalData],
]
):
"""Transform the query, extract and transform the data from the Yahoo Finance endpoints."""
@staticmethod
def transform_query(params: dict[str, Any]) -> YFinanceFuturesHistoricalQueryParams:
"""Transform the query."""
# pylint: disable=import-outside-toplevel
from dateutil.relativedelta import relativedelta
from openbb_yfinance.utils.helpers import get_futures_data
transformed_params = params.copy()
symbols = params["symbol"].split(",")
new_symbols = []
futures_data = get_futures_data()
for symbol in symbols:
if params.get("expiration"):
expiry_date = datetime.strptime(
transformed_params["expiration"], "%Y-%m"
)
if "." not in symbol:
exchange = futures_data[futures_data["Ticker"] == symbol][
"Exchange"
].values[0]
new_symbol = f"{symbol}{MONTHS[expiry_date.month]}{str(expiry_date.year)[-2:]}.{exchange}"
else:
new_symbol = symbol
new_symbols.append(new_symbol)
else:
new_symbols.append(symbol)
formatted_symbols = []
for s in new_symbols:
if "." not in s.upper() and "=F" not in s.upper():
formatted_symbols.append(f"{s.upper()}=F")
else:
formatted_symbols.append(s.upper())
transformed_params["symbol"] = ",".join(formatted_symbols)
now = datetime.now()
if params.get("start_date") is None:
transformed_params["start_date"] = (now - relativedelta(years=1)).strftime(
"%Y-%m-%d"
)
if params.get("end_date") is None:
transformed_params["end_date"] = now.strftime("%Y-%m-%d")
return YFinanceFuturesHistoricalQueryParams(**transformed_params)
@staticmethod
def extract_data(
query: YFinanceFuturesHistoricalQueryParams,
credentials: dict[str, str] | None,
**kwargs: Any,
) -> list[dict]:
"""Return the raw data from the Yahoo Finance endpoint."""
# pylint: disable=import-outside-toplevel
from openbb_yfinance.utils.helpers import yf_download
data = yf_download(
query.symbol,
start_date=query.start_date,
end_date=query.end_date,
interval=INTERVALS_DICT[query.interval], # type: ignore
prepost=True,
auto_adjust=False,
actions=False,
)
if data.empty:
raise EmptyDataError()
return data.to_dict("records")
@staticmethod
def transform_data(
query: YFinanceFuturesHistoricalQueryParams,
data: list[dict],
**kwargs: Any,
) -> list[YFinanceFuturesHistoricalData]:
"""Transform the data to the standard format."""
return [YFinanceFuturesHistoricalData.model_validate(d) for d in data]

90
openbb_platform/providers/yfinance/openbb_yfinance/models/gainers.py
View File

@@ -1,90 +0,0 @@
"""Yahoo Finance Top Gainers Model."""
# pylint: disable=unused-argument
from typing import Any
from openbb_core.provider.abstract.fetcher import Fetcher
from openbb_core.provider.standard_models.equity_performance import (
EquityPerformanceQueryParams,
)
from openbb_yfinance.utils.references import YFPredefinedScreenerData
from pydantic import Field
class YFGainersQueryParams(EquityPerformanceQueryParams):
"""Yahoo Finance Gainers Query.
Source: https://finance.yahoo.com/screener/predefined/day_gainers
"""
limit: int | None = Field(
default=200,
description="Limit the number of results.",
)
class YFGainersData(YFPredefinedScreenerData):
"""Yahoo Finance Gainers Data."""
class YFGainersFetcher(Fetcher[YFGainersQueryParams, list[YFGainersData]]):
"""Yahoo Finance Gainers Fetcher."""
@staticmethod
def transform_query(params: dict[str, Any]) -> YFGainersQueryParams:
"""Transform query params."""
return YFGainersQueryParams(**params)
@staticmethod
async def aextract_data(
query: YFGainersQueryParams,
credentials: dict[str, str] | None,
**kwargs: Any,
) -> list[dict]:
"""Get data from YF."""
# pylint: disable=import-outside-toplevel
from openbb_yfinance.utils.helpers import get_custom_screener
body = {
"offset": 0,
"size": 250,
"sortField": "percentchange",
"sortType": "desc",
"quoteType": "equity",
"query": {
"operator": "and",
"operands": [
{"operator": "gt", "operands": ["intradaymarketcap", 500000000]},
{
"operator": "or",
"operands": [
{"operator": "eq", "operands": ["exchange", "NMS"]},
{"operator": "eq", "operands": ["exchange", "NYQ"]},
],
},
{"operator": "gt", "operands": ["percentchange", 3]},
{"operator": "gt", "operands": ["intradayprice", 5]},
],
},
"userId": "",
"userIdType": "guid",
}
return await get_custom_screener(body=body, limit=query.limit)
@staticmethod
def transform_data(
query: EquityPerformanceQueryParams,
data: list[dict],
**kwargs: Any,
) -> list[YFGainersData]:
"""Transform data."""
return [
YFGainersData.model_validate(d)
for d in sorted(
data,
key=lambda x: x["regularMarketChangePercent"],
reverse=query.sort == "desc",
)
]

96
openbb_platform/providers/yfinance/openbb_yfinance/models/growth_tech_equities.py
View File

@@ -1,96 +0,0 @@
"""Yahoo Finance Asset Performance Growth Tech Equities Model."""
# pylint: disable=unused-argument
from typing import Any
from openbb_core.provider.abstract.fetcher import Fetcher
from openbb_core.provider.standard_models.equity_performance import (
EquityPerformanceQueryParams,
)
from openbb_yfinance.utils.references import YFPredefinedScreenerData
from pydantic import Field
class YFGrowthTechEquitiesQueryParams(EquityPerformanceQueryParams):
"""Yahoo Finance Growth Tech Stocks Query.
Source: https://finance.yahoo.com/screener/predefined/growth_technology_stocks
"""
limit: int | None = Field(
default=200,
description="Limit the number of results.",
)
class YFGrowthTechEquitiesData(YFPredefinedScreenerData):
"""Yahoo Finance Growth Tech Stocks Data."""
class YFGrowthTechEquitiesFetcher(
Fetcher[YFGrowthTechEquitiesQueryParams, list[YFGrowthTechEquitiesData]]
):
"""Transform the query, extract and transform the data from the Yahoo Finance endpoints."""
@staticmethod
def transform_query(params: dict[str, Any]) -> YFGrowthTechEquitiesQueryParams:
"""Transform query params."""
return YFGrowthTechEquitiesQueryParams(**params)
@staticmethod
async def aextract_data(
query: YFGrowthTechEquitiesQueryParams,
credentials: dict[str, str] | None,
**kwargs: Any,
) -> list[dict]:
"""Get data from YF."""
# pylint: disable=import-outside-toplevel
from openbb_yfinance.utils.helpers import get_custom_screener
body = {
"offset": 0,
"size": 250,
"sortField": "eodvolume",
"sortType": "desc",
"quoteType": "equity",
"query": {
"operator": "and",
"operands": [
{"operator": "gt", "operands": ["intradaymarketcap", 500000000]},
{
"operator": "or",
"operands": [
{"operator": "eq", "operands": ["exchange", "NMS"]},
{"operator": "eq", "operands": ["exchange", "NYQ"]},
],
},
{
"operator": "gte",
"operands": ["quarterlyrevenuegrowth.quarterly", 25],
},
{"operator": "gte", "operands": ["epsgrowth.lasttwelvemonths", 25]},
{"operator": "eq", "operands": ["sector", "Technology"]},
],
},
"userId": "",
"userIdType": "guid",
}
return await get_custom_screener(body=body, limit=query.limit)
@staticmethod
def transform_data(
query: EquityPerformanceQueryParams,
data: list[dict],
**kwargs: Any,
) -> list[YFGrowthTechEquitiesData]:
"""Transform data."""
return [
YFGrowthTechEquitiesData.model_validate(d)
for d in sorted(
data,
key=lambda x: x["regularMarketChangePercent"],
reverse=query.sort == "desc",
)
]

77
openbb_platform/providers/yfinance/openbb_yfinance/models/historical_dividends.py
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@@ -1,77 +0,0 @@
"""YFinance Historical Dividends Model."""
# pylint: disable=unused-argument
from typing import Any
from openbb_core.app.model.abstract.error import OpenBBError
from openbb_core.provider.abstract.fetcher import Fetcher
from openbb_core.provider.standard_models.historical_dividends import (
HistoricalDividendsData,
HistoricalDividendsQueryParams,
)
class YFinanceHistoricalDividendsQueryParams(HistoricalDividendsQueryParams):
"""YFinance Historical Dividends Query."""
class YFinanceHistoricalDividendsData(HistoricalDividendsData):
"""YFinance Historical Dividends Data. All data is split-adjusted."""
__alias_dict__ = {
"ex_dividend_date": "date",
"amount": "Dividends",
}
class YFinanceHistoricalDividendsFetcher(
Fetcher[
YFinanceHistoricalDividendsQueryParams, list[YFinanceHistoricalDividendsData]
]
):
"""YFinance Historical Dividends Fetcher."""
@staticmethod
def transform_query(
params: dict[str, Any],
) -> YFinanceHistoricalDividendsQueryParams:
"""Transform the query."""
return YFinanceHistoricalDividendsQueryParams(**params)
@staticmethod
def extract_data(
query: YFinanceHistoricalDividendsQueryParams,
credentials: dict[str, str] | None,
**kwargs: Any,
) -> list[dict]:
"""Extract the raw data from YFinance."""
# pylint: disable=import-outside-toplevel
from yfinance import Ticker
try:
ticker = Ticker(query.symbol).get_dividends()
if isinstance(ticker, list) and not ticker or ticker.empty: # type: ignore
raise OpenBBError(f"No dividend data found for {query.symbol}")
except Exception as e:
raise OpenBBError(f"Error getting data for {query.symbol}: {e}") from e
if query.start_date is not None:
ticker = ticker[ticker.index.astype(str) >= query.start_date.strftime("%Y-%m-%d")] # type: ignore
if query.end_date is not None:
ticker = ticker[ticker.index.astype(str) <= query.end_date.strftime("%Y-%m-%d")] # type: ignore
ticker = ticker.reset_index().rename(columns={"Date": "date"}) # type: ignore
ticker["date"] = ticker.date.apply(lambda x: x.date()).astype(str) # type: ignore
dividends = ticker.to_dict("records") # type: ignore
return dividends
@staticmethod
def transform_data(
query: YFinanceHistoricalDividendsQueryParams,
data: list[dict],
**kwargs: Any,
) -> list[YFinanceHistoricalDividendsData]:
"""Transform the data."""
return [YFinanceHistoricalDividendsData.model_validate(d) for d in data]

118
openbb_platform/providers/yfinance/openbb_yfinance/models/income_statement.py
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@@ -1,118 +0,0 @@
"""Yahoo Finance Income Statement Model."""
# pylint: disable=unused-argument
from datetime import datetime
from typing import Any, Literal
from openbb_core.provider.abstract.fetcher import Fetcher
from openbb_core.provider.standard_models.income_statement import (
IncomeStatementData,
IncomeStatementQueryParams,
)
from openbb_core.provider.utils.descriptions import QUERY_DESCRIPTIONS
from pydantic import Field, field_validator
class YFinanceIncomeStatementQueryParams(IncomeStatementQueryParams):
"""Yahoo Finance Income Statement Query.
Source: https://finance.yahoo.com/
"""
__json_schema_extra__ = {
"period": {
"choices": ["annual", "quarter"],
}
}
period: Literal["annual", "quarter"] = Field(
default="annual",
description=QUERY_DESCRIPTIONS.get("period", ""),
)
limit: int | None = Field(
default=5,
description=QUERY_DESCRIPTIONS.get("limit", ""),
le=5,
)
class YFinanceIncomeStatementData(IncomeStatementData):
"""Yahoo Finance Income Statement Data."""
__alias_dict__ = {
"selling_general_and_admin_expense": "selling_general_and_administration",
"research_and_development_expense": "research_and_development",
"total_pre_tax_income": "pretax_income",
"net_income_attributable_to_common_shareholders": "net_income_common_stockholders",
"weighted_average_basic_shares_outstanding": "basic_average_shares",
"weighted_average_diluted_shares_outstanding": "diluted_average_shares",
"basic_earnings_per_share": "basic_eps",
"diluted_earnings_per_share": "diluted_eps",
}
@field_validator("period_ending", mode="before", check_fields=False)
@classmethod
def date_validate(cls, v):
"""Validate the date field."""
if isinstance(v, str):
return datetime.strptime(v, "%Y-%m-%d %H:%M:%S").date()
return v
class YFinanceIncomeStatementFetcher(
Fetcher[
YFinanceIncomeStatementQueryParams,
list[YFinanceIncomeStatementData],
]
):
"""Yahoo Finance Income Statement Fetcher."""
@staticmethod
def transform_query(params: dict[str, Any]) -> YFinanceIncomeStatementQueryParams:
"""Transform the query parameters."""
return YFinanceIncomeStatementQueryParams(**params)
@staticmethod
def extract_data(
query: YFinanceIncomeStatementQueryParams,
credentials: dict[str, str] | None,
**kwargs: Any,
) -> list[YFinanceIncomeStatementData]:
"""Extract the data from the Yahoo Finance endpoints."""
# pylint: disable=import-outside-toplevel
import json # noqa
from numpy import nan
from openbb_core.provider.utils.errors import EmptyDataError
from openbb_core.provider.utils.helpers import (
to_snake_case,
)
from yfinance import Ticker
period = "yearly" if query.period == "annual" else "quarterly"
data = Ticker(query.symbol).get_income_stmt(
as_dict=False, pretty=False, freq=period
)
if data is None:
raise EmptyDataError()
if query.limit:
data = data.iloc[:, : query.limit]
data.index = [to_snake_case(i) for i in data.index]
data = data.reset_index().sort_index(ascending=False).set_index("index")
data = data.replace({nan: None}).to_dict()
data = [{"period_ending": str(key), **value} for key, value in data.items()]
data = json.loads(json.dumps(data))
return data
@staticmethod
def transform_data(
query: YFinanceIncomeStatementQueryParams,
data: list[dict],
**kwargs: Any,
) -> list[YFinanceIncomeStatementData]:
"""Transform the data."""
return [YFinanceIncomeStatementData.model_validate(d) for d in data]

154
openbb_platform/providers/yfinance/openbb_yfinance/models/index_historical.py
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@@ -1,154 +0,0 @@
"""Yahoo Finance Index Historical Model."""
# pylint: disable=unused-argument
from datetime import datetime
from typing import Any, Literal
from warnings import warn
from openbb_core.provider.abstract.fetcher import Fetcher
from openbb_core.provider.standard_models.index_historical import (
IndexHistoricalData,
IndexHistoricalQueryParams,
)
from openbb_core.provider.utils.descriptions import QUERY_DESCRIPTIONS
from openbb_core.provider.utils.errors import EmptyDataError
from openbb_yfinance.utils.references import INDICES, INTERVALS_DICT
from pydantic import Field
class YFinanceIndexHistoricalQueryParams(IndexHistoricalQueryParams):
"""YFinance Index Historical Query.
Source: https://finance.yahoo.com/world-indices
"""
__json_schema_extra__ = {
"symbol": {"multiple_items_allowed": True},
"interval": {
"choices": [
"1m",
"2m",
"5m",
"15m",
"30m",
"60m",
"90m",
"1h",
"1d",
"5d",
"1W",
"1M",
"1Q",
]
},
}
interval: Literal[
"1m",
"2m",
"5m",
"15m",
"30m",
"60m",
"90m",
"1h",
"1d",
"5d",
"1W",
"1M",
"1Q",
] = Field(
default="1d",
description=QUERY_DESCRIPTIONS.get("interval", ""),
)
class YFinanceIndexHistoricalData(IndexHistoricalData):
"""YFinance Index Historical Data."""
class YFinanceIndexHistoricalFetcher(
Fetcher[
YFinanceIndexHistoricalQueryParams,
list[YFinanceIndexHistoricalData],
]
):
"""Transform the query, extract and transform the data from the Yahoo Finance endpoints."""
@staticmethod
def transform_query(params: dict[str, Any]) -> YFinanceIndexHistoricalQueryParams:
"""Transform the query."""
# pylint: disable=import-outside-toplevel
from dateutil.relativedelta import relativedelta
from pandas import DataFrame
transformed_params = params
now = datetime.now().date()
if params.get("start_date") is None:
transformed_params["start_date"] = now - relativedelta(years=1)
if params.get("end_date") is None:
transformed_params["end_date"] = now
tickers = params.get("symbol").lower().split(",") # type: ignore
new_tickers = []
for ticker in tickers:
_ticker = ""
indices = DataFrame(INDICES).transpose().reset_index()
indices.columns = ["code", "name", "symbol"]
if ticker in indices["code"].values:
_ticker = indices[indices["code"] == ticker]["symbol"].values[0]
if ticker.title() in indices["name"].values:
_ticker = indices[indices["name"] == ticker.title()]["symbol"].values[0]
if "^" + ticker.upper() in indices["symbol"].values:
_ticker = "^" + ticker.upper()
if ticker.upper() in indices["symbol"].values:
_ticker = ticker.upper()
if _ticker != "":
new_tickers.append(_ticker)
else:
warn(f"Symbol Error: {ticker} is not a supported index.")
transformed_params["symbol"] = ",".join(new_tickers)
return YFinanceIndexHistoricalQueryParams(**params)
@staticmethod
def extract_data(
query: YFinanceIndexHistoricalQueryParams,
credentials: dict[str, str] | None,
**kwargs: Any,
) -> list[dict]:
"""Return the raw data from the Yahoo Finance endpoint."""
# pylint: disable=import-outside-toplevel
from openbb_yfinance.utils.helpers import yf_download
data = yf_download(
symbol=query.symbol,
start_date=query.start_date,
end_date=query.end_date,
interval=INTERVALS_DICT[query.interval], # type: ignore
prepost=True,
)
if data.empty:
raise EmptyDataError()
return data.to_dict("records")
@staticmethod
def transform_data(
query: YFinanceIndexHistoricalQueryParams,
data: dict,
**kwargs: Any,
) -> list[YFinanceIndexHistoricalData]:
"""Transform the data to the standard format."""
return [YFinanceIndexHistoricalData.model_validate(d) for d in data]

86
openbb_platform/providers/yfinance/openbb_yfinance/models/key_executives.py
View File

@@ -1,86 +0,0 @@
"""YFinance Key Executives Model."""
# pylint: disable=unused-argument
from typing import Any
from openbb_core.provider.abstract.fetcher import Fetcher
from openbb_core.provider.standard_models.key_executives import (
KeyExecutivesData,
KeyExecutivesQueryParams,
)
from pydantic import Field
class YFinanceKeyExecutivesQueryParams(KeyExecutivesQueryParams):
"""YFinance Key Executives Query."""
class YFinanceKeyExecutivesData(KeyExecutivesData):
"""YFinance Key Executives Data."""
__alias_dict__ = {
"year_born": "yearBorn",
"fiscal_year": "fiscalYear",
"pay": "totalPay",
"exercised_value": "exercisedValue",
"unexercised_value": "unexercisedValue",
}
exercised_value: int | None = Field(
default=None,
description="Value of shares exercised.",
)
unexercised_value: int | None = Field(
default=None,
description="Value of shares not exercised.",
)
fiscal_year: int | None = Field(
default=None,
description="Fiscal year of the pay.",
)
class YFinanceKeyExecutivesFetcher(
Fetcher[YFinanceKeyExecutivesQueryParams, list[YFinanceKeyExecutivesData]]
):
"""YFinance Key Executives Fetcher."""
@staticmethod
def transform_query(params: dict[str, Any]) -> YFinanceKeyExecutivesQueryParams:
"""Transform the query."""
return YFinanceKeyExecutivesQueryParams(**params)
@staticmethod
def extract_data(
query: YFinanceKeyExecutivesQueryParams,
credentials: dict[str, str] | None,
**kwargs: Any,
) -> list[dict]:
"""Extract the raw data from YFinance."""
# pylint: disable=import-outside-toplevel
from openbb_core.app.model.abstract.error import OpenBBError
from yfinance import Ticker
try:
ticker = Ticker(query.symbol).get_info()
except Exception as e:
raise OpenBBError(
f"Error getting data for {query.symbol} -> {e.__class__.__name__}: {e}"
) from e
if ticker.get("companyOfficers") is None:
raise OpenBBError(f"No executive data found for {query.symbol}")
officers_data = ticker.get("companyOfficers", [])
_ = [d.pop("maxAge", None) for d in officers_data]
return officers_data
@staticmethod
def transform_data(
query: YFinanceKeyExecutivesQueryParams,
data: list[dict],
**kwargs: Any,
) -> list[YFinanceKeyExecutivesData]:
"""Transform the data."""
return [YFinanceKeyExecutivesData.model_validate(d) for d in data]

335
openbb_platform/providers/yfinance/openbb_yfinance/models/key_metrics.py
View File

@@ -1,335 +0,0 @@
"""YFinance Key Metrics Model."""
# pylint: disable=unused-argument
from typing import Any
from openbb_core.provider.abstract.fetcher import Fetcher
from openbb_core.provider.standard_models.key_metrics import (
KeyMetricsData,
KeyMetricsQueryParams,
)
from pydantic import Field, field_validator
class YFinanceKeyMetricsQueryParams(KeyMetricsQueryParams):
"""YFinance Key Metrics Query."""
__json_schema_extra__ = {"symbol": {"multiple_items_allowed": True}}
class YFinanceKeyMetricsData(KeyMetricsData):
"""YFinance Key Metrics Data."""
__alias_dict__ = {
"market_cap": "marketCap",
"pe_ratio": "trailingPE",
"forward_pe": "forwardPE",
"peg_ratio": "pegRatio",
"peg_ratio_ttm": "trailingPegRatio",
"eps_ttm": "trailingEps",
"eps_forward": "forwardEps",
"enterprise_to_ebitda": "enterpriseToEbitda",
"earnings_growth": "earningsGrowth",
"earnings_growth_quarterly": "earningsQuarterlyGrowth",
"revenue_per_share": "revenuePerShare",
"revenue_growth": "revenueGrowth",
"enterprise_to_revenue": "enterpriseToRevenue",
"cash_per_share": "totalCashPerShare",
"quick_ratio": "quickRatio",
"current_ratio": "currentRatio",
"debt_to_equity": "debtToEquity",
"gross_margin": "grossMargins",
"operating_margin": "operatingMargins",
"ebitda_margin": "ebitdaMargins",
"profit_margin": "profitMargins",
"return_on_assets": "returnOnAssets",
"return_on_equity": "returnOnEquity",
"dividend_yield": "dividendYield",
"dividend_yield_5y_avg": "fiveYearAvgDividendYield",
"payout_ratio": "payoutRatio",
"book_value": "bookValue",
"price_to_book": "priceToBook",
"enterprise_value": "enterpriseValue",
"overall_risk": "overallRisk",
"audit_risk": "auditRisk",
"board_risk": "boardRisk",
"compensation_risk": "compensationRisk",
"shareholder_rights_risk": "shareHolderRightsRisk",
"price_return_1y": "52WeekChange",
"currency": "financialCurrency",
}
pe_ratio: float | None = Field(
default=None,
description="Price-to-earnings ratio (TTM).",
)
forward_pe: float | None = Field(
default=None,
description="Forward price-to-earnings ratio.",
)
peg_ratio: float | None = Field(
default=None,
description="PEG ratio (5-year expected).",
)
peg_ratio_ttm: float | None = Field(
default=None,
description="PEG ratio (TTM).",
)
eps_ttm: float | None = Field(
default=None,
description="Earnings per share (TTM).",
)
eps_forward: float | None = Field(
default=None,
description="Forward earnings per share.",
)
enterprise_to_ebitda: float | None = Field(
default=None,
description="Enterprise value to EBITDA ratio.",
)
earnings_growth: float | None = Field(
default=None,
description="Earnings growth (Year Over Year), as a normalized percent.",
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
)
earnings_growth_quarterly: float | None = Field(
default=None,
description="Quarterly earnings growth (Year Over Year), as a normalized percent.",
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
)
revenue_per_share: float | None = Field(
default=None,
description="Revenue per share (TTM).",
)
revenue_growth: float | None = Field(
default=None,
description="Revenue growth (Year Over Year), as a normalized percent.",
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
)
enterprise_to_revenue: float | None = Field(
default=None,
description="Enterprise value to revenue ratio.",
)
cash_per_share: float | None = Field(
default=None,
description="Cash per share.",
)
quick_ratio: float | None = Field(
default=None,
description="Quick ratio.",
)
current_ratio: float | None = Field(
default=None,
description="Current ratio.",
)
debt_to_equity: float | None = Field(
default=None,
description="Debt-to-equity ratio.",
)
gross_margin: float | None = Field(
default=None,
description="Gross margin, as a normalized percent.",
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
)
operating_margin: float | None = Field(
default=None,
description="Operating margin, as a normalized percent.",
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
)
ebitda_margin: float | None = Field(
default=None,
description="EBITDA margin, as a normalized percent.",
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
)
profit_margin: float | None = Field(
default=None,
description="Profit margin, as a normalized percent.",
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
)
return_on_assets: float | None = Field(
default=None,
description="Return on assets, as a normalized percent.",
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
)
return_on_equity: float | None = Field(
default=None,
description="Return on equity, as a normalized percent.",
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
)
dividend_yield: float | None = Field(
default=None,
description="Dividend yield, as a normalized percent.",
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
)
dividend_yield_5y_avg: float | None = Field(
default=None,
description="5-year average dividend yield, as a normalized percent.",
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
)
payout_ratio: float | None = Field(
default=None,
description="Payout ratio.",
)
book_value: float | None = Field(
default=None,
description="Book value per share.",
)
price_to_book: float | None = Field(
default=None,
description="Price-to-book ratio.",
)
enterprise_value: int | None = Field(
default=None,
description="Enterprise value.",
)
overall_risk: float | None = Field(
default=None,
description="Overall risk score.",
)
audit_risk: float | None = Field(
default=None,
description="Audit risk score.",
)
board_risk: float | None = Field(
default=None,
description="Board risk score.",
)
compensation_risk: float | None = Field(
default=None,
description="Compensation risk score.",
)
shareholder_rights_risk: float | None = Field(
default=None,
description="Shareholder rights risk score.",
)
beta: float | None = Field(
default=None,
description="Beta relative to the broad market (5-year monthly).",
)
price_return_1y: float | None = Field(
default=None,
description="One-year price return, as a normalized percent.",
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
)
currency: str | None = Field(
default=None,
description="Currency in which the data is presented.",
)
@field_validator("dividend_yield_5y_avg")
@classmethod
def normalize_percent(cls, v: float):
"""Normalize the percent values."""
return float(v) / 100 if v else None
class YFinanceKeyMetricsFetcher(
Fetcher[YFinanceKeyMetricsQueryParams, list[YFinanceKeyMetricsData]]
):
"""YFinance Key Metrics fetcher."""
@staticmethod
def transform_query(params: dict[str, Any]) -> YFinanceKeyMetricsQueryParams:
"""Transform the query."""
return YFinanceKeyMetricsQueryParams(**params)
@staticmethod
async def aextract_data(
query: YFinanceKeyMetricsQueryParams,
credentials: dict[str, str] | None,
**kwargs: Any,
) -> list[dict]:
"""Extract the raw data from YFinance."""
# pylint: disable=import-outside-toplevel
import asyncio # noqa
from openbb_core.app.model.abstract.error import OpenBBError
from openbb_core.provider.utils.errors import EmptyDataError
from warnings import warn
from yfinance import Ticker
symbols = query.symbol.split(",")
results = []
fields = [
"symbol",
"marketCap",
"trailingPE",
"forwardPE",
"pegRatio",
"trailingPegRatio",
"earningsQuarterlyGrowth",
"earningsGrowth",
"revenuePerShare",
"revenueGrowth",
"cashPerShare",
"quickRatio",
"currentRatio",
"debtToEquity",
"grossMargins",
"ebitdaMargins",
"operatingMargins",
"profitMargins",
"returnOnAssets",
"returnOnEquity",
"dividendYield",
"fiveYearAvgDividendYield",
"payoutRatio",
"bookValue",
"priceToBook",
"enterpriseValue",
"enterpriseToRevenue",
"enterpriseToEbitda",
"overallRisk",
"auditRisk",
"boardRisk",
"compensationRisk",
"shareHolderRightsRisk",
"beta",
"52WeekChange",
"financialCurrency",
]
messages: list = []
async def get_one(symbol):
"""Get the data for one ticker symbol."""
result: dict = {}
ticker: dict = {}
try:
ticker = await asyncio.to_thread(lambda: Ticker(symbol).get_info())
except Exception as e:
messages.append(
f"Error getting data for {symbol} -> {e.__class__.__name__}: {e}"
)
if not ticker:
messages.append(f"No data found for {symbol}")
elif ticker:
for field in fields:
if field in ticker:
result[field] = ticker.get(field, None)
if result and result.get("52WeekChange") is not None:
results.append(result)
tasks = [get_one(symbol) for symbol in symbols]
await asyncio.gather(*tasks)
if not results and not messages:
raise EmptyDataError("No data was returned for the given symbol(s).")
if not results and messages:
raise OpenBBError("\n".join(messages))
if results and messages:
for message in messages:
warn(message)
return results
@staticmethod
def transform_data(
query: YFinanceKeyMetricsQueryParams,
data: list[dict],
**kwargs: Any,
) -> list[YFinanceKeyMetricsData]:
"""Transform the data."""
return [YFinanceKeyMetricsData.model_validate(d) for d in data]

90
openbb_platform/providers/yfinance/openbb_yfinance/models/losers.py
View File

@@ -1,90 +0,0 @@
"""Yahoo Finance Top Losers Model."""
# pylint: disable=unused-argument
from typing import Any
from openbb_core.provider.abstract.fetcher import Fetcher
from openbb_core.provider.standard_models.equity_performance import (
EquityPerformanceQueryParams,
)
from openbb_yfinance.utils.references import YFPredefinedScreenerData
from pydantic import Field
class YFLosersQueryParams(EquityPerformanceQueryParams):
"""Yahoo Finance Losers Query.
Source: https://finance.yahoo.com/screener/predefined/day_losers
"""
limit: int | None = Field(
default=200,
description="Limit the number of results.",
)
class YFLosersData(YFPredefinedScreenerData):
"""Yahoo Finance Losers Data."""
class YFLosersFetcher(Fetcher[YFLosersQueryParams, list[YFLosersData]]):
"""Yahoo Finance Losers Fetcher."""
@staticmethod
def transform_query(params: dict[str, Any]) -> YFLosersQueryParams:
"""Transform query params."""
return YFLosersQueryParams(**params)
@staticmethod
async def aextract_data(
query: YFLosersQueryParams,
credentials: dict[str, str] | None,
**kwargs: Any,
) -> list[dict]:
"""Get data from YF."""
# pylint: disable=import-outside-toplevel
from openbb_yfinance.utils.helpers import get_custom_screener
body = {
"offset": 0,
"size": 250,
"sortField": "percentchange",
"sortType": "asc",
"quoteType": "equity",
"query": {
"operator": "and",
"operands": [
{"operator": "gt", "operands": ["intradaymarketcap", 500000000]},
{
"operator": "or",
"operands": [
{"operator": "eq", "operands": ["exchange", "NMS"]},
{"operator": "eq", "operands": ["exchange", "NYQ"]},
],
},
{"operator": "gt", "operands": ["percentchange", -3]},
{"operator": "gt", "operands": ["intradayprice", 5]},
],
},
"userId": "",
"userIdType": "guid",
}
return await get_custom_screener(body=body, limit=query.limit)
@staticmethod
def transform_data(
query: EquityPerformanceQueryParams,
data: list[dict],
**kwargs: Any,
) -> list[YFLosersData]:
"""Transform data."""
return [
YFLosersData.model_validate(d)
for d in sorted(
data,
key=lambda x: x["regularMarketChangePercent"],
reverse=query.sort == "desc",
)
]

188
openbb_platform/providers/yfinance/openbb_yfinance/models/options_chains.py
View File

@@ -1,188 +0,0 @@
"""YFinance Options Chains Model."""
# pylint: disable=unused-argument
from datetime import datetime
from typing import Any
from openbb_core.app.model.abstract.error import OpenBBError
from openbb_core.provider.abstract.annotated_result import AnnotatedResult
from openbb_core.provider.abstract.fetcher import Fetcher
from openbb_core.provider.standard_models.options_chains import (
OptionsChainsData,
OptionsChainsQueryParams,
)
from openbb_core.provider.utils.errors import EmptyDataError
from pydantic import Field
class YFinanceOptionsChainsQueryParams(OptionsChainsQueryParams):
"""YFinance Options Chains Query Parameters."""
class YFinanceOptionsChainsData(OptionsChainsData):
"""YFinance Options Chains Data."""
__doc__ = OptionsChainsData.__doc__
__alias_dict__ = {
"contract_symbol": "contractSymbol",
"last_trade_time": "lastTradeDate",
"last_trade_price": "lastPrice",
"change_percent": "percentChange",
"open_interest": "openInterest",
"implied_volatility": "impliedVolatility",
"in_the_money": "inTheMoney",
}
in_the_money: list[bool | None] = Field(
default_factory=list,
description="Whether the option is in the money.",
)
currency: list[str | None] = Field(
default_factory=list,
description="Currency of the option.",
)
class YFinanceOptionsChainsFetcher(
Fetcher[YFinanceOptionsChainsQueryParams, YFinanceOptionsChainsData]
):
"""YFinance Options Chains Fetcher."""
@staticmethod
def transform_query(params: dict[str, Any]) -> YFinanceOptionsChainsQueryParams:
"""Transform the query."""
return YFinanceOptionsChainsQueryParams(**params)
@staticmethod
async def aextract_data(
query: YFinanceOptionsChainsQueryParams,
credentials: dict[str, str] | None,
**kwargs: Any,
) -> dict:
"""Extract the raw data from YFinance."""
# pylint: disable=import-outside-toplevel
import asyncio # noqa
from pandas import concat
from yfinance import Ticker
from pytz import timezone
symbol = query.symbol.upper()
symbol = "^" + symbol if symbol in ["VIX", "RUT", "SPX", "NDX"] else symbol
def _get_all_data(symbol: str):
"""Get all options data in a single thread-safe operation."""
t = Ticker(symbol)
expirations = list(t.options)
if not expirations or len(expirations) == 0:
return None, None, []
underlying = t.option_chain(expirations[0])[2]
chains_output: list = []
tz = timezone(underlying.get("exchangeTimezoneName", "UTC"))
for expiration in expirations:
exp = datetime.strptime(expiration, "%Y-%m-%d").date()
now = datetime.now().date()
dte = (exp - now).days
chain_data = t.option_chain(expiration, tz=tz)
calls = chain_data[0]
calls["option_type"] = "call"
calls["expiration"] = expiration
puts = chain_data[1]
puts["option_type"] = "put"
puts["expiration"] = expiration
chain = concat([calls, puts])
chain = (
chain.set_index(["strike", "option_type", "contractSymbol"])
.sort_index()
.reset_index()
)
chain = chain.drop(columns=["contractSize"])
chain["dte"] = dte
underlying_price = underlying.get(
"postMarketPrice", underlying.get("regularMarketPrice")
)
if underlying_price is not None:
chain["underlying_price"] = underlying_price
chain["underlying_symbol"] = symbol
chain["percentChange"] = chain["percentChange"] / 100
if len(chain) > 0:
chains_output.extend(
chain.fillna("N/A").replace("N/A", None).to_dict("records")
)
return underlying, chains_output, expirations
underlying, chains_output, expirations = await asyncio.to_thread(
_get_all_data, symbol
)
if not expirations or len(expirations) == 0:
raise OpenBBError(f"No options found for {symbol}")
if not chains_output:
raise EmptyDataError(f"No data was returned for {symbol}")
underlying_output: dict = {
"symbol": symbol,
"name": underlying.get("longName"), # type: ignore
"exchange": underlying.get("fullExchangeName"), # type: ignore
"exchange_tz": underlying.get("exchangeTimezoneName"), # type: ignore
"currency": underlying.get("currency"), # type: ignore
"bid": underlying.get("bid"), # type: ignore
"bid_size": underlying.get("bidSize"), # type: ignore
"ask": underlying.get("ask"), # type: ignore
"ask_size": underlying.get("askSize"), # type: ignore
"last_price": underlying.get( # type: ignore
"postMarketPrice", underlying.get("regularMarketPrice") # type: ignore
),
"open": underlying.get("regularMarketOpen"), # type: ignore
"high": underlying.get("regularMarketDayHigh"), # type: ignore
"low": underlying.get("regularMarketDayLow"), # type: ignore
"close": underlying.get("regularMarketPrice"), # type: ignore
"prev_close": underlying.get("regularMarketPreviousClose"), # type: ignore
"change": underlying.get("regularMarketChange"), # type: ignore
"change_percent": underlying.get("regularMarketChangePercent"), # type: ignore
"volume": underlying.get("regularMarketVolume"), # type: ignore
"dividend_yield": float(underlying.get("dividendYield", 0)) / 100, # type: ignore
"dividend_yield_ttm": underlying.get("trailingAnnualDividendYield"), # type: ignore
"year_high": underlying.get("fiftyTwoWeekHigh"), # type: ignore
"year_low": underlying.get("fiftyTwoWeekLow"), # type: ignore
"ma_50": underlying.get("fiftyDayAverage"), # type: ignore
"ma_200": underlying.get("twoHundredDayAverage"), # type: ignore
"volume_avg_10d": underlying.get("averageDailyVolume10Day"), # type: ignore
"volume_avg_3m": underlying.get("averageDailyVolume3Month"), # type: ignore
"market_cap": underlying.get("marketCap"), # type: ignore
"shares_outstanding": underlying.get("sharesOutstanding"), # type: ignore
}
return {"underlying": underlying_output, "chains": chains_output}
@staticmethod
def transform_data(
query: YFinanceOptionsChainsQueryParams,
data: dict,
**kwargs: Any,
) -> AnnotatedResult[YFinanceOptionsChainsData]:
"""Transform the data."""
# pylint: disable=import-outside-toplevel
from numpy import nan
from pandas import DataFrame
if not data:
raise EmptyDataError()
metadata = data.get("underlying", {})
records = data.get("chains", [])
output = DataFrame(records)
for col in ["volume", "openInterest"]:
output[col] = output[col].infer_objects().replace({nan: 0}).astype("int64")
output = output.replace({nan: None})
return AnnotatedResult(
result=YFinanceOptionsChainsData.model_validate(output.to_dict("list")),
metadata=metadata,
)

148
openbb_platform/providers/yfinance/openbb_yfinance/models/price_target_consensus.py
View File

@@ -1,148 +0,0 @@
"""YFinance Price Target Consensus Model."""
# pylint: disable=unused-argument
from typing import Any
from openbb_core.app.model.abstract.error import OpenBBError
from openbb_core.provider.abstract.fetcher import Fetcher
from openbb_core.provider.standard_models.price_target_consensus import (
PriceTargetConsensusData,
PriceTargetConsensusQueryParams,
)
from pydantic import Field, field_validator
class YFinancePriceTargetConsensusQueryParams(PriceTargetConsensusQueryParams):
"""YFinance Price Target Consensus Query."""
__json_schema_extra__ = {"symbol": {"multiple_items_allowed": True}}
@field_validator("symbol", mode="before", check_fields=False)
@classmethod
def check_symbol(cls, value):
"""Check the symbol."""
if not value:
raise OpenBBError("Error: Symbol is a required field for yFinance.")
return value
class YFinancePriceTargetConsensusData(PriceTargetConsensusData):
"""YFinance Price Target Consensus Data."""
__alias_dict__ = {
"target_high": "targetHighPrice",
"target_low": "targetLowPrice",
"target_consensus": "targetMeanPrice",
"target_median": "targetMedianPrice",
"recommendation": "recommendationKey",
"recommendation_mean": "recommendationMean",
"number_of_analysts": "numberOfAnalystOpinions",
"current_price": "currentPrice",
}
recommendation: str | None = Field(
default=None,
description="Recommendation - buy, sell, etc.",
)
recommendation_mean: float | None = Field(
default=None,
description="Mean recommendation score where 1 is strong buy and 5 is strong sell.",
)
number_of_analysts: int | None = Field(
default=None, description="Number of analysts providing opinions."
)
current_price: float | None = Field(
default=None,
description="Current price of the stock.",
)
currency: str | None = Field(
default=None,
description="Currency the stock is priced in.",
)
class YFinancePriceTargetConsensusFetcher(
Fetcher[
YFinancePriceTargetConsensusQueryParams, list[YFinancePriceTargetConsensusData]
]
):
"""YFinance Price Target Consensus Fetcher."""
@staticmethod
def transform_query(
params: dict[str, Any],
) -> YFinancePriceTargetConsensusQueryParams:
"""Transform the query."""
return YFinancePriceTargetConsensusQueryParams(**params)
@staticmethod
async def aextract_data(
query: YFinancePriceTargetConsensusQueryParams,
credentials: dict[str, str] | None,
**kwargs: Any,
) -> list[dict]:
"""Extract the raw data from YFinance."""
# pylint: disable=import-outside-toplevel
import asyncio # noqa
from openbb_core.provider.utils.errors import EmptyDataError
from warnings import warn
from yfinance import Ticker
symbols = query.symbol.split(",") # type: ignore
results = []
fields = [
"symbol",
"currentPrice",
"currency",
"targetHighPrice",
"targetLowPrice",
"targetMeanPrice",
"targetMedianPrice",
"recommendationMean",
"recommendationKey",
"numberOfAnalystOpinions",
]
messages: list = []
async def get_one(symbol):
"""Get the data for one ticker symbol."""
result: dict = {}
ticker: dict = {}
try:
ticker = await asyncio.to_thread(lambda: Ticker(symbol).get_info())
except Exception as e:
messages.append(
f"Error getting data for {symbol}: {e.__class__.__name__}: {e}"
)
if ticker:
for field in fields:
if field in ticker:
result[field] = ticker.get(field, None)
if result and result.get("numberOfAnalystOpinions") is not None:
results.append(result)
tasks = [get_one(symbol) for symbol in symbols]
await asyncio.gather(*tasks)
if not results and not messages:
raise EmptyDataError("No data was returned for the given symbol(s)")
if not results and messages:
raise OpenBBError("\n".join(messages))
if results and messages:
for message in messages:
warn(message)
return results
@staticmethod
def transform_data(
query: YFinancePriceTargetConsensusQueryParams,
data: list[dict],
**kwargs: Any,
) -> list[YFinancePriceTargetConsensusData]:
"""Transform the data."""
return [YFinancePriceTargetConsensusData.model_validate(d) for d in data]

190
openbb_platform/providers/yfinance/openbb_yfinance/models/share_statistics.py
View File

@@ -1,190 +0,0 @@
"""YFinance Share Statistics Model."""
# pylint: disable=unused-argument
from datetime import (
date as dateType,
datetime,
timezone,
)
from typing import Any
from warnings import warn
from openbb_core.provider.abstract.fetcher import Fetcher
from openbb_core.provider.standard_models.share_statistics import (
ShareStatisticsData,
ShareStatisticsQueryParams,
)
from pydantic import Field, field_validator
class YFinanceShareStatisticsQueryParams(ShareStatisticsQueryParams):
"""YFinance Share Statistics Query."""
__json_schema_extra__ = {"symbol": {"multiple_items_allowed": True}}
class YFinanceShareStatisticsData(ShareStatisticsData):
"""YFinance Share Statistics Data."""
__alias_dict__ = {
"outstanding_shares": "sharesOutstanding",
"float_shares": "floatShares",
"date": "dateShortInterest",
"implied_shares_outstanding": "impliedSharesOutstanding",
"short_interest": "sharesShort",
"short_percent_of_float": "shortPercentOfFloat",
"days_to_cover": "shortRatio",
"short_interest_prev_month": "sharesShortPriorMonth",
"short_interest_prev_date": "sharesShortPreviousMonthDate",
"insider_ownership": "heldPercentInsiders",
"institution_ownership": "heldPercentInstitutions",
"institution_float_ownership": "institutionsFloatPercentHeld",
"institutions_count": "institutionsCount",
}
implied_shares_outstanding: int | None = Field(
default=None,
description="Implied Shares Outstanding of common equity,"
+ " assuming the conversion of all convertible subsidiary equity into common.",
)
short_interest: int | None = Field(
default=None,
description="Number of shares that are reported short.",
)
short_percent_of_float: float | None = Field(
default=None,
description="Percentage of shares that are reported short, as a normalized percent.",
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
)
days_to_cover: float | None = Field(
default=None,
description="Number of days to repurchase the shares as a ratio of average daily volume",
)
short_interest_prev_month: int | None = Field(
default=None,
description="Number of shares that were reported short in the previous month.",
)
short_interest_prev_date: dateType | None = Field(
default=None,
description="Date of the previous month's report.",
)
insider_ownership: float | None = Field(
default=None,
description="Percentage of shares held by insiders, as a normalized percent.",
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
)
institution_ownership: float | None = Field(
default=None,
description="Percentage of shares held by institutions, as a normalized percent.",
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
)
institution_float_ownership: float | None = Field(
default=None,
description="Percentage of float held by institutions, as a normalized percent.",
json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
)
institutions_count: int | None = Field(
default=None,
description="Number of institutions holding shares.",
)
@field_validator(
"date", "short_interest_prev_date", mode="before", check_fields=False
)
@classmethod
def validate_first_trade_date(cls, v):
"""Convert dates from UTC timestamp."""
return datetime.fromtimestamp(v, timezone.utc).date() if v else None
class YFinanceShareStatisticsFetcher(
Fetcher[YFinanceShareStatisticsQueryParams, list[YFinanceShareStatisticsData]]
):
"""YFinance Share Statistics Fetcher."""
@staticmethod
def transform_query(params: dict[str, Any]) -> YFinanceShareStatisticsQueryParams:
"""Transform the query."""
return YFinanceShareStatisticsQueryParams(**params)
@staticmethod
async def aextract_data(
query: YFinanceShareStatisticsQueryParams,
credentials: dict[str, str] | None,
**kwargs: Any,
) -> list[dict]:
"""Extract the raw data from YFinance."""
# pylint: disable=import-outside-toplevel
import asyncio # noqa
from openbb_core.app.model.abstract.error import OpenBBError
from openbb_core.provider.utils.errors import EmptyDataError
from yfinance import Ticker
symbols = query.symbol.split(",")
results = []
fields = [
"symbol",
"sharesOutstanding",
"floatShares",
"impliedSharesOutstanding",
"sharesShort",
"sharesShortPriorMonth",
"sharesShortPreviousMonthDate",
"shortRatio",
"shortPercentOfFloat",
"dateShortInterest",
"heldPercentInsiders",
"heldPercentInstitutions",
"institutionsFloatPercentHeld",
"institutionsCount",
]
messages: list = []
async def get_one(symbol):
"""Get the data for one ticker symbol."""
result: dict = {}
ticker: dict = {}
try:
_ticker = await asyncio.to_thread(lambda: Ticker(symbol))
ticker = await asyncio.to_thread(lambda: _ticker.get_info())
major_holders = await asyncio.to_thread(
lambda: _ticker.get_major_holders(as_dict=True).get("Value")
)
if major_holders:
ticker.update(major_holders) # type: ignore
except Exception as e:
messages.append(
f"Error getting data for {symbol} -> {e.__class__.__name__}: {e}"
)
if ticker:
for field in fields:
if field in ticker:
result[field] = ticker.get(field, None)
if result and result.get("sharesOutstanding") is not None:
results.append(result)
tasks = [get_one(symbol) for symbol in symbols]
await asyncio.gather(*tasks)
if not results and messages:
raise OpenBBError("\n".join(messages))
if not results and not messages:
raise EmptyDataError("No data was returned for the given symbol(s).")
if results and messages:
for message in messages:
warn(message)
return results
@staticmethod
def transform_data(
query: YFinanceShareStatisticsQueryParams,
data: list[dict],
**kwargs: Any,
) -> list[YFinanceShareStatisticsData]:
"""Transform the data."""
return [YFinanceShareStatisticsData.model_validate(d) for d in data]

100
openbb_platform/providers/yfinance/openbb_yfinance/models/undervalued_growth_equities.py
View File

@@ -1,100 +0,0 @@
"""Yahoo Finance Asset Undervalued Growth Tech Equities Model."""
# pylint: disable=unused-argument
from typing import Any
from openbb_core.provider.abstract.fetcher import Fetcher
from openbb_core.provider.standard_models.equity_performance import (
EquityPerformanceQueryParams,
)
from openbb_yfinance.utils.references import YFPredefinedScreenerData
from pydantic import Field
class YFUndervaluedGrowthEquitiesQueryParams(EquityPerformanceQueryParams):
"""Yahoo Finance Undervalued Growth Stocks Query.
Source: https://finance.yahoo.com/screener/predefined/undervalued_growth_stocks
"""
limit: int | None = Field(
default=200,
description="Limit the number of results.",
)
class YFUndervaluedGrowthEquitiesData(YFPredefinedScreenerData):
"""Yahoo Finance Undervalued Growth Stocks Data."""
class YFUndervaluedGrowthEquitiesFetcher(
Fetcher[
YFUndervaluedGrowthEquitiesQueryParams, list[YFUndervaluedGrowthEquitiesData]
]
):
"""Yahoo Finance Undervalued Growth Stocks Fetcher."""
@staticmethod
def transform_query(
params: dict[str, Any],
) -> YFUndervaluedGrowthEquitiesQueryParams:
"""Transform query params."""
return YFUndervaluedGrowthEquitiesQueryParams(**params)
@staticmethod
async def aextract_data(
query: YFUndervaluedGrowthEquitiesQueryParams,
credentials: dict[str, str] | None,
**kwargs: Any,
) -> list[dict]:
"""Get data from YF."""
# pylint: disable=import-outside-toplevel
from openbb_yfinance.utils.helpers import get_custom_screener
body = {
"offset": 0,
"size": 250,
"sortField": "eodvolume",
"sortType": "desc",
"quoteType": "equity",
"query": {
"operator": "and",
"operands": [
{"operator": "gt", "operands": ["intradaymarketcap", 500000000]},
{
"operator": "or",
"operands": [
{"operator": "eq", "operands": ["exchange", "NMS"]},
{"operator": "eq", "operands": ["exchange", "NYQ"]},
],
},
{
"operator": "btwn",
"operands": ["peratio.lasttwelvemonths", 0, 20],
},
{"operator": "lt", "operands": ["pegratio_5y", 1]},
{"operator": "gte", "operands": ["epsgrowth.lasttwelvemonths", 25]},
],
},
"userId": "",
"userIdType": "guid",
}
return await get_custom_screener(body=body, limit=query.limit)
@staticmethod
def transform_data(
query: EquityPerformanceQueryParams,
data: list[dict],
**kwargs: Any,
) -> list[YFUndervaluedGrowthEquitiesData]:
"""Transform data."""
return [
YFUndervaluedGrowthEquitiesData.model_validate(d)
for d in sorted(
data,
key=lambda x: x["regularMarketChangePercent"],
reverse=query.sort == "desc",
)
]

96
openbb_platform/providers/yfinance/openbb_yfinance/models/undervalued_large_caps.py
View File

@@ -1,96 +0,0 @@
"""Yahoo Finance Asset Undervalued Large Caps Model."""
# pylint: disable=unused-argument
from typing import Any
from openbb_core.provider.abstract.fetcher import Fetcher
from openbb_core.provider.standard_models.equity_performance import (
EquityPerformanceQueryParams,
)
from openbb_yfinance.utils.references import YFPredefinedScreenerData
from pydantic import Field
class YFUndervaluedLargeCapsQueryParams(EquityPerformanceQueryParams):
"""Yahoo Finance Undervalued Large Caps Query.
Source: https://finance.yahoo.com/screener/predefined/undervalued_large_caps
"""
limit: int | None = Field(
default=200,
description="Limit the number of results.",
)
class YFUndervaluedLargeCapsData(YFPredefinedScreenerData):
"""Yahoo Finance Undervalued Large Caps Data."""
class YFUndervaluedLargeCapsFetcher(
Fetcher[YFUndervaluedLargeCapsQueryParams, list[YFUndervaluedLargeCapsData]]
):
"""Yahoo Finance Undervalued Large Caps Fetcher."""
@staticmethod
def transform_query(params: dict[str, Any]) -> YFUndervaluedLargeCapsQueryParams:
"""Transform query params."""
return YFUndervaluedLargeCapsQueryParams(**params)
@staticmethod
async def aextract_data(
query: YFUndervaluedLargeCapsQueryParams,
credentials: dict[str, str] | None,
**kwargs: Any,
) -> list[dict]:
"""Get data from YF."""
# pylint: disable=import-outside-toplevel
from openbb_yfinance.utils.helpers import get_custom_screener
body = {
"offset": 0,
"size": 250,
"sortField": "eodvolume",
"sortType": "desc",
"quoteType": "equity",
"query": {
"operator": "and",
"operands": [
{"operator": "gt", "operands": ["intradaymarketcap", 10000000000]},
{
"operator": "or",
"operands": [
{"operator": "eq", "operands": ["exchange", "NMS"]},
{"operator": "eq", "operands": ["exchange", "NYQ"]},
],
},
{
"operator": "btwn",
"operands": ["peratio.lasttwelvemonths", 0, 20],
},
{"operator": "lt", "operands": ["pegratio_5y", 1]},
{"operator": "gte", "operands": ["epsgrowth.lasttwelvemonths", 25]},
],
},
"userId": "",
"userIdType": "guid",
}
return await get_custom_screener(body=body, limit=query.limit)
@staticmethod
def transform_data(
query: EquityPerformanceQueryParams,
data: list[dict],
**kwargs: Any,
) -> list[YFUndervaluedLargeCapsData]:
"""Transform data."""
return [
YFUndervaluedLargeCapsData.model_validate(d)
for d in sorted(
data,
key=lambda x: x["regularMarketChangePercent"],
reverse=query.sort == "desc",
)
]

0
openbb_platform/providers/yfinance/openbb_yfinance/py.typed vendored
View File

1
openbb_platform/providers/yfinance/openbb_yfinance/utils/__init__.py
View File

@@ -1 +0,0 @@
"""Yahoo Finance utils directory."""

189
openbb_platform/providers/yfinance/openbb_yfinance/utils/futures.csv vendored
View File

@@ -1,189 +0,0 @@
Ticker,Description,Exchange,Category
YI,"1,000 oz Mini Silver Futures",NYB,metals
ALI,Aluminum Futures,CMX,metals
BLK,Block Cheese Futures,CME,agriculture
AW,Bloomberg Commodity Index Futures,CBT,index
BZ,Brent Crude Oil Last Day Finance Futures,NYM,hydrocarbon
BZT,Brent Crude Oil Last Day TAS Futures,NYM,hydrocarbon
CB,Cash-Settled Butter Futures,CME,agriculture
CSC,Cash-Settled Cheese Futures,CME,agriculture
GEO,CBL Global Emissions Offset Futures,NYM,hydrocarbon
ZW,Chicago SRW Wheat Futures,CBT,agriculture
ZWT,Chicago SRW Wheat TAS Futures,CBT,agriculture
DC,Class III Milk Futures,CME,agriculture
GDK,Class IV Milk Futures,CME,agriculture
HG0,Copper Spot TAS Futures,CMX,metals
HGT,Copper TAS Futures,CMX,metals
ZC,Corn Futures,CBT,agriculture
ZCT,Corn TAS Futures,CBT,agriculture
CLT,Crude Oil TAS Futures,NYM,hydrocarbon
DY,Dry Whey Futures,CME,agriculture
QC,E-mini Copper Futures,CMX,metals
QM,E-mini Crude Oil Futures,NYM,hydrocarbon
XAE,E-mini Energy Select Sector Futures,CME,index
QO,E-mini Gold Futures,CMX,metals
GC,CME Gold Futures,CMX,metals
SGU,Shanghai Gold (USD) Futures,CMX,metals
QG,E-mini Natural Gas Futures,NYM,hydrocarbon
QH,E-mini NY Harbor ULSD Futures,NYM,hydrocarbon
QU,E-mini RBOB Gasoline Futures,NYM,hydrocarbon
QI,E-mini Silver Futures,CMX,metals
GF,Feeder Cattle Futures,CME,agriculture
GFT,Feeder Cattle TAS Futures,CME,agriculture
GCT,Gold TAS Futures Futures,CMX,metals
KE,KC HRW Wheat Futures,CBT,agriculture
KET,KC HRW Wheat TAS Futures,CBT,agriculture
HE,Lean Hogs Futures,CME,agriculture
HET,Lean Hogs TAS Futures,CME,agriculture
LE,Live Cattle Futures,CME,agriculture
LET,Live Cattle TAS Futures,CME,agriculture
HG,Copper Futures,CMX,metals
MHG,E-mini Micro Copper Futures,CMX,metals
MGC,E-mini Micro Gold Futures,CMX,metals
SIL,E-mini Micro Silver Futures ,CMX,metals
MCL,Micro WTI Crude Oil Futures,NYM,hydrocarbon
YG,E-mini Gold Futures,NYB,metals
XK,Mini Soybean Futures,CBT,agriculture
XC,Mini Corn Futures,CBT,agriculture
XW,Mini Chicago SRW Wheat Futures,CBT,agriculture
GNF,Nonfat Dry Milk Futures,CME,agriculture
ZO,Oats Futures,CBT,agriculture
PRK,Pork Cutout Futures,CME,agriculture
RBT,RBOB Gasoline TAS Futures,NYM,hydrocarbon
ZR,Rough Rice Futures,CBT,agriculture
GD,S&P GSCI Commodity Index Futures,CME,index
SIT,Silver TAS Futures,CMX,metals
ZS,Soybean Futures,CBT,agriculture
ZM,Soybean Meal Futures,CBT,agriculture
ZMT,Soybean Meal TAS Futures,CBT,agriculture
ZL,Soybean Oil Futures,CBT,agriculture
ZLT,Soybean Oil TAS Futures,CBT,agriculture
SBT,Soybean TAS Futures,CBT,agriculture
ZN,10-Year T-Note Futures,CBT,bonds
N1U,10-Year USD MAC Swap Futures,CBT,bonds
TWE,20-Year U.S. Treasury Bond Futures,CBT,bonds
ZT,2-Year T-Note Futures,CBT,bonds
F1U,5-Year USD MAC Swap Futures,CBT,bonds
RX,Dow Jones Real Estate Index Futures,CBT,index
GE,Eurodollar Futures,CME,currency
GLB,One-Month Eurodollar Futures,CME,currency
ZF,Five-Year US Treasury Note Futures,CBT,bonds
10Y,Micro 10-Year Yield Futures,CBT,bonds
2YY,Micro 2-Year Yield Futures,CBT,bonds
30Y,Micro 30-Year Yield Futures,CBT,bonds
5YY,Micro 5-Year Yield Futures,CBT,bonds
SR1,One-Month SOFR Futures,CME,bonds
ZFT,TAS on 5-Year Treasury Note Futures,CBT,bonds
ZQ,Thirty-Day Fed Fund Futures,CBT,bonds
Z3N,Three Year Treasury Note Futures,CBT,bonds
SR3,Three-Month SOFR Futures,CME,bonds
ZB,U.S. Treasury Bond Futures,CBT,bonds
UB,Ultra U.S. Treasury Bond Futures,CBT,bonds
BTM,Bakkt BTC (USD) Monthly Futures,NYB,currency
BTC,Bitcoin Futures,CME,currency
ETH,Ether Futures,CME,currency
MBT,E-mini Micro Bitcoin Futures,CME,currency
MET,E-mini Micro Ether Futures,CME,currency
6A,Australian Dollar Futures,CME,currency
6L,Brazilian Real Futures,CME,currency
6B,British Pound Futures,CME,currency
PJY,British Pound/Japanese Yen Futures,CME,currency
PSF,British Pound/Swiss Franc Futures,CME,currency
6C,Canadian Dollar Futures,CME,currency
E7,E-mini Euro FX Futures,CME,currency
J7,E-mini Japanese Yen Futures,CME,currency
6E,Euro FX Futures,CME,currency
EAD,Euro/Australian Dollar Futures,CME,currency
RP,Euro/British Pound Futures,CME,currency
ECD,Euro/Canadian Dollar Futures,CME,currency
RY,Euro/Japanese Yen Futures,CME,currency
ENK,Euro/Norwegian Krone Futures,CME,currency
ESK,Euro/Swedish Krona Futures,CME,currency
RF,Euro/Swiss Franc Futures,CME,currency
SIR,Indian Rupee/USD Futures,CME,currency
6J,Japanese Yen Futures,CME,currency
KRW,Korean Won Futures,CME,currency
6M,Mexican Peso Futures,CME,currency
M6A,Micro AUD/USD Futures,CME,currency
MCD,Micro CAD/USD Futures,CME,currency
MSF,Micro CHF/USD Futures,CME,currency
M6E,Micro EUR/USD Futures,CME,currency
M6B,Micro GBP/USD Futures,CME,currency
MIR,Micro INR/USD Futures,CME,currency
M6C,Micro USD/CAD Futures,CME,currency
M6J,Micro USD/JPY Futures,CME,currency
6N,New Zealand Dollar Futures,CME,currency
NKD,Nikkei Index (USD) Futures,CME,index
NIY,Nikkei Index (YEN) Futures,CME,index
NOK,Norwegian Krone Futures,CME,currency
6R,Russian Ruble Futures,CME,currency
6Z,South African Rand Futures,CME,currency
SEK,Swedish Krona Futures,CME,currency
6S,Swiss Franc Futures,CME,currency
SJY,Swiss Franc/Japanese Yen Futures,CME,currency
TPY,Yen Denominated TOPIX Futures,CME,index
YMT,E-mini DJIA Index BTIC Futures,CBT,index
NQT,E-mini Nasdaq 100 BTIC Futures,CME,index
EST,E-mini S&P 500 BTIC Futures,CME,index
XAF,E-mini S&P 500 Financial Select Sector Index Futures,CME,index
RS1,E-mini Russell 1000 Index Futures,CME,index
RSG,E-mini Russell 1000 Growth Index Futures,CME,index
RSV,E-mini Russell 1000 Value Index Futures,CME,index
RTY,E-mini Russell 2000 Index Futures,CME,index
M2K,E-mini Micro Russell 2000 Index Futures,CME,index
ESG,E-mini S&P 500 ESG Index Futures,CME,index
EMT,E-mini S&P MidCap 400 Index BTIC Futures,CME,index
EMD,E-mini S&P MidCap 400 Index Futures,CME,index
MNQ,E-mini Micro Nasdaq 100 Index Futures,CME,index
MES,E-mini Micro S&P 500 Index Futures,CME,index
ES,E-Mini S&P 500 Index Futures,CME,index
FNG,ICE Micro FANG+ Index Futures,NYB,index
MMW,ICE MSCI ACWI NTR Index Futures,NYB,index
CHH,ICE MSCI China NTR Futures,NYB,index
MFS,ICE MSCI EAFE Index Futures,NYB,index
ASN,ICE MSCI EM Asia NTR Index Futures,NYB,index
LFM,ICE MSCI EM ESG Leaders NTR Index Futures,NYB,index
MML,ICE MSCI EM Latin America NTR Index Futures,NYB,index
MME,ICE MSCI Emerging Markets Index Futures,NYB,index
MIN,ICE MSCI India NTR Index Futures,NYB,index
USS,ICE MSCI USA GTR Index Futures,NYB,index
MWL,ICE MSCI World Index Futures,NYB,index
MWS,ICE MSCI World NTR Index Futures,NYB,index
VLQ,Nasdaq 100 Volatility Index Futures,CME,index
SDA,S&P 500 Annual Dividend Index Futures,CME,index
SED,SED (SOFR-Eurodollar) Spread Futures,CME,bonds
PL,Platinum Futures,NYM,metals
PA,Palladium Futures,NYM,metals
BUS,US Midwest Busheling Ferrous Futures,CMX,metals
AUP,Aluminum MW U.S. Transaction,CMX,metals
GLI,European Low Sulphur Gasoil Futures,NYM,hydrocarbon
DX,ICE U.S. Dollar Index Futures,NYB,index
FT5,E-mini FTSE China 50 Index Futures,CME,index
MMM,ICE MSCI Emerging Markets EMEA NTR Index Futures,NYB,index
MMN,ICE MSCI Emerging Markets NTR Index Futures,NYB,index
MLE,ICE MSCI Latin America Index Futures,NYB,index
YM,E-mini DJ $5 Index Futures,CBT,index
XAI,E-mini S&P 500 Industrial Select Sector Futures,CME,index
XAB,E-mini S&P 500 Materials Select Sector Futures,CME,index
XAK,E-mini S&P 500 Technology Select Sector Futures,CME,index
XAP,E-mini S&P 500 Consumer Staples Select Sector Futures,CME,index
XAR,E-mini S&P 500 Real Estate Select Sector Futures,CME,index
XAU,E-mini S&P 500 Utilities Select Sector Futures,CME,index
XAV,E-mini S&P 500 Health Care Select Sector Futures,CME,index
XAY,E-mini S&P 500 Consumer Discretionary Select Sector Futures,CME,index
XAZ,E-mini S&P 500 Communication Services Select Sector Futures,CME,index
BIO,E-mini Nasdaq Biotech Industry Futures,CME,index
NQ,CME Nasdaq 100 Index Futures,CME,index
NQQ,TACO on E-mini Nasdaq 100 Index Futures,CME,index
UFV,Urea (Granular) FOB US Gulf Futures,CBT,agriculture
CC,Cocoa Futures,NYB,agriculture
KC,Coffee Futures,NYB,agriculture
CT,Cotton Futures,NYB,agriculture
SF,Sugar No. 16 Futures,NYB,agriculture
SB,Sugar No. 11 Futures,NYB,agriculture
OJ,Orange Juice Futures,NYB,agriculture
NG,Natural Gas Futures,NYM,hydrocarbon
HO,Heating Oil Futures,NYM,hydrocarbon
RB,RBOB Gasoline Futures,NYM,hydrocarbon
CL,WTI Crude Oil Futures,NYM,hydrocarbon
TRM,ICE TRY/USD Futures,NYB,currency
1 Ticker Description Exchange Category
2 YI 1,000 oz Mini Silver Futures NYB metals
3 ALI Aluminum Futures CMX metals
4 BLK Block Cheese Futures CME agriculture
5 AW Bloomberg Commodity Index Futures CBT index
6 BZ Brent Crude Oil Last Day Finance Futures NYM hydrocarbon
7 BZT Brent Crude Oil Last Day TAS Futures NYM hydrocarbon
8 CB Cash-Settled Butter Futures CME agriculture
9 CSC Cash-Settled Cheese Futures CME agriculture
10 GEO CBL Global Emissions Offset Futures NYM hydrocarbon
11 ZW Chicago SRW Wheat Futures CBT agriculture
12 ZWT Chicago SRW Wheat TAS Futures CBT agriculture
13 DC Class III Milk Futures CME agriculture
14 GDK Class IV Milk Futures CME agriculture
15 HG0 Copper Spot TAS Futures CMX metals
16 HGT Copper TAS Futures CMX metals
17 ZC Corn Futures CBT agriculture
18 ZCT Corn TAS Futures CBT agriculture
19 CLT Crude Oil TAS Futures NYM hydrocarbon
20 DY Dry Whey Futures CME agriculture
21 QC E-mini Copper Futures CMX metals
22 QM E-mini Crude Oil Futures NYM hydrocarbon
23 XAE E-mini Energy Select Sector Futures CME index
24 QO E-mini Gold Futures CMX metals
25 GC CME Gold Futures CMX metals
26 SGU Shanghai Gold (USD) Futures CMX metals
27 QG E-mini Natural Gas Futures NYM hydrocarbon
28 QH E-mini NY Harbor ULSD Futures NYM hydrocarbon
29 QU E-mini RBOB Gasoline Futures NYM hydrocarbon
30 QI E-mini Silver Futures CMX metals
31 GF Feeder Cattle Futures CME agriculture
32 GFT Feeder Cattle TAS Futures CME agriculture
33 GCT Gold TAS Futures Futures CMX metals
34 KE KC HRW Wheat Futures CBT agriculture
35 KET KC HRW Wheat TAS Futures CBT agriculture
36 HE Lean Hogs Futures CME agriculture
37 HET Lean Hogs TAS Futures CME agriculture
38 LE Live Cattle Futures CME agriculture
39 LET Live Cattle TAS Futures CME agriculture
40 HG Copper Futures CMX metals
41 MHG E-mini Micro Copper Futures CMX metals
42 MGC E-mini Micro Gold Futures CMX metals
43 SIL E-mini Micro Silver Futures CMX metals
44 MCL Micro WTI Crude Oil Futures NYM hydrocarbon
45 YG E-mini Gold Futures NYB metals
46 XK Mini Soybean Futures CBT agriculture
47 XC Mini Corn Futures CBT agriculture
48 XW Mini Chicago SRW Wheat Futures CBT agriculture
49 GNF Nonfat Dry Milk Futures CME agriculture
50 ZO Oats Futures CBT agriculture
51 PRK Pork Cutout Futures CME agriculture
52 RBT RBOB Gasoline TAS Futures NYM hydrocarbon
53 ZR Rough Rice Futures CBT agriculture
54 GD S&P GSCI Commodity Index Futures CME index
55 SIT Silver TAS Futures CMX metals
56 ZS Soybean Futures CBT agriculture
57 ZM Soybean Meal Futures CBT agriculture
58 ZMT Soybean Meal TAS Futures CBT agriculture
59 ZL Soybean Oil Futures CBT agriculture
60 ZLT Soybean Oil TAS Futures CBT agriculture
61 SBT Soybean TAS Futures CBT agriculture
62 ZN 10-Year T-Note Futures CBT bonds
63 N1U 10-Year USD MAC Swap Futures CBT bonds
64 TWE 20-Year U.S. Treasury Bond Futures CBT bonds
65 ZT 2-Year T-Note Futures CBT bonds
66 F1U 5-Year USD MAC Swap Futures CBT bonds
67 RX Dow Jones Real Estate Index Futures CBT index
68 GE Eurodollar Futures CME currency
69 GLB One-Month Eurodollar Futures CME currency
70 ZF Five-Year US Treasury Note Futures CBT bonds
71 10Y Micro 10-Year Yield Futures CBT bonds
72 2YY Micro 2-Year Yield Futures CBT bonds
73 30Y Micro 30-Year Yield Futures CBT bonds
74 5YY Micro 5-Year Yield Futures CBT bonds
75 SR1 One-Month SOFR Futures CME bonds
76 ZFT TAS on 5-Year Treasury Note Futures CBT bonds
77 ZQ Thirty-Day Fed Fund Futures CBT bonds
78 Z3N Three Year Treasury Note Futures CBT bonds
79 SR3 Three-Month SOFR Futures CME bonds
80 ZB U.S. Treasury Bond Futures CBT bonds
81 UB Ultra U.S. Treasury Bond Futures CBT bonds
82 BTM Bakkt BTC (USD) Monthly Futures NYB currency
83 BTC Bitcoin Futures CME currency
84 ETH Ether Futures CME currency
85 MBT E-mini Micro Bitcoin Futures CME currency
86 MET E-mini Micro Ether Futures CME currency
87 6A Australian Dollar Futures CME currency
88 6L Brazilian Real Futures CME currency
89 6B British Pound Futures CME currency
90 PJY British Pound/Japanese Yen Futures CME currency
91 PSF British Pound/Swiss Franc Futures CME currency
92 6C Canadian Dollar Futures CME currency
93 E7 E-mini Euro FX Futures CME currency
94 J7 E-mini Japanese Yen Futures CME currency
95 6E Euro FX Futures CME currency
96 EAD Euro/Australian Dollar Futures CME currency
97 RP Euro/British Pound Futures CME currency
98 ECD Euro/Canadian Dollar Futures CME currency
99 RY Euro/Japanese Yen Futures CME currency
100 ENK Euro/Norwegian Krone Futures CME currency
101 ESK Euro/Swedish Krona Futures CME currency
102 RF Euro/Swiss Franc Futures CME currency
103 SIR Indian Rupee/USD Futures CME currency
104 6J Japanese Yen Futures CME currency
105 KRW Korean Won Futures CME currency
106 6M Mexican Peso Futures CME currency
107 M6A Micro AUD/USD Futures CME currency
108 MCD Micro CAD/USD Futures CME currency
109 MSF Micro CHF/USD Futures CME currency
110 M6E Micro EUR/USD Futures CME currency
111 M6B Micro GBP/USD Futures CME currency
112 MIR Micro INR/USD Futures CME currency
113 M6C Micro USD/CAD Futures CME currency
114 M6J Micro USD/JPY Futures CME currency
115 6N New Zealand Dollar Futures CME currency
116 NKD Nikkei Index (USD) Futures CME index
117 NIY Nikkei Index (YEN) Futures CME index
118 NOK Norwegian Krone Futures CME currency
119 6R Russian Ruble Futures CME currency
120 6Z South African Rand Futures CME currency
121 SEK Swedish Krona Futures CME currency
122 6S Swiss Franc Futures CME currency
123 SJY Swiss Franc/Japanese Yen Futures CME currency
124 TPY Yen Denominated TOPIX Futures CME index
125 YMT E-mini DJIA Index BTIC Futures CBT index
126 NQT E-mini Nasdaq 100 BTIC Futures CME index
127 EST E-mini S&P 500 BTIC Futures CME index
128 XAF E-mini S&P 500 Financial Select Sector Index Futures CME index
129 RS1 E-mini Russell 1000 Index Futures CME index
130 RSG E-mini Russell 1000 Growth Index Futures CME index
131 RSV E-mini Russell 1000 Value Index Futures CME index
132 RTY E-mini Russell 2000 Index Futures CME index
133 M2K E-mini Micro Russell 2000 Index Futures CME index
134 ESG E-mini S&P 500 ESG Index Futures CME index
135 EMT E-mini S&P MidCap 400 Index BTIC Futures CME index
136 EMD E-mini S&P MidCap 400 Index Futures CME index
137 MNQ E-mini Micro Nasdaq 100 Index Futures CME index
138 MES E-mini Micro S&P 500 Index Futures CME index
139 ES E-Mini S&P 500 Index Futures CME index
140 FNG ICE Micro FANG+ Index Futures NYB index
141 MMW ICE MSCI ACWI NTR Index Futures NYB index
142 CHH ICE MSCI China NTR Futures NYB index
143 MFS ICE MSCI EAFE Index Futures NYB index
144 ASN ICE MSCI EM Asia NTR Index Futures NYB index
145 LFM ICE MSCI EM ESG Leaders NTR Index Futures NYB index
146 MML ICE MSCI EM Latin America NTR Index Futures NYB index
147 MME ICE MSCI Emerging Markets Index Futures NYB index
148 MIN ICE MSCI India NTR Index Futures NYB index
149 USS ICE MSCI USA GTR Index Futures NYB index
150 MWL ICE MSCI World Index Futures NYB index
151 MWS ICE MSCI World NTR Index Futures NYB index
152 VLQ Nasdaq 100 Volatility Index Futures CME index
153 SDA S&P 500 Annual Dividend Index Futures CME index
154 SED SED (SOFR-Eurodollar) Spread Futures CME bonds
155 PL Platinum Futures NYM metals
156 PA Palladium Futures NYM metals
157 BUS US Midwest Busheling Ferrous Futures CMX metals
158 AUP Aluminum MW U.S. Transaction CMX metals
159 GLI European Low Sulphur Gasoil Futures NYM hydrocarbon
160 DX ICE U.S. Dollar Index Futures NYB index
161 FT5 E-mini FTSE China 50 Index Futures CME index
162 MMM ICE MSCI Emerging Markets EMEA NTR Index Futures NYB index
163 MMN ICE MSCI Emerging Markets NTR Index Futures NYB index
164 MLE ICE MSCI Latin America Index Futures NYB index
165 YM E-mini DJ $5 Index Futures CBT index
166 XAI E-mini S&P 500 Industrial Select Sector Futures CME index
167 XAB E-mini S&P 500 Materials Select Sector Futures CME index
168 XAK E-mini S&P 500 Technology Select Sector Futures CME index
169 XAP E-mini S&P 500 Consumer Staples Select Sector Futures CME index
170 XAR E-mini S&P 500 Real Estate Select Sector Futures CME index
171 XAU E-mini S&P 500 Utilities Select Sector Futures CME index
172 XAV E-mini S&P 500 Health Care Select Sector Futures CME index
173 XAY E-mini S&P 500 Consumer Discretionary Select Sector Futures CME index
174 XAZ E-mini S&P 500 Communication Services Select Sector Futures CME index
175 BIO E-mini Nasdaq Biotech Industry Futures CME index
176 NQ CME Nasdaq 100 Index Futures CME index
177 NQQ TACO on E-mini Nasdaq 100 Index Futures CME index
178 UFV Urea (Granular) FOB US Gulf Futures CBT agriculture
179 CC Cocoa Futures NYB agriculture
180 KC Coffee Futures NYB agriculture
181 CT Cotton Futures NYB agriculture
182 SF Sugar No. 16 Futures NYB agriculture
183 SB Sugar No. 11 Futures NYB agriculture
184 OJ Orange Juice Futures NYB agriculture
185 NG Natural Gas Futures NYM hydrocarbon
186 HO Heating Oil Futures NYM hydrocarbon
187 RB RBOB Gasoline Futures NYM hydrocarbon
188 CL WTI Crude Oil Futures NYM hydrocarbon
189 TRM ICE TRY/USD Futures NYB currency

627
openbb_platform/providers/yfinance/openbb_yfinance/utils/helpers.py
View File

@@ -1,627 +0,0 @@
"""Yahoo Finance helpers module."""
# pylint: disable=unused-argument,too-many-arguments,too-many-branches,too-many-locals,too-many-statements
from typing import TYPE_CHECKING, Any, Literal, Union
from openbb_core.provider.utils.errors import EmptyDataError
from openbb_yfinance.utils.references import INTERVALS, MONTHS, PERIODS
if TYPE_CHECKING:
from datetime import date # noqa
from pandas import DataFrame
MONTH_MAP = {
"F": "01",
"G": "02",
"H": "03",
"J": "04",
"K": "05",
"M": "06",
"N": "07",
"Q": "08",
"U": "09",
"V": "10",
"X": "11",
"Z": "12",
}
PREDEFINED_SCREENERS = [
"aggressive_small_caps",
"day_gainers",
"day_losers",
"growth_technology_stocks",
"most_actives",
"most_shorted_stocks",
"small_cap_gainers",
"undervalued_growth_stocks",
"undervalued_large_caps",
"conservative_foreign_funds",
"high_yield_bond",
"portfolio_anchors",
"solid_large_growth_funds",
"solid_midcap_growth_funds",
"top_mutual_funds",
]
SCREENER_FIELDS = [
"symbol",
"shortName",
"regularMarketPrice",
"regularMarketChange",
"regularMarketChangePercent",
"regularMarketVolume",
"regularMarketOpen",
"regularMarketDayHigh",
"regularMarketDayLow",
"regularMarketPreviousClose",
"fiftyDayAverage",
"twoHundredDayAverage",
"fiftyTwoWeekHigh",
"fiftyTwoWeekLow",
"marketCap",
"sharesOutstanding",
"epsTrailingTwelveMonths",
"forwardPE",
"epsForward",
"bookValue",
"priceToBook",
"trailingAnnualDividendYield",
"currency",
"exchange",
"exchangeTimezoneName",
"earnings_date",
]
async def get_custom_screener(
body: dict[str, Any],
limit: int | None = None,
region: str = "US",
):
"""Get a custom screener."""
# pylint: disable=import-outside-toplevel
from openbb_core.provider.utils.helpers import ( # noqa
safe_fromtimestamp,
)
from pytz import timezone
from yfinance.data import YfData
params_dict = {
"corsDomain": "finance.yahoo.com",
"formatted": "false",
"lang": "en-US",
"region": region,
}
_data = YfData()
results: list = []
body = body.copy()
response = _data.post(
"https://query2.finance.yahoo.com/v1/finance/screener",
body=body,
params=params_dict,
)
response.raise_for_status()
res = response.json()["finance"]["result"][0]
if not res.get("quotes"):
raise EmptyDataError("No data found for the predefined screener.")
results.extend(res["quotes"])
total_results = res["total"]
while len(results) < total_results:
if limit is not None and len(results) >= limit:
break
offset = len(results)
body["offset"] = offset
response = _data.post(
"https://query2.finance.yahoo.com/v1/finance/screener",
body=body,
params=params_dict,
)
if not res:
break
res = response.json()["finance"]["result"][0]
results.extend(res.get("quotes", []))
output: list = []
for item in results:
tz = item["exchangeTimezoneName"]
earnings_date = (
safe_fromtimestamp(item["earningsTimestamp"], timezone(tz)).strftime("%Y-%m-%d %H:%M:%S%z") # type: ignore
if item.get("earningsTimestamp")
else None
)
item["earnings_date"] = earnings_date
result = {k: item.get(k, None) for k in SCREENER_FIELDS}
if result.get("regularMarketChange") and result.get("regularMarketVolume"):
output.append(result)
return output[:limit] if limit is not None else output
async def get_defined_screener(
name: str | None = None,
body: dict[str, Any] | None = None,
limit: int | None = None,
):
"""Get a predefined screener."""
# pylint: disable=import-outside-toplevel
import yfinance as yf # noqa
from openbb_core.provider.utils.helpers import (
safe_fromtimestamp,
)
from pytz import timezone
if name and name not in PREDEFINED_SCREENERS:
raise ValueError(
f"Invalid predefined screener name: {name}\n Valid names: {PREDEFINED_SCREENERS}"
)
results: list = []
offset = 0
response = yf.screen(
name, # type: ignore
size=250,
offset=offset,
)
if not response.get("quotes"):
raise EmptyDataError("No data found for the predefined screener.")
total_results = response["total"]
results.extend(response["quotes"])
while len(results) < total_results:
if limit is not None and len(results) >= limit:
break
offset = len(results)
res = yf.screen(
name, # type: ignore
size=250,
offset=offset,
)
if not res:
break
results.extend(res.get("quotes", []))
output: list = []
symbols: set = set()
for item in results:
sym = item.get("symbol")
if not sym or sym in symbols:
continue
symbols.add(sym)
tz = item["exchangeTimezoneName"]
earnings_date = (
safe_fromtimestamp(item["earningsTimestamp"], timezone(tz)).strftime("%Y-%m-%d %H:%M:%S%z") # type: ignore
if item.get("earningsTimestamp")
else None
)
item["earnings_date"] = earnings_date
result = {k: item.get(k, None) for k in SCREENER_FIELDS}
if result.get("regularMarketChange") and result.get("regularMarketVolume"):
output.append(result)
if not output:
raise EmptyDataError("No data found for the predefined screener.")
return output[:limit] if limit is not None else output
def get_expiration_month(symbol: str) -> str:
"""Get the expiration month for a given symbol."""
month = symbol.split(".")[0][-3]
year = "20" + symbol.split(".")[0][-2:]
return f"{year}-{MONTH_MAP[month]}"
def get_futures_data() -> "DataFrame":
"""Return the dataframe of the futures csv file."""
# pylint: disable=import-outside-toplevel
from pathlib import Path # noqa
from pandas import read_csv # noqa
return read_csv(Path(__file__).resolve().parent / "futures.csv")
def get_futures_symbols(symbol: str) -> list:
"""Get the list of futures symbols from the continuation symbol."""
# pylint: disable=import-outside-toplevel
from yfinance.data import YfData
_symbol = symbol.upper() + "%3DF"
URL = f"https://query2.finance.yahoo.com/v10/finance/quoteSummary/{_symbol}"
params = {"modules": "futuresChain"}
response: dict = YfData().get_raw_json(url=URL, params=params)
futures_symbols: list = []
if "quoteSummary" in response:
result = response["quoteSummary"].get("result", [])
if not result:
raise ValueError(f"No futures chain found for, {symbol}")
futures = result[0].get("futuresChain", {})
if futures:
futures_symbols = futures.get("futures", [])
return futures_symbols
async def get_futures_quotes(symbols: list) -> "DataFrame":
"""Get the current futures quotes for a list of symbols."""
# pylint: disable=import-outside-toplevel
import os # noqa
from contextlib import (
contextmanager,
redirect_stderr,
redirect_stdout,
suppress,
) # noqa
from aiohttp import ClientError # noqa
from openbb_yfinance.models.equity_quote import YFinanceEquityQuoteFetcher # noqa
from pandas import DataFrame # noqa
@contextmanager
def suppress_all_output():
with open(os.devnull, "w") as devnull, redirect_stdout(
devnull
), redirect_stderr(devnull):
yield
with suppress_all_output(), suppress(ClientError):
fetcher = YFinanceEquityQuoteFetcher()
data = await fetcher.fetch_data(
params={"symbol": ",".join(symbols)}, credentials={}
)
df = DataFrame([d.model_dump() for d in data]) # type: ignore
prices = df[["symbol", "bid", "ask", "prev_close"]].copy()
prices["price"] = round((prices.ask + prices.bid) / 2, 2)
prices["price"] = prices.price.fillna(prices.prev_close)
prices["expiration"] = [get_expiration_month(symbol) for symbol in prices.symbol]
return prices[["expiration", "price"]] # type: ignore
async def get_historical_futures_prices(
symbols: list, start_date: "date", end_date: "date"
):
"""Get historical futures prices for the list of symbols."""
# pylint: disable=import-outside-toplevel
from openbb_yfinance.models.equity_historical import ( # noqa
YFinanceEquityHistoricalFetcher,
)
fetcher = YFinanceEquityHistoricalFetcher()
return await fetcher.fetch_data(
params={
"symbol": ",".join(symbols),
"start_date": start_date,
"end_date": end_date,
},
credentials={},
)
async def get_futures_curve( # pylint: disable=too-many-return-statements
symbol: str, date: str | list | None = None
) -> "DataFrame":
"""Get the futures curve for a given symbol.
Parameters
----------
symbol: str
Symbol to get futures for
date: Optional[str]
Optional historical date to get curve for
Returns
-------
DataFrame
DataFrame with futures curve
"""
# pylint: disable=import-outside-toplevel
from datetime import date as dateType, datetime # noqa
from dateutil.relativedelta import relativedelta # noqa
from pandas import Categorical, DataFrame, DatetimeIndex, to_datetime # noqa
futures_symbols = get_futures_symbols(symbol)
today = datetime.today().date()
dates: list = []
if date:
if isinstance(date, dateType):
date = date.strftime("%Y-%m-%d")
if isinstance(date, list) and isinstance(date[0], dateType):
date = [d.strftime("%Y-%m-%d") for d in date]
dates = date.split(",") if isinstance(date, str) else date
dates = sorted([to_datetime(d).date() for d in dates])
if futures_symbols and (not date or len(dates) == 1 and dates[0] >= today):
futures_quotes = await get_futures_quotes(futures_symbols)
return futures_quotes
if dates and futures_symbols:
historical_futures_prices = await get_historical_futures_prices(
futures_symbols, dates[0], dates[-1]
)
df = DataFrame([d.model_dump() for d in historical_futures_prices]) # type: ignore
df = df.set_index("date").sort_index()
df.index = df.index.astype(str)
df.index = DatetimeIndex(df.index)
dates_list = DatetimeIndex(dates)
symbols = df.symbol.unique().tolist()
expiration_dict = {symbol: get_expiration_month(symbol) for symbol in symbols}
df = df.reset_index().pivot(columns="symbol", values="close", index="date").copy() # type: ignore
df = df.rename(columns=expiration_dict)
df.columns.name = "expiration"
# Find the nearest date in the DataFrame to each date in dates_list
nearest_dates = [df.index.asof(date) for date in dates_list]
# Filter for only the nearest dates
df = df[df.index.isin(nearest_dates)]
df = df.fillna("N/A").replace("N/A", None)
# Flatten the DataFrame
flattened_data = df.reset_index().melt(
id_vars="date", var_name="expiration", value_name="price"
)
flattened_data = flattened_data.sort_values("date")
flattened_data["expiration"] = Categorical(
flattened_data["expiration"],
categories=sorted(list(expiration_dict.values())),
ordered=True,
)
flattened_data = flattened_data.sort_values(
by=["date", "expiration"]
).reset_index(drop=True)
flattened_data["date"] = flattened_data["date"].dt.strftime("%Y-%m-%d")
return flattened_data
if not futures_symbols:
# pylint: disable=import-outside-toplevel
import os # noqa
from contextlib import contextmanager, redirect_stderr, redirect_stdout # noqa
futures_data = get_futures_data()
try:
exchange = futures_data[futures_data["Ticker"] == symbol]["Exchange"].values[0] # type: ignore
except IndexError as exc:
raise ValueError(f"Symbol {symbol} was not found.") from exc
futures_index: list = []
futures_curve: list = []
futures_date: list = []
historical_curve: list = []
if dates:
dates = [d.strftime("%Y-%m-%d") for d in dates]
dates_list = DatetimeIndex(dates)
i = 0
empty_count = 0
@contextmanager
def suppress_all_output():
with open(os.devnull, "w") as devnull, redirect_stdout(
devnull
), redirect_stderr(devnull):
yield
with suppress_all_output():
while empty_count < 12:
future = today + relativedelta(months=i)
future_symbol = (
f"{symbol}{MONTHS[future.month]}{str(future.year)[-2:]}.{exchange}"
)
data = yf_download(future_symbol)
if data.empty:
empty_count += 1
else:
empty_count = 0
if dates:
data = data.set_index("date").sort_index()
data.index = DatetimeIndex(data.index)
nearest_dates = [data.index.asof(date) for date in dates_list]
data = data[data.index.isin(nearest_dates)]
data.index = data.index.strftime("%Y-%m-%d") # type: ignore
for dt in dates:
try:
historical_curve.append(data.loc[dt, "close"])
futures_date.append(dt)
futures_index.append(future.strftime("%Y-%m"))
except KeyError:
historical_curve.append(None)
else:
futures_index.append(future.strftime("%Y-%m"))
futures_curve.append(
data.query("close.notnull()")["close"].values[-1]
)
i += 1
if not futures_index:
raise EmptyDataError()
if historical_curve:
df = DataFrame(
{
"date": futures_date,
"price": historical_curve,
"expiration": futures_index,
}
)
df["expiration"] = Categorical(
df["expiration"],
categories=sorted(list(set(futures_index))),
ordered=True,
)
df = df.sort_values(by=["date", "expiration"]).reset_index(drop=True)
if len(df.date.unique()) == 1:
df = df.drop(columns=["date"])
return df
return DataFrame({"price": futures_curve, "expiration": futures_index})
def yf_download( # pylint: disable=too-many-positional-arguments
symbol: str,
start_date: Union[str, "date"] | None = None,
end_date: Union[str, "date"] | None = None,
interval: INTERVALS = "1d",
period: PERIODS | None = None,
prepost: bool = False,
actions: bool = False,
progress: bool = False,
ignore_tz: bool = True,
keepna: bool = False,
repair: bool = False,
rounding: bool = False,
group_by: Literal["ticker", "column"] = "ticker",
adjusted: bool = False,
**kwargs: Any,
) -> "DataFrame":
"""Get yFinance OHLC data for any ticker and interval available."""
# pylint: disable=import-outside-toplevel
from datetime import datetime, timedelta # noqa
from pandas import DataFrame, concat, to_datetime
import yfinance as yf
symbol = symbol.upper()
_start_date = start_date
intraday = False
if interval in ["60m", "1h"]:
period = "2y" if period in ["5y", "10y", "max"] else period
_start_date = None
intraday = True
if interval in ["2m", "5m", "15m", "30m", "90m"]:
_start_date = (datetime.now().date() - timedelta(days=58)).strftime("%Y-%m-%d")
intraday = True
if interval == "1m":
period = "5d"
_start_date = None
intraday = True
if adjusted is False:
kwargs.update(dict(auto_adjust=False, back_adjust=False, period=period))
# Note: Proxy support via kwargs["proxy"] is preserved if provided.
# yfinance>=0.2.66 manages its own curl_cffi sessions internally.
# If a session was passed in kwargs, extract proxy info before removing it.
session = kwargs.pop("session", None)
if session and hasattr(session, "proxies") and session.proxies:
kwargs["proxy"] = session.proxies
try:
data = yf.download(
tickers=symbol,
start=_start_date,
end=None,
interval=interval,
prepost=prepost,
actions=actions,
progress=progress,
ignore_tz=ignore_tz,
keepna=keepna,
repair=repair,
rounding=rounding,
group_by=group_by,
threads=False,
**kwargs,
)
if hasattr(data.index, "tz") and data.index.tz is not None: # type: ignore
data = data.tz_convert(None) # type: ignore
except ValueError as exc:
raise EmptyDataError() from exc
tickers = symbol.split(",")
if len(tickers) == 1:
if hasattr(data.columns, "levels"):
try:
if symbol in data.columns.get_level_values(0):
data = data[symbol] # type: ignore
elif symbol in data.columns.get_level_values(1):
data = data.xs(symbol, level=1, axis=1) # type: ignore
except (KeyError, IndexError):
pass
elif len(tickers) > 1:
_data = DataFrame()
for ticker in tickers:
temp = data[ticker].copy().dropna(how="all") # type: ignore
if len(temp) > 0:
temp["symbol"] = ticker
temp = temp.reset_index().rename(
columns={"Date": "date", "Datetime": "date", "index": "date"}
)
_data = concat([_data, temp])
if not _data.empty:
index_keys = ["date", "symbol"] if "symbol" in _data.columns else "date"
_data = _data.set_index(index_keys).sort_index()
data = _data
if data.empty: # type: ignore
raise EmptyDataError()
if hasattr(data.columns, "levels") and len(data.columns.names) > 1:
data.columns = [col[0] if isinstance(col, tuple) else col for col in data.columns] # type: ignore
data = data.reset_index() # type: ignore
data = data.rename(columns={"Date": "date", "Datetime": "date", "index": "date"})
data["date"] = data["date"].apply(to_datetime)
data = data[data["Open"] > 0]
if start_date is not None:
data = data[data["date"] >= to_datetime(start_date)] # type: ignore
if (
end_date is not None and start_date is not None and to_datetime(end_date) > to_datetime(start_date) # type: ignore
):
data = data[
data["date"] <= (to_datetime(end_date) + timedelta(days=1 if intraday is True else 0)) # type: ignore
]
if intraday is True:
data["date"] = data["date"].dt.strftime("%Y-%m-%d %H:%M:%S") # type: ignore
else:
data["date"] = data["date"].dt.strftime("%Y-%m-%d") # type: ignore
if adjusted is False:
data = data.drop(columns=["Adj Close"]) # type: ignore
data.columns = data.columns.str.lower().str.replace(" ", "_").to_list() # type: ignore
# Remove columns with no information.
for col in ["dividends", "capital_gains", "stock_splits"]:
if col in data.columns and data[col].sum() == 0:
data = data.drop(columns=[col])
return data # type: ignore
def df_transform_numbers(data: "DataFrame", columns: list) -> "DataFrame":
"""Replace abbreviations of numbers with actual numbers."""
multipliers = {"M": 1e6, "B": 1e9, "T": 1e12}
def replace_suffix(x, suffix, multiplier):
return float(str(x).replace(suffix, "")) * multiplier if suffix in str(x) else x
for col in columns:
if col == "% Change":
data[col] = data[col].astype(str).str.replace("%", "").astype(float) / 100
else:
for suffix, multiplier in multipliers.items():
data[col] = data[col].apply(replace_suffix, args=(suffix, multiplier))
return data

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openbb_platform/providers/yfinance/openbb_yfinance/utils/references.py
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openbb_platform/providers/yfinance/poetry.lock generated vendored
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openbb_platform/providers/yfinance/pyproject.toml vendored
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@@ -1,20 +0,0 @@
[tool.poetry]
name = "openbb-yfinance"
version = "1.6.3"
description = "yfinance extension for OpenBB"
authors = ["OpenBB Team <hello@openbb.co>"]
license = "AGPL-3.0-only"
readme = "README.md"
packages = [{ include = "openbb_yfinance" }]
[tool.poetry.dependencies]
python = ">=3.10,<4"
yfinance = "^1.4.0"
openbb-core = "^1.6.10"
[build-system]
requires = ["poetry-core"]
build-backend = "poetry.core.masonry.api"
[tool.poetry.plugins."openbb_provider_extension"]
yfinance = "openbb_yfinance:yfinance_provider"

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"""YFinance tests."""

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method: GET
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date: Tue, 23 Dec 2025 01:44:14 GMT
referrer-policy: no-referrer-when-downgrade
server: ATS
strict-transport-security: max-age=31536000
vary: Origin,Accept-Encoding
x-content-type-options: nosniff
x-envoy-decorator-operation: MOCK_OPERATION
x-envoy-upstream-service-time: '120'
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x-xss-protection: 1; mode=block
y-rid: MOCK_RID
status:
code: 200
message: ''
source_type: curl_cffi_sync

710
openbb_platform/providers/yfinance/tests/record/curl/test_yfinance_fetchers/test_y_finance_cash_flow_statement_fetcher_curl.yaml vendored
View File

@@ -1,710 +0,0 @@
interactions:
- request:
body: null
headers: {}
method: GET
uri: https://query2.finance.yahoo.com/ws/fundamentals-timeseries/v1/finance/timeseries/AAPL?symbol=AAPL&type=annualForeignSales%2CannualDomesticSales%2CannualAdjustedGeographySegmentData%2CannualFreeCashFlow%2CannualRepurchaseOfCapitalStock%2CannualRepaymentOfDebt%2CannualIssuanceOfDebt%2CannualIssuanceOfCapitalStock%2CannualCapitalExpenditure%2CannualInterestPaidSupplementalData%2CannualIncomeTaxPaidSupplementalData%2CannualEndCashPosition%2CannualOtherCashAdjustmentOutsideChangeinCash%2CannualBeginningCashPosition%2CannualEffectOfExchangeRateChanges%2CannualChangesInCash%2CannualOtherCashAdjustmentInsideChangeinCash%2CannualCashFlowFromDiscontinuedOperation%2CannualFinancingCashFlow%2CannualCashFromDiscontinuedFinancingActivities%2CannualCashFlowFromContinuingFinancingActivities%2CannualNetOtherFinancingCharges%2CannualInterestPaidCFF%2CannualProceedsFromStockOptionExercised%2CannualCashDividendsPaid%2CannualPreferredStockDividendPaid%2CannualCommonStockDividendPaid%2CannualNetPreferredStockIssuance%2CannualPreferredStockPayments%2CannualPreferredStockIssuance%2CannualNetCommonStockIssuance%2CannualCommonStockPayments%2CannualCommonStockIssuance%2CannualNetIssuancePaymentsOfDebt%2CannualNetShortTermDebtIssuance%2CannualShortTermDebtPayments%2CannualShortTermDebtIssuance%2CannualNetLongTermDebtIssuance%2CannualLongTermDebtPayments%2CannualLongTermDebtIssuance%2CannualInvestingCashFlow%2CannualCashFromDiscontinuedInvestingActivities%2CannualCashFlowFromContinuingInvestingActivities%2CannualNetOtherInvestingChanges%2CannualInterestReceivedCFI%2CannualDividendsReceivedCFI%2CannualNetInvestmentPurchaseAndSale%2CannualSaleOfInvestment%2CannualPurchaseOfInvestment%2CannualNetInvestmentPropertiesPurchaseAndSale%2CannualSaleOfInvestmentProperties%2CannualPurchaseOfInvestmentProperties%2CannualNetBusinessPurchaseAndSale%2CannualSaleOfBusiness%2CannualPurchaseOfBusiness%2CannualNetIntangiblesPurchaseAndSale%2CannualSaleOfIntangibles%2CannualPurchaseOfIntangibles%2CannualNetPPEPurchaseAndSale%2CannualSaleOfPPE%2CannualPurchaseOfPPE%2CannualCapitalExpenditureReported%2CannualOperatingCashFlow%2CannualCashFromDiscontinuedOperatingActivities%2CannualCashFlowFromContinuingOperatingActivities%2CannualTaxesRefundPaid%2CannualInterestReceivedCFO%2CannualInterestPaidCFO%2CannualDividendReceivedCFO%2CannualDividendPaidCFO%2CannualChangeInWorkingCapital%2CannualChangeInOtherWorkingCapital%2CannualChangeInOtherCurrentLiabilities%2CannualChangeInOtherCurrentAssets%2CannualChangeInPayablesAndAccruedExpense%2CannualChangeInAccruedExpense%2CannualChangeInInterestPayable%2CannualChangeInPayable%2CannualChangeInDividendPayable%2CannualChangeInAccountPayable%2CannualChangeInTaxPayable%2CannualChangeInIncomeTaxPayable%2CannualChangeInPrepaidAssets%2CannualChangeInInventory%2CannualChangeInReceivables%2CannualChangesInAccountReceivables%2CannualOtherNonCashItems%2CannualExcessTaxBenefitFromStockBasedCompensation%2CannualStockBasedCompensation%2CannualUnrealizedGainLossOnInvestmentSecurities%2CannualProvisionandWriteOffofAssets%2CannualAssetImpairmentCharge%2CannualAmortizationOfSecurities%2CannualDeferredTax%2CannualDeferredIncomeTax%2CannualDepreciationAmortizationDepletion%2CannualDepletion%2CannualDepreciationAndAmortization%2CannualAmortizationCashFlow%2CannualAmortizationOfIntangibles%2CannualDepreciation%2CannualOperatingGainsLosses%2CannualPensionAndEmployeeBenefitExpense%2CannualEarningsLossesFromEquityInvestments%2CannualGainLossOnInvestmentSecurities%2CannualNetForeignCurrencyExchangeGainLoss%2CannualGainLossOnSaleOfPPE%2CannualGainLossOnSaleOfBusiness%2CannualNetIncomeFromContinuingOperations%2CannualCashFlowsfromusedinOperatingActivitiesDirect%2CannualTaxesRefundPaidDirect%2CannualInterestReceivedDirect%2CannualInterestPaidDirect%2CannualDividendsReceivedDirect%2CannualDividendsPaidDirect%2CannualClassesofCashPayments%2CannualOtherCashPaymentsfromOperatingActivities%2CannualPaymentsonBehalfofEmployees%2CannualPaymentstoSuppliersforGoodsandServices%2CannualClassesofCashReceiptsfromOperatingActivities%2CannualOtherCashReceiptsfromOperatingActivities%2CannualReceiptsfromGovernmentGrants%2CannualReceiptsfromCustomers&period1=MOCK_PERIOD_1&period2=MOCK_PERIOD_2
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TyJdfX1dLCJlcnJvciI6bnVsbH19
headers:
age: '0'
cache-control: public, max-age=60, stale-while-revalidate=30
content-encoding: gzip
content-type: application/json;charset=utf-8
date: Tue, 23 Dec 2025 01:44:15 GMT
referrer-policy: no-referrer-when-downgrade
server: ATS
strict-transport-security: max-age=31536000
vary: Origin,Accept-Encoding
x-content-type-options: nosniff
x-envoy-decorator-operation: MOCK_OPERATION
x-envoy-upstream-service-time: '82'
x-frame-options: SAMEORIGIN
x-xss-protection: 1; mode=block
y-rid: MOCK_RID
status:
code: 200
message: ''
source_type: curl_cffi_sync

1724
openbb_platform/providers/yfinance/tests/record/curl/test_yfinance_fetchers/test_y_finance_company_news_fetcher_curl.yaml vendored
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1855
openbb_platform/providers/yfinance/tests/record/curl/test_yfinance_fetchers/test_y_finance_crypto_historical_fetcher_curl.yaml vendored
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1502
openbb_platform/providers/yfinance/tests/record/curl/test_yfinance_fetchers/test_y_finance_currency_historical_fetcher_curl.yaml vendored
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1498
openbb_platform/providers/yfinance/tests/record/curl/test_yfinance_fetchers/test_y_finance_equity_historical_fetcher_curl.yaml vendored
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286
openbb_platform/providers/yfinance/tests/record/curl/test_yfinance_fetchers/test_y_finance_equity_profile_fetcher_curl.yaml vendored
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@@ -1,286 +0,0 @@
interactions:
- request:
body: null
headers: {}
method: GET
uri: https://query2.finance.yahoo.com/v10/finance/quoteSummary/AAPL
response:
body:
encoding: utf-8
string: !!binary |
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250
openbb_platform/providers/yfinance/tests/record/curl/test_yfinance_fetchers/test_y_finance_equity_quote_fetcher_curl.yaml vendored
View File

@@ -1,250 +0,0 @@
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152
openbb_platform/providers/yfinance/tests/record/curl/test_yfinance_fetchers/test_y_finance_equity_screener_fetcher_curl.yaml vendored
View File

@@ -1,152 +0,0 @@
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body:
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- operands:
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- operands:
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operator: AND
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sortType: DESC
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headers: {}
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referrer-policy: no-referrer-when-downgrade
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strict-transport-security: max-age=31536000
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172
openbb_platform/providers/yfinance/tests/record/curl/test_yfinance_fetchers/test_y_finance_etf_info_fetcher_curl.yaml vendored
View File

@@ -1,172 +0,0 @@
interactions:
- request:
body: null
headers: {}
method: GET
uri: https://query2.finance.yahoo.com/v10/finance/quoteSummary/QQQ
response:
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795
openbb_platform/providers/yfinance/tests/record/curl/test_yfinance_fetchers/test_y_finance_futures_historical_fetcher_curl.yaml vendored
View File

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headers:
age: '0'
cache-control: public, max-age=10, stale-while-revalidate=20
content-encoding: gzip
content-type: application/json;charset=utf-8
date: Tue, 23 Dec 2025 01:44:12 GMT
referrer-policy: no-referrer-when-downgrade
server: ATS
set-cookie: MOCK_COOKIE
strict-transport-security: max-age=31536000
vary: Origin,Accept-Encoding
x-content-type-options: nosniff
x-envoy-decorator-operation: MOCK_OPERATION
x-envoy-upstream-service-time: '16'
x-frame-options: SAMEORIGIN
x-xss-protection: 1; mode=block
y-rid: MOCK_RID
status:
code: 200
message: ''
source_type: curl_cffi_sync

10366
openbb_platform/providers/yfinance/tests/record/curl/test_yfinance_fetchers/test_y_finance_gainers_fetcher_curl.yaml vendored
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1473
openbb_platform/providers/yfinance/tests/record/curl/test_yfinance_fetchers/test_y_finance_growth_tech_equities_fetcher_curl.yaml vendored
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31429
openbb_platform/providers/yfinance/tests/record/curl/test_yfinance_fetchers/test_y_finance_historical_dividends_fetcher_curl.yaml vendored
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692
openbb_platform/providers/yfinance/tests/record/curl/test_yfinance_fetchers/test_y_finance_income_statement_fetcher_curl.yaml vendored
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@@ -1,692 +0,0 @@
interactions:
- request:
body: null
headers: {}
method: GET
uri: https://query2.finance.yahoo.com/ws/fundamentals-timeseries/v1/finance/timeseries/AAPL?symbol=AAPL&type=annualTaxEffectOfUnusualItems%2CannualTaxRateForCalcs%2CannualNormalizedEBITDA%2CannualNormalizedDilutedEPS%2CannualNormalizedBasicEPS%2CannualTotalUnusualItems%2CannualTotalUnusualItemsExcludingGoodwill%2CannualNetIncomeFromContinuingOperationNetMinorityInterest%2CannualReconciledDepreciation%2CannualReconciledCostOfRevenue%2CannualEBITDA%2CannualEBIT%2CannualNetInterestIncome%2CannualInterestExpense%2CannualInterestIncome%2CannualContinuingAndDiscontinuedDilutedEPS%2CannualContinuingAndDiscontinuedBasicEPS%2CannualNormalizedIncome%2CannualNetIncomeFromContinuingAndDiscontinuedOperation%2CannualTotalExpenses%2CannualRentExpenseSupplemental%2CannualReportedNormalizedDilutedEPS%2CannualReportedNormalizedBasicEPS%2CannualTotalOperatingIncomeAsReported%2CannualDividendPerShare%2CannualDilutedAverageShares%2CannualBasicAverageShares%2CannualDilutedEPS%2CannualDilutedEPSOtherGainsLosses%2CannualTaxLossCarryforwardDilutedEPS%2CannualDilutedAccountingChange%2CannualDilutedExtraordinary%2CannualDilutedDiscontinuousOperations%2CannualDilutedContinuousOperations%2CannualBasicEPS%2CannualBasicEPSOtherGainsLosses%2CannualTaxLossCarryforwardBasicEPS%2CannualBasicAccountingChange%2CannualBasicExtraordinary%2CannualBasicDiscontinuousOperations%2CannualBasicContinuousOperations%2CannualDilutedNIAvailtoComStockholders%2CannualAverageDilutionEarnings%2CannualNetIncomeCommonStockholders%2CannualOtherunderPreferredStockDividend%2CannualPreferredStockDividends%2CannualNetIncome%2CannualMinorityInterests%2CannualNetIncomeIncludingNoncontrollingInterests%2CannualNetIncomeFromTaxLossCarryforward%2CannualNetIncomeExtraordinary%2CannualNetIncomeDiscontinuousOperations%2CannualNetIncomeContinuousOperations%2CannualEarningsFromEquityInterestNetOfTax%2CannualTaxProvision%2CannualPretaxIncome%2CannualOtherIncomeExpense%2CannualOtherNonOperatingIncomeExpenses%2CannualSpecialIncomeCharges%2CannualGainOnSaleOfPPE%2CannualGainOnSaleOfBusiness%2CannualOtherSpecialCharges%2CannualWriteOff%2CannualImpairmentOfCapitalAssets%2CannualRestructuringAndMergernAcquisition%2CannualSecuritiesAmortization%2CannualEarningsFromEquityInterest%2CannualGainOnSaleOfSecurity%2CannualNetNonOperatingInterestIncomeExpense%2CannualTotalOtherFinanceCost%2CannualInterestExpenseNonOperating%2CannualInterestIncomeNonOperating%2CannualOperatingIncome%2CannualOperatingExpense%2CannualOtherOperatingExpenses%2CannualOtherTaxes%2CannualProvisionForDoubtfulAccounts%2CannualDepreciationAmortizationDepletionIncomeStatement%2CannualDepletionIncomeStatement%2CannualDepreciationAndAmortizationInIncomeStatement%2CannualAmortization%2CannualAmortizationOfIntangiblesIncomeStatement%2CannualDepreciationIncomeStatement%2CannualResearchAndDevelopment%2CannualSellingGeneralAndAdministration%2CannualSellingAndMarketingExpense%2CannualGeneralAndAdministrativeExpense%2CannualOtherGandA%2CannualInsuranceAndClaims%2CannualRentAndLandingFees%2CannualSalariesAndWages%2CannualGrossProfit%2CannualCostOfRevenue%2CannualTotalRevenue%2CannualExciseTaxes%2CannualOperatingRevenue%2CannualLossAdjustmentExpense%2CannualNetPolicyholderBenefitsAndClaims%2CannualPolicyholderBenefitsGross%2CannualPolicyholderBenefitsCeded%2CannualOccupancyAndEquipment%2CannualProfessionalExpenseAndContractServicesExpense%2CannualOtherNonInterestExpense&period1=MOCK_PERIOD_1&period2=MOCK_PERIOD_2
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headers:
age: '0'
cache-control: public, max-age=60, stale-while-revalidate=30
content-encoding: gzip
content-type: application/json;charset=utf-8
date: Tue, 23 Dec 2025 01:44:15 GMT
referrer-policy: no-referrer-when-downgrade
server: ATS
strict-transport-security: max-age=31536000
vary: Origin,Accept-Encoding
x-content-type-options: nosniff
x-envoy-decorator-operation: MOCK_OPERATION
x-envoy-upstream-service-time: '113'
x-frame-options: SAMEORIGIN
x-xss-protection: 1; mode=block
y-rid: MOCK_RID
status:
code: 200
message: ''
source_type: curl_cffi_sync

1376
openbb_platform/providers/yfinance/tests/record/curl/test_yfinance_fetchers/test_y_finance_index_historical_fetcher_curl.yaml vendored
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File diff suppressed because it is too large Load Diff

250
openbb_platform/providers/yfinance/tests/record/curl/test_yfinance_fetchers/test_y_finance_key_executives_fetcher_curl.yaml vendored
View File

@@ -1,250 +0,0 @@
interactions:
- request:
body: null
headers: {}
method: GET
uri: https://query2.finance.yahoo.com/v10/finance/quoteSummary/AAPL
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250
openbb_platform/providers/yfinance/tests/record/curl/test_yfinance_fetchers/test_y_finance_key_metrics_fetcher_curl.yaml vendored
View File

@@ -1,250 +0,0 @@
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openbb_platform/providers/yfinance/tests/record/curl/test_yfinance_fetchers/test_y_finance_losers_fetcher_curl.yaml vendored
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5526
openbb_platform/providers/yfinance/tests/record/curl/test_yfinance_fetchers/test_y_finance_options_chains_fetcher_curl.yaml vendored
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cache-control: public, max-age=1, stale-while-revalidate=9
content-encoding: gzip
content-length: '1158'
content-type: application/json;charset=utf-8
date: Tue, 23 Dec 2025 01:44:21 GMT
referrer-policy: no-referrer-when-downgrade
server: ATS
strict-transport-security: max-age=31536000
vary: Origin,Accept-Encoding
x-content-type-options: nosniff
x-envoy-decorator-operation: MOCK_OPERATION
x-envoy-upstream-service-time: '3'
x-frame-options: SAMEORIGIN
x-xss-protection: 1; mode=block
y-rid: MOCK_RID
status:
code: 200
message: ''
source_type: curl_cffi_sync

856
openbb_platform/providers/yfinance/tests/record/curl/test_yfinance_fetchers/test_y_finance_share_statistics_fetcher_curl.yaml vendored
View File

@@ -1,856 +0,0 @@
interactions:
- request:
body: null
headers: {}
method: GET
uri: https://query2.finance.yahoo.com/v10/finance/quoteSummary/AAPL
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headers:
age: '1'
cache-control: public, max-age=1, stale-while-revalidate=9
content-encoding: gzip
content-type: application/json;charset=utf-8
date: Tue, 23 Dec 2025 01:44:21 GMT
referrer-policy: no-referrer-when-downgrade
server: ATS
strict-transport-security: max-age=31536000
vary: Origin,Accept-Encoding
x-content-type-options: nosniff
x-envoy-decorator-operation: MOCK_OPERATION
x-envoy-upstream-service-time: '5'
x-frame-options: SAMEORIGIN
x-xss-protection: 1; mode=block
y-rid: MOCK_RID
status:
code: 200
message: ''
source_type: curl_cffi_sync

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openbb_platform/providers/yfinance/tests/record/curl/test_yfinance_fetchers/test_y_finance_undervalued_growth_equities_fetcher_curl.yaml vendored
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openbb_platform/providers/yfinance/tests/record/curl/test_yfinance_fetchers/test_y_finance_undervalued_large_caps_fetcher_curl.yaml vendored
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openbb_platform/providers/yfinance/tests/test_yfinance_fetchers.py
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"""Tests for YFinance fetchers."""
from datetime import date
import pytest
from openbb_core.app.service.user_service import UserService
from openbb_yfinance.models.active import YFActiveFetcher
from openbb_yfinance.models.aggressive_small_caps import YFAggressiveSmallCapsFetcher
from openbb_yfinance.models.available_indices import YFinanceAvailableIndicesFetcher
from openbb_yfinance.models.balance_sheet import YFinanceBalanceSheetFetcher
from openbb_yfinance.models.cash_flow import YFinanceCashFlowStatementFetcher
from openbb_yfinance.models.company_news import YFinanceCompanyNewsFetcher
from openbb_yfinance.models.crypto_historical import YFinanceCryptoHistoricalFetcher
from openbb_yfinance.models.currency_historical import YFinanceCurrencyHistoricalFetcher
from openbb_yfinance.models.equity_historical import YFinanceEquityHistoricalFetcher
from openbb_yfinance.models.equity_profile import YFinanceEquityProfileFetcher
from openbb_yfinance.models.equity_quote import YFinanceEquityQuoteFetcher
from openbb_yfinance.models.equity_screener import YFinanceEquityScreenerFetcher
from openbb_yfinance.models.etf_info import YFinanceEtfInfoFetcher
from openbb_yfinance.models.futures_curve import YFinanceFuturesCurveFetcher
from openbb_yfinance.models.futures_historical import YFinanceFuturesHistoricalFetcher
from openbb_yfinance.models.gainers import YFGainersFetcher
from openbb_yfinance.models.growth_tech_equities import YFGrowthTechEquitiesFetcher
from openbb_yfinance.models.historical_dividends import (
YFinanceHistoricalDividendsFetcher,
)
from openbb_yfinance.models.income_statement import YFinanceIncomeStatementFetcher
from openbb_yfinance.models.index_historical import (
YFinanceIndexHistoricalFetcher,
)
from openbb_yfinance.models.key_executives import YFinanceKeyExecutivesFetcher
from openbb_yfinance.models.key_metrics import YFinanceKeyMetricsFetcher
from openbb_yfinance.models.losers import YFLosersFetcher
from openbb_yfinance.models.options_chains import YFinanceOptionsChainsFetcher
from openbb_yfinance.models.price_target_consensus import (
YFinancePriceTargetConsensusFetcher,
)
from openbb_yfinance.models.share_statistics import YFinanceShareStatisticsFetcher
from openbb_yfinance.models.undervalued_growth_equities import (
YFUndervaluedGrowthEquitiesFetcher,
)
from openbb_yfinance.models.undervalued_large_caps import YFUndervaluedLargeCapsFetcher
test_credentials = UserService().default_user_settings.credentials.model_dump(
mode="json"
)
def scrub_string(key, value):
"""Scrub a string from the response."""
def before_record_response(response):
if key == "<!doctype html>":
response_body = response["body"]["string"]
if isinstance(response_body, bytes):
response_body = response_body.decode("utf-8", errors="ignore")
# Check if the key (HTML doctype) is in the response body
if key.lower() in response_body.lower():
response["body"]["string"] = bytes("MOCK_RESPONSE", "utf-8")
if key in response["headers"]:
response["headers"][key] = value
return response
return before_record_response
@pytest.fixture(scope="module")
def vcr_config():
"""VCR configuration."""
return {
"allow_playback_repeats": True,
"match_on": ["method", "uri"],
"filter_headers": [
("User-Agent", None),
("Cookie", "MOCK_COOKIE"),
("crumb", "MOCK_CRUMB"),
("Accept", None),
("Accept-Encoding", None),
("Accept-Language", None),
("Cache-Control", None),
("Connection", None),
("DNT", None),
("Upgrade-Insecure-Requests", None),
("Sec-Fetch-Dest", None),
("Sec-Fetch-Mode", None),
("Sec-Fetch-Site", None),
("Sec-Fetch-User", None),
],
"filter_query_parameters": [
("period1", "MOCK_PERIOD_1"),
("period2", "MOCK_PERIOD_2"),
("crumb", "MOCK_CRUMB"),
("date", "MOCK_DATE"),
("corsDomain", "MOCK_CORS"),
("lang", "MOCK_LANG"),
("region", "MOCK_REGION"),
],
"filter_post_data_parameters": [
("query", "MOCK_QUERY"),
("size", "MOCK_SIZE"),
("offset", "MOCK_OFFSET"),
],
"before_record_response": [
scrub_string("set-cookie", "MOCK_COOKIE"),
scrub_string("x-envoy-decorator-operation", "MOCK_OPERATION"),
scrub_string("y-rid", "MOCK_RID"),
scrub_string("content-security-policy", "MOCK_CSP"),
scrub_string("<!doctype html>", "MOCK_RESPONSE"),
scrub_string("link", "MOCK_LINK"),
scrub_string("report-to", "MOCK_REPORT"),
scrub_string("expect-ct", "MOCK_EXPECT_CT"),
],
"decode_compressed_response": True,
}
@pytest.mark.record_curl
def test_y_finance_crypto_historical_fetcher(credentials=test_credentials):
"""Test YFinanceCryptoHistoricalFetcher."""
params = {
"symbol": "BTCUSD",
"start_date": date(2023, 1, 1),
"end_date": date(2023, 1, 10),
"interval": "1d",
}
fetcher = YFinanceCryptoHistoricalFetcher()
result = fetcher.test(params, credentials)
assert result is None
@pytest.mark.record_curl
def test_y_finance_currency_historical_fetcher(credentials=test_credentials):
"""Test YFinanceCurrencyHistoricalFetcher."""
params = {
"symbol": "EURUSD",
"start_date": date(2023, 1, 1),
"end_date": date(2023, 1, 10),
}
fetcher = YFinanceCurrencyHistoricalFetcher()
result = fetcher.test(params, credentials)
assert result is None
@pytest.mark.record_curl
def test_y_finance_index_historical_fetcher(credentials=test_credentials):
"""Test YFinanceIndexHistoricalFetcher."""
params = {
"symbol": "^GSPC",
"start_date": date(2023, 1, 1),
"end_date": date(2023, 1, 10),
}
fetcher = YFinanceIndexHistoricalFetcher()
result = fetcher.test(params, credentials)
assert result is None
@pytest.mark.record_curl
def test_y_finance_equity_historical_fetcher(credentials=test_credentials):
"""Test YFinanceEquityHistoricalFetcher."""
params = {
"symbol": "AAPL",
"start_date": date(2023, 1, 1),
"end_date": date(2023, 1, 10),
"interval": "1d",
}
fetcher = YFinanceEquityHistoricalFetcher()
result = fetcher.test(params, credentials)
assert result is None
@pytest.mark.record_curl
def test_y_finance_historical_dividends_fetcher(credentials=test_credentials):
"""Test YFinanceHistoricalDividendsFetcher."""
params = {"symbol": "IBM"}
fetcher = YFinanceHistoricalDividendsFetcher()
result = fetcher.test(params, credentials)
assert result is None
@pytest.mark.record_curl
def test_y_finance_futures_historical_fetcher(credentials=test_credentials):
"""Test YFinanceFuturesHistoricalFetcher."""
params = {
"symbol": "ES=F",
"start_date": date(2023, 1, 1),
"end_date": date(2023, 1, 10),
}
fetcher = YFinanceFuturesHistoricalFetcher()
result = fetcher.test(params, credentials)
assert result is None
@pytest.mark.record_curl
def test_y_finance_options_chains_fetcher(credentials=test_credentials):
"""Test YFinanceOptionsChainsFetcher."""
params = {"symbol": "OXY"}
fetcher = YFinanceOptionsChainsFetcher()
result = fetcher.test(params, credentials)
assert result is None
@pytest.mark.skip("Unreliable amount of data while recording test.")
@pytest.mark.record_curl
def test_y_finance_futures_curve_fetcher(credentials=test_credentials):
"""Test YFinanceFuturesCurveFetcher."""
params = {"symbol": "ES"}
fetcher = YFinanceFuturesCurveFetcher()
result = fetcher.test(params, credentials)
assert result is None
@pytest.mark.record_curl
def test_y_finance_company_news_fetcher(credentials=test_credentials):
"""Test YFinanceCompanyNewsFetcher."""
params = {"symbol": "AAPL,MSFT", "limit": 2}
fetcher = YFinanceCompanyNewsFetcher()
result = fetcher.test(params, credentials)
assert result is None
@pytest.mark.record_curl
def test_y_finance_balance_sheet_fetcher(credentials=test_credentials):
"""Test YFinanceBalanceSheetFetcher."""
params = {"symbol": "AAPL"}
fetcher = YFinanceBalanceSheetFetcher()
result = fetcher.test(params, credentials)
assert result is None
@pytest.mark.record_curl
def test_y_finance_cash_flow_statement_fetcher(credentials=test_credentials):
"""Test YFinanceCashFlowStatementFetcher."""
params = {"symbol": "AAPL"}
fetcher = YFinanceCashFlowStatementFetcher()
result = fetcher.test(params, credentials)
assert result is None
@pytest.mark.record_curl
def test_y_finance_income_statement_fetcher(credentials=test_credentials):
"""Test YFinanceIncomeStatementFetcher."""
params = {"symbol": "AAPL"}
fetcher = YFinanceIncomeStatementFetcher()
result = fetcher.test(params, credentials)
assert result is None
def test_y_finance_available_fetcher(credentials=test_credentials):
"""Test YFinanceAvailableIndicesFetcher."""
params = {}
fetcher = YFinanceAvailableIndicesFetcher()
result = fetcher.test(params, credentials)
assert result is None
@pytest.mark.record_curl
def test_y_finance_active_fetcher(credentials=test_credentials):
"""Test YFActiveFetcher."""
params = {"limit": 10}
fetcher = YFActiveFetcher()
result = fetcher.test(params, credentials)
assert result is None
@pytest.mark.record_curl
def test_y_finance_gainers_fetcher(credentials=test_credentials):
"""Test YFGainersFetcher."""
params = {"limit": 10}
fetcher = YFGainersFetcher()
result = fetcher.test(params, credentials)
assert result is None
@pytest.mark.record_curl
def test_y_finance_losers_fetcher(credentials=test_credentials):
"""Test YFLosersFetcher."""
params = {"limit": 10}
fetcher = YFLosersFetcher()
result = fetcher.test(params, credentials)
assert result is None
@pytest.mark.record_curl
def test_y_finance_undervalued_large_caps_fetcher(credentials=test_credentials):
"""Test YFUndervaluedLargeCapsFetcher."""
params = {"limit": 10}
fetcher = YFUndervaluedLargeCapsFetcher()
result = fetcher.test(params, credentials)
assert result is None
@pytest.mark.record_curl
def test_y_finance_undervalued_growth_equities_fetcher(credentials=test_credentials):
"""Test YFUndervaluedGrowthEquitiesFetcher."""
params = {"limit": 10}
fetcher = YFUndervaluedGrowthEquitiesFetcher()
result = fetcher.test(params, credentials)
assert result is None
@pytest.mark.record_curl
def test_y_finance_aggressive_small_caps_fetcher(credentials=test_credentials):
"""Test YFAggressiveSmallCapsFetcher."""
params = {"limit": 10}
fetcher = YFAggressiveSmallCapsFetcher()
result = fetcher.test(params, credentials)
assert result is None
@pytest.mark.record_curl
def test_y_finance_growth_tech_equities_fetcher(credentials=test_credentials):
"""Test YFGrowthTechEquitiesFetcher."""
params = {"limit": 10}
fetcher = YFGrowthTechEquitiesFetcher()
result = fetcher.test(params, credentials)
assert result is None
@pytest.mark.record_curl
def test_y_finance_equity_profile_fetcher(credentials=test_credentials):
"""Test YFinanceEquityProfileFetcher."""
params = {"symbol": "AAPL"}
fetcher = YFinanceEquityProfileFetcher()
result = fetcher.test(params, credentials)
assert result is None
@pytest.mark.record_curl
def test_y_finance_equity_quote_fetcher(credentials=test_credentials):
"""Test YFinanceEquityQuoteFetcher."""
params = {"symbol": "AAPL"}
fetcher = YFinanceEquityQuoteFetcher()
result = fetcher.test(params, credentials)
assert result is None
@pytest.mark.record_curl
def test_y_finance_price_target_consensus_fetcher(credentials=test_credentials):
"""Test YFinancePriceTargetConsensusFetcher."""
params = {"symbol": "AAPL"}
fetcher = YFinancePriceTargetConsensusFetcher()
result = fetcher.test(params, credentials)
assert result is None
@pytest.mark.record_curl
def test_y_finance_share_statistics_fetcher(credentials=test_credentials):
"""Test YFinanceShareStatisticsFetcher."""
params = {"symbol": "AAPL"}
fetcher = YFinanceShareStatisticsFetcher()
result = fetcher.test(params, credentials)
assert result is None
@pytest.mark.record_curl
def test_y_finance_key_executives_fetcher(credentials=test_credentials):
"""Test YFinanceKeyExecutivesFetcher."""
params = {"symbol": "AAPL"}
fetcher = YFinanceKeyExecutivesFetcher()
result = fetcher.test(params, credentials)
assert result is None
@pytest.mark.record_curl
def test_y_finance_key_metrics_fetcher(
credentials=test_credentials,
):
"""Test YFinanceKeyMetricsFetcher."""
params = {"symbol": "AAPL"}
fetcher = YFinanceKeyMetricsFetcher()
result = fetcher.test(params, credentials)
assert result is None
@pytest.mark.record_curl
def test_y_finance_etf_info_fetcher(credentials=test_credentials):
"""Test YFinanceEtfInfoFetcher."""
params = {"symbol": "QQQ"}
fetcher = YFinanceEtfInfoFetcher()
result = fetcher.test(params, credentials)
assert result is None
@pytest.mark.record_curl
def test_y_finance_equity_screener_fetcher(credentials=test_credentials):
"""Test YFinanceEquityScreener."""
params = {
"country": "us",
"sector": "consumer_cyclical",
"industry": "auto_manufacturers",
"mktcap_min": 60000000000,
"volume_min": 5000000,
"price_min": 10,
}
fetcher = YFinanceEquityScreenerFetcher()
result = fetcher.test(params, credentials)
assert result is None

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openbb_platform/providers/yfinance/tests/test_yfinance_helpers.py
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@@ -1,154 +0,0 @@
"""Test yfinance helpers."""
import pandas as pd
import pytest
from unittest.mock import patch, MagicMock
from openbb_yfinance.utils.helpers import (
df_transform_numbers,
get_futures_data,
get_custom_screener,
get_defined_screener,
get_futures_symbols,
yf_download,
)
# pylint: disable=redefined-outer-name, unused-argument
MOCK_FUTURES_DATA = pd.DataFrame({"Ticker": ["ES", "NQ"], "Exchange": ["CME", "CME"]})
@pytest.fixture
def mock_futures_csv(monkeypatch):
"""Mock pd.read_csv to return predefined futures data."""
monkeypatch.setattr(pd, "read_csv", lambda *args, **kwargs: MOCK_FUTURES_DATA)
def test_get_futures_data(mock_futures_csv):
"""Test get_futures_data."""
df = get_futures_data()
assert not df.empty
assert df.equals(MOCK_FUTURES_DATA)
def test_df_transform_numbers():
"""Test df_transform_numbers."""
data = pd.DataFrame(
{"Value": ["1M", "2.5B", "3T"], "% Change": ["1%", "-2%", "3.5%"]}
)
transformed = df_transform_numbers(data, ["Value", "% Change"])
assert transformed["Value"].equals(pd.Series([1e6, 2.5e9, 3e12]))
assert transformed["% Change"].equals(pd.Series([1 / 100, -2 / 100, 3.5 / 100]))
@pytest.mark.asyncio
async def test_get_custom_screener_no_session():
"""Test that get_custom_screener does not pass session to YfData."""
with patch("yfinance.data.YfData") as mock_yfdata:
mock_instance = MagicMock()
mock_response = MagicMock()
mock_response.json.return_value = {
"finance": {
"result": [
{
"quotes": [
{
"symbol": "AAPL",
"exchangeTimezoneName": "America/New_York",
"regularMarketTime": 1700000000,
}
],
"total": 1,
}
]
}
}
mock_response.raise_for_status = MagicMock()
mock_instance.post.return_value = mock_response
mock_yfdata.return_value = mock_instance
await get_custom_screener({"query": {}}, limit=1)
# Verify YfData was called without session parameter
mock_yfdata.assert_called_once()
call_kwargs = mock_yfdata.call_args[1] if mock_yfdata.call_args[1] else {}
assert (
"session" not in call_kwargs
), "YfData should not be called with session parameter"
@pytest.mark.asyncio
async def test_get_defined_screener_no_session():
"""Test that get_defined_screener does not pass session to yf.screen."""
with patch("yfinance.screen") as mock_screen:
mock_screen.return_value = {
"quotes": [
{
"symbol": "AAPL",
"exchangeTimezoneName": "America/New_York",
"regularMarketTime": 1700000000,
"regularMarketChange": 1.23,
"regularMarketVolume": 1000,
}
],
"total": 1,
}
await get_defined_screener("day_gainers", limit=1)
# Verify yf.screen was called without session parameter
assert mock_screen.called
for call in mock_screen.call_args_list:
call_kwargs = call[1] if len(call) > 1 and call[1] else {}
assert (
"session" not in call_kwargs
), "yf.screen should not be called with session parameter"
def test_get_futures_symbols_no_session():
"""Test that get_futures_symbols does not pass session to YfData."""
with patch("yfinance.data.YfData") as mock_yfdata:
mock_instance = MagicMock()
mock_instance.get_raw_json.return_value = {
"quoteSummary": {
"result": [{"futuresChain": {"futures": [{"symbol": "ES=F"}]}}]
}
}
mock_yfdata.return_value = mock_instance
get_futures_symbols("ES")
# Verify YfData was called without session parameter
mock_yfdata.assert_called_once()
call_kwargs = mock_yfdata.call_args[1] if mock_yfdata.call_args[1] else {}
assert (
"session" not in call_kwargs
), "YfData should not be called with session parameter"
def test_yf_download_no_session():
"""Test that yf_download does not pass session to yf.download."""
with patch("yfinance.download") as mock_download:
# Mock DataFrame with MultiIndex columns as returned by yfinance.download with group_by="ticker"
columns = pd.MultiIndex.from_tuples(
[
("AAPL", "Open"),
("AAPL", "High"),
("AAPL", "Low"),
("AAPL", "Close"),
("AAPL", "Adj Close"),
]
)
idx = pd.to_datetime(["2023-01-03"])
idx.name = "Date"
mock_data = pd.DataFrame([[100, 110, 90, 105, 105]], columns=columns, index=idx)
mock_download.return_value = mock_data
yf_download("AAPL", start_date="2023-01-01", end_date="2023-01-10")
# Verify yf.download was called without session parameter
assert mock_download.called
for call in mock_download.call_args_list:
call_kwargs = call[1] if len(call) > 1 and call[1] else {}
assert (
"session" not in call_kwargs
), "yf.download should not be called with session parameter"