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add intraday data with yahoo finance and pre/post market hours

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This commit is contained in:
didier
2021-04-11 01:53:25 +01:00
parent 09fa9dadb9
commit be586fce98
2 changed files with 63 additions and 6 deletions
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5
gamestonk_terminal/README.md
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@@ -23,9 +23,11 @@ The main menu allows the following commands:
```
load -t S_TICKER [-s S_START_DATE] [-i {1,5,15,30,60}]
```
* Load stock ticker to perform analysis on. To load an Indian ticker use `.NS` at the end, e.g. `SBIN.NS`.
* Load stock ticker to perform analysis on. To load an Indian ticker use '.NS' at the end, e.g. 'SBIN.NS'
* -s : The starting date (format YYYY-MM-DD) of the stock
* -i : Intraday stock minutes
* --source : Source of historical data. 'yf' and 'av' available. Default 'yf'
* -p : Pre/After market hours. Only works for 'yf' source, and intraday data
**Note:** Until a ticker is loaded, the menu will only show *disc* and *sen* menu, as the others require a ticker being provided.
@@ -33,6 +35,7 @@ load -t S_TICKER [-s S_START_DATE] [-i {1,5,15,30,60}]
clear
```
* Clear previously loaded stock ticker.
```
view -t S_TICKER [-s S_START_DATE] [-i {1,5,15,30,60}] [--type N_TYPE]
```

64
gamestonk_terminal/main_helper.py
View File

@@ -5,6 +5,8 @@ import pandas as pd
from alpha_vantage.timeseries import TimeSeries
import mplfinance as mpf
import yfinance as yf
import pytz
from datetime import datetime, timedelta
from gamestonk_terminal.helper_funcs import (
valid_date,
@@ -117,7 +119,7 @@ def load(l_args, s_ticker, s_start, s_interval, df_stock):
parser = argparse.ArgumentParser(
add_help=False,
prog="load",
description=""" Load a stock in order to perform analysis.""",
description=""" Load a stock in order to perform analysis. To load an Indian ticker use '.NS' at the end, e.g. 'SBIN.NS'. """,
)
parser.add_argument(
"-t",
@@ -151,8 +153,15 @@ def load(l_args, s_ticker, s_start, s_interval, df_stock):
dest="source",
type=check_sources,
default="yf",
help="Source of historical data. Intraday: Only 'av' available."
"Daily: 'yf' and 'av' available.",
help="Source of historical data. 'yf' and 'av' available.",
)
parser.add_argument(
"-p",
"--prepost",
action="store_true",
default=False,
dest="b_prepost",
help="Pre/After market hours. Only works for 'yf' source, and intraday data",
)
try:
@@ -229,9 +238,54 @@ def load(l_args, s_ticker, s_start, s_interval, df_stock):
df_stock = df_stock[ns_parser.s_start_date :]
elif ns_parser.source == "yf":
print(
"Unfortunately, yahoo finance historical data doesn't contain intraday prices"
s_int = s_interval[:-2]
d_granularity = {"1m": 6, "5m": 59, "15m": 59, "30m": 59, "60m": 729}
s_start_dt = datetime.utcnow() - timedelta(days=d_granularity[s_int])
s_date_start = s_start_dt.strftime("%Y-%m-%d")
s_start = pytz.utc.localize(s_start_dt)
if s_start_dt > ns_parser.s_start_date:
print(
f"Using Yahoo Finance with granularity {s_int} the starting date is set to: {s_date_start}\n"
)
df_stock = yf.download(
ns_parser.s_ticker,
start=s_date_start,
progress=False,
interval=s_int,
prepost=ns_parser.b_prepost,
)
else:
df_stock = yf.download(
ns_parser.s_ticker,
start=ns_parser.s_start_date.strftime("%Y-%m-%d"),
progress=False,
interval=s_int,
prepost=ns_parser.b_prepost,
)
# Check that a stock was successfully retrieved
if df_stock.empty:
print("")
return [s_ticker, s_start, s_interval, df_stock]
df_stock = df_stock.rename(
columns={
"Open": "1. open",
"High": "2. high",
"Low": "3. low",
"Close": "4. close",
"Adj Close": "5. adjusted close",
"Volume": "6. volume",
}
)
df_stock.index.name = "date"
return [s_ticker, s_start, s_interval, df_stock]
except Exception as e: