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OpenBB/openbb_terminal/economy/yfinance_model.py
James Maslek 32c3a5d5db Remove deprecated argument from yfinance dl
2023-08-07 10:41:07 -04:00

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""" Yahoo Finance Model """
__docformat__ = "numpy"
import logging
from datetime import datetime
from typing import Dict, Optional
import financedatabase as fd
import pandas as pd
import yfinance as yf
from openbb_terminal.decorators import log_start_end
from openbb_terminal.rich_config import console
logger = logging.getLogger(__name__)
INDICES = {
"sp500": {"name": "S&P 500 Index", "ticker": "^GSPC"},
"sp400": {"name": "S&P 400 Mid Cap Index", "ticker": "^SP400"},
"sp600": {"name": "S&P 600 Small Cap Index", "ticker": "^SP600"},
"sp500tr": {"name": "S&P 500 TR Index", "ticker": "^SP500TR"},
"sp_xsp": {"name": "S&P 500 Mini SPX Options Index", "ticker": "^XSP"},
"nyse_ny": {"name": "NYSE US 100 Index", "ticker": "^NY"},
"dow_djus": {"name": "Dow Jones US Index", "ticker": "^DJUS"},
"nyse": {"name": "NYSE Composite Index", "ticker": "^NYA"},
"amex": {"name": "NYSE-AMEX Composite Index", "ticker": "^XAX"},
"nasdaq": {"name": "Nasdaq Composite Index", "ticker": "^IXIC"},
"nasdaq100": {"name": "NASDAQ 100", "ticker": "^NDX"},
"nasdaq100_ew": {"name": "NASDAQ 100 Equal Weighted Index", "ticker": "^NDXE"},
"nasdaq50": {"name": "NASDAQ Q50 Index", "ticker": "^NXTQ"},
"russell1000": {"name": "Russell 1000 Index", "ticker": "^RUI"},
"russell2000": {"name": "Russell 2000 Index", "ticker": "^RUT"},
"cboe_bxr": {"name": "CBOE Russell 2000 Buy-Write Index", "ticker": "^BXR"},
"cboe_bxrt": {
"name": "CBOE Russell 2000 30-Delta Buy-Write Index",
"ticker": "^BXRT",
},
"russell3000": {"name": "Russell 3000 Index", "ticker": "^RUA"},
"russellvalue": {"name": "Russell 2000 Value Index", "ticker": "^RUJ"},
"russellgrowth": {"name": "Russell 2000 Growth Index", "ticker": "^RUO"},
"w5000": {"name": "Wilshire 5000", "ticker": "^W5000"},
"w5000flt": {"name": "Wilshire 5000 Float Adjusted Index", "ticker": "^W5000FLT"},
"dow_dja": {"name": "Dow Jones Composite Average Index", "ticker": "^DJA"},
"dow_dji": {"name": "Dow Jones Industrial Average Index", "ticker": "^DJI"},
"ca_tsx": {"name": "TSX Composite Index (CAD)", "ticker": "^GSPTSE"},
"ca_banks": {"name": "S&P/TSX Composite Banks Index (CAD)", "ticker": "TXBA.TS"},
"mx_ipc": {"name": "IPC Mexico Index (MXN)", "ticker": "^MXX"},
"arca_mxy": {"name": "NYSE ARCA Mexico Index (USD)", "ticker": "^MXY"},
"br_bvsp": {"name": "IBOVESPA Sao Paulo Brazil Index (BRL)", "ticker": "^BVSP"},
"br_ivbx": {"name": "IVBX2 Indice Valour (BRL)", "ticker": "^IVBX"},
"ar_mervel": {"name": "S&P MERVAL TR Index (USD)", "ticker": "M.BA"},
"eu_fteu1": {"name": "FTSE Eurotop 100 Index (EUR)", "ticker": "^FTEU1"},
"eu_speup": {"name": "S&P Europe 350 Index (EUR)", "ticker": "^SPEUP"},
"eu_n100": {"name": "Euronext 100 Index (EUR)", "ticker": "^N100"},
"ftse100": {"name": "FTSE Global 100 Index (GBP)", "ticker": "^FTSE"},
"ftse250": {"name": "FTSE Global 250 Index (GBP)", "ticker": "^FTMC"},
"ftse350": {"name": "FTSE Global 350 Index (GBP)", "ticker": "^FTLC"},
"ftai": {"name": "FTSE AIM All-Share Global Index (GBP)", "ticker": "^FTAI"},
"uk_ftas": {"name": "UK FTSE All-Share Index (GBP)", "ticker": "^FTAS"},
"uk_spuk": {"name": "S&P United Kingdom Index (PDS)", "ticker": "^SPUK"},
"uk_100": {"name": "CBOE UK 100 Index (GBP)", "ticker": "^BUK100P"},
"ie_iseq": {"name": "ISEQ Irish All Shares Index (EUR)", "ticker": "^ISEQ"},
"nl_aex": {"name": "Euronext Dutch 25 Index (EUR)", "ticker": "^AEX"},
"nl_amx": {"name": "Euronext Dutch Mid Cap Index (EUR)", "ticker": "^AMX"},
"at_atx": {"name": "Wiener Börse Austrian 20 Index (EUR)", "ticker": "^ATX"},
"at_atx5": {"name": "Vienna ATX Five Index (EUR)", "ticker": "^ATX5"},
"at_prime": {"name": "Vienna ATX Prime Index (EUR)", "ticker": "^ATXPRIME"},
"ch_stoxx": {"name": "Zurich STXE 600 PR Index (EUR)", "ticker": "^STOXX"},
"ch_stoxx50e": {"name": "Zurich ESTX 50 PR Index (EUR)", "ticker": "^STOXX50E"},
"se_omx30": {"name": "OMX Stockholm 30 Index (SEK)", "ticker": "^OMX"},
"se_omxspi": {"name": "OMX Stockholm All Share PI (SEK)", "ticker": "^OMXSPI"},
"se_benchmark": {"name": "OMX Stockholm Benchmark GI (SEK)", "ticker": "^OMXSBGI"},
"dk_benchmark": {"name": "OMX Copenhagen Benchmark GI (DKK)", "ticker": "^OMXCBGI"},
"dk_omxc25": {"name": "OMX Copenhagen 25 Index (DKK)", "ticker": "^OMXC25"},
"fi_omxh25": {"name": "OMX Helsinki 25 (EUR)", "ticker": "^OMXH25"},
"de_dax40": {"name": "DAX Performance Index (EUR)", "ticker": "^GDAXI"},
"de_mdax60": {"name": "DAX Mid Cap Performance Index (EUR)", "ticker": "^MDAXI"},
"de_sdax70": {"name": "DAX Small Cap Performance Index (EUR)", "ticker": "^SDAXI"},
"de_tecdax30": {"name": "DAX Tech Sector TR Index (EUR)", "ticker": "^TECDAX"},
"fr_cac40": {"name": "CAC 40 PR Index (EUR)", "ticker": "^FCHI"},
"fr_next20": {"name": "CAC Next 20 Index (EUR)", "ticker": "^CN20"},
"it_mib40": {"name": "FTSE MIB 40 Index (EUR)", "ticker": "FTSEMIB.MI"},
"be_bel20": {"name": "BEL 20 Brussels Index (EUR)", "ticker": "^BFX"},
"pt_bvlg": {
"name": "Lisbon PSI All-Share Index GR (EUR)",
"ticker": "^BVLG",
},
"es_ibex35": {"name": "IBEX 35 - Madrid CATS (EUR)", "ticker": "^IBEX"},
"in_bse": {"name": "S&P Bombay SENSEX (INR)", "ticker": "^BSESN"},
"in_bse500": {
"name": "S&P BSE 500 Index (INR)",
"ticker": "BSE-500.BO",
},
"in_bse200": {
"name": "S&P BSE 200 Index (INR)",
"ticker": "BSE-200.BO",
},
"in_bse100": {
"name": "S&P BSE 100 Index (INR)",
"ticker": "BSE-100.BO",
},
"in_bse_mcap": {
"name": "S&P Bombay Mid Cap Index (INR)",
"ticker": "BSE-MIDCAP.BO",
},
"in_bse_scap": {
"name": "S&P Bombay Small Cap Index (INR)",
"ticker": "BSE-SMLCAP.BO",
},
"in_nse50": {"name": "NSE Nifty 50 Index (INR)", "ticker": "^NSEI"},
"in_nse_mcap": {"name": "NSE Nifty 50 Mid Cap Index (INR)", "ticker": "^NSEMDCP50"},
"in_nse_bank": {
"name": "NSE Nifty Bank Industry Index (INR)",
"ticker": "^NSEBANK",
},
"in_nse500": {"name": "NSE Nifty 500 Index (INR)", "ticker": "^CRSLDX"},
"il_ta125": {"name": "Tel-Aviv 125 Index (ILS)", "ticker": "^TA125.TA"},
"za_shariah": {
"name": "Johannesburg Shariah All Share Index (ZAR)",
"ticker": "^J143.JO",
},
"za_jo": {"name": "Johannesburg All Share Index (ZAR)", "ticker": "^J203.JO"},
"za_jo_mcap": {
"name": "Johannesburg Large and Mid Cap Index (ZAR)",
"ticker": "^J206.JO",
},
"za_jo_altex": {
"name": "Johannesburg Alt Exchange Index (ZAR)",
"ticker": "^J232.JO",
},
"ru_moex": {"name": "MOEX Russia Index (RUB)", "ticker": "IMOEX.ME"},
"au_aord": {"name": "Australia All Ordinary Share Index (AUD)", "ticker": "^AORD"},
"au_small": {"name": "S&P/ASX Small Ordinaries Index (AUD)", "ticker": "^AXSO"},
"au_asx20": {
"name": "S&P/ASX 20 Index (AUD)",
"ticker": "^ATLI",
},
"au_asx50": {
"name": "S&P/ASX 50 Index (AUD)",
"ticker": "^AFLI",
},
"au_asx50_mid": {
"name": "S&P/ASX Mid Cap 50 Index (AUD)",
"ticker": "^AXMD",
},
"au_asx100": {
"name": "S&P/ASX 100 Index (AUD)",
"ticker": "^ATOI",
},
"au_asx200": {"name": "S&P/ASX 200 Index (AUD)", "ticker": "^AXJO"},
"au_asx300": {
"name": "S&P/ASX 300 Index (AUD)",
"ticker": "^AXKO",
},
"au_energy": {
"name": "S&P/ASX 200 Energy Sector Index (AUD)",
"ticker": "^AXEJ",
},
"au_resources": {
"name": "S&P/ASX 200 Resources Sector Index (AUD)",
"ticker": "^AXJR",
},
"au_materials": {
"name": "S&P/ASX 200 Materials Sector Index (AUD)",
"ticker": "^AXMJ",
},
"au_mining": {
"name": "S&P/ASX 300 Metals and Mining Sector Index (AUD)",
"ticker": "^AXMM",
},
"au_industrials": {
"name": "S&P/ASX 200 Industrials Sector Index (AUD)",
"ticker": "^AXNJ",
},
"au_discretionary": {
"name": "S&P/ASX 200 Consumer Discretionary Sector Index (AUD)",
"ticker": "^AXDJ",
},
"au_staples": {
"name": "S&P/ASX 200 Consumer Staples Sector Index (AUD)",
"ticker": "^AXSJ",
},
"au_health": {
"name": "S&P/ASX 200 Health Care Sector Index (AUD)",
"ticker": "^AXHJ",
},
"au_financials": {
"name": "S&P/ASX 200 Financials Sector Index (AUD)",
"ticker": "^AXFJ",
},
"au_reit": {"name": "S&P/ASX 200 A-REIT Industry Index (AUD)", "ticker": "^AXPJ"},
"au_tech": {"name": "S&P/ASX 200 Info Tech Sector Index (AUD)", "ticker": "^AXIJ"},
"au_communications": {
"name": "S&P/ASX 200 Communications Sector Index (AUD)",
"ticker": "^AXTJ",
},
"au_utilities": {
"name": "S&P/ASX 200 Utilities Sector Index (AUD)",
"ticker": "^AXUJ",
},
"nz50": {"name": "S&P New Zealand 50 Index (NZD)", "ticker": "^nz50"},
"nz_small": {"name": "S&P/NZX Small Cap Index (NZD)", "ticker": "^NZSC"},
"kr_kospi": {"name": "KOSPI Composite Index (KRW)", "ticker": "^KS11"},
"jp_arca": {"name": "NYSE ARCA Japan Index (JPY)", "ticker": "^JPN"},
"jp_n225": {"name": "Nikkei 255 Index (JPY)", "ticker": "^N225"},
"jp_n300": {"name": "Nikkei 300 Index (JPY)", "ticker": "^N300"},
"jp_nknr": {"name": "Nikkei Avg Net TR Index (JPY)", "ticker": "^NKVI.OS"},
"jp_nkrc": {"name": "Nikkei Avg Risk Control Index (JPY)", "ticker": "^NKRC.OS"},
"jp_nklv": {"name": "Nikkei Avg Leverage Index (JPY)", "ticker": "^NKLV.OS"},
"jp_nkcc": {"name": "Nikkei Avg Covered Call Index (JPY)", "ticker": "^NKCC.OS"},
"jp_nkhd": {
"name": "Nikkei Avg High Dividend Yield Index (JPY)",
"ticker": "^NKHD.OS",
},
"jp_auto": {
"name": "Nikkei 500 Auto & Auto Parts Index (JPY)",
"ticker": "^NG17.OS",
},
"jp_fintech": {
"name": "Global Fintech Japan Hedged Index (JPY)",
"ticker": "^FDSFTPRJPY",
},
"jp_nkdh": {"name": "Nikkei Average USD Hedge Index (JPY)", "ticker": "^NKDH.OS"},
"jp_nkeh": {"name": "Nikkei Average EUR Hedge Index (JPY)", "ticker": "^NKEH.OS"},
"jp_ndiv": {
"name": "Nikkei Average Double Inverse Index (JPY)",
"ticker": "^NDIV.OS",
},
"cn_csi300": {"name": "China CSI 300 Index (CNY)", "ticker": "000300.SS"},
"cn_sse_comp": {"name": "SSE Composite Index (CNY)", "ticker": "000001.SS"},
"cn_sse_a": {"name": "SSE A Share Index (CNY)", "ticker": "000002.SS"},
"cn_szse_comp": {"name": "SZSE Component Index (CNY)", "ticker": "399001.SZ"},
"cn_szse_a": {"name": "SZSE A-Shares Index (CNY)", "ticker": "399107.SZ"},
"tw_twii": {"name": "TSEC Weighted Index (TWD)", "ticker": "^TWII"},
"tw_tcii": {"name": "TSEC Cement and Ceramics Subindex (TWD)", "ticker": "^TCII"},
"tw_tfii": {"name": "TSEC Foods Subindex (TWD)", "ticker": "^TFII"},
"tw_tfni": {"name": "TSEC Finance Subindex (TWD)", "ticker": "^TFNI"},
"tw_tpai": {"name": "TSEC Paper and Pulp Subindex (TWD)", "ticker": "^TPAI"},
"hk_hsi": {"name": "Hang Seng Index (HKD)", "ticker": "^HSI"},
"hk_utilities": {
"name": "Hang Seng Utilities Sector Index (HKD)",
"ticker": "^HSNU",
},
"hk_china": {
"name": "Hang Seng China-Affiliated Corporations Index (HKD)",
"ticker": "^HSCC",
},
"hk_finance": {"name": "Hang Seng Finance Sector Index (HKD)", "ticker": "^HSNF"},
"hk_properties": {
"name": "Hang Seng Properties Sector Index (HKD)",
"ticker": "^HSNP",
},
"hk_hko": {"name": "NYSE ARCA Hong Kong Options Index (USD)", "ticker": "^HKO"},
"hk_titans30": {
"name": "Dow Jones Hong Kong Titans 30 Index (HKD)",
"ticker": "^XLHK",
},
"id_jkse": {"name": "Jakarta Composite Index (IDR)", "ticker": "^JKSE"},
"id_lq45": {
"name": "Indonesia Stock Exchange LQ45 Index (IDR)",
"ticker": "^JKLQ45",
},
"my_klci": {"name": "FTSE Kuala Lumpur Composite Index (MYR)", "ticker": "^KLSE"},
"ph_psei": {"name": "Philippine Stock Exchange Index (PHP)", "ticker": "PSEI.PS"},
"sg_sti": {"name": "STI Singapore Index (SGD)", "ticker": "^STI"},
"th_set": {"name": "Thailand SET Index (THB)", "ticker": "^SET.BK"},
"sp_energy_ig": {
"name": "S&P 500 Energy (Industry Group) Index",
"ticker": "^SP500-1010",
},
"sp_energy_equipment": {
"name": "S&P 500 Energy Equipment & Services Industry Index",
"ticker": "^SP500-101010",
},
"sp_energy_oil": {
"name": "S&P 500 Oil, Gas & Consumable Fuels Industry Index",
"ticker": "^SP500-101020",
},
"sp_materials_sector": {
"name": "S&P 500 Materials Sector Index",
"ticker": "^SP500-15",
},
"sp_materials_ig": {
"name": "S&P 500 Materials (Industry Group) Index",
"ticker": "^SP500-1510",
},
"sp_materials_construction": {
"name": "S&P 500 Construction Materials Industry Index",
"ticker": "^SP500-151020",
},
"sp_materials_metals": {
"name": "S&P 500 Mining & Metals Industry Index",
"ticker": "^SP500-151040",
},
"sp_industrials_sector": {
"name": "S&P 500 Industrials Sector Index",
"ticker": "^SP500-20",
},
"sp_industrials_goods_ig": {
"name": "S&P 500 Capital Goods (Industry Group) Index",
"ticker": "^SP500-2010",
},
"sp_industrials_aerospace": {
"name": "S&P 500 Aerospace & Defense Industry Index",
"ticker": "^SP500-201010",
},
"sp_industrials_building": {
"name": "S&P 500 Building Products Industry Index",
"ticker": "^SP500-201020",
},
"sp_industrials_construction": {
"name": "S&P 500 Construction & Engineering Industry Index",
"ticker": "^SP500-201030",
},
"sp_industrials_electrical": {
"name": "S&P 500 Electrical Equipment Industry Index",
"ticker": "^SP500-201040",
},
"sp_industrials_conglomerates": {
"name": "S&P 500 Industrial Conglomerates Industry Index",
"ticker": "^SP500-201050",
},
"sp_industrials_machinery": {
"name": "S&P 500 Machinery Industry Index",
"ticker": "^SP500-201060",
},
"sp_industrials_distributors": {
"name": "S&P 500 Trading Companies & Distributors Industry Index",
"ticker": "^SP500-201070",
},
"sp_industrials_services_ig": {
"name": "S&P 500 Commercial & Professional Services (Industry Group) Index",
"ticker": "^SP500-2020",
},
"sp_industrials_services_supplies": {
"name": "S&P 500 Commercial Services & Supplies Industry Index",
"ticker": "^SP500-202010",
},
"sp_industrials_transport_ig": {
"name": "S&P 500 Transportation (Industry Group) Index",
"ticker": "^SP500-2030",
},
"sp_industrials_transport_air": {
"name": "S&P 500 Air Freight & Logistics Industry",
"ticker": "^SP500-203010",
},
"sp_industrials_transport_airlines": {
"name": "S&P 500 Airlines Industry Index",
"ticker": "^SP500-203020",
},
"sp_industrials_transport_ground": {
"name": "S&P 500 Road & Rail Industry Index",
"ticker": "^SP500-203040",
},
"sp_discretionary_sector": {
"name": "S&P 500 Consumer Discretionary Index",
"ticker": "^SP500-25",
},
"sp_discretionary_autos-ig": {
"name": "S&P 500 Automobiles and Components (Industry Group) Index",
"ticker": "^SP500-2510",
},
"sp_discretionary_auto_components": {
"name": "S&P 500 Auto Components Industry Index",
"ticker": "^SP500-251010",
},
"sp_discretionary_autos": {
"name": "S&P 500 Automobiles Industry Index",
"ticker": "^SP500-251020",
},
"sp_discretionary_durables_ig": {
"name": "S&P 500 Consumer Durables & Apparel (Industry Group) Index",
"ticker": "^SP500-2520",
},
"sp_discretionary_durables_household": {
"name": "S&P 500 Household Durables Industry Index",
"ticker": "^SP500-252010",
},
"sp_discretionary_leisure": {
"name": "S&P 500 Leisure Products Industry Index",
"ticker": "^SP500-252020",
},
"sp_discretionary_textiles": {
"name": "S&P 500 Textiles, Apparel & Luxury Goods Industry Index",
"ticker": "^SP500-252030",
},
"sp_discretionary_services_consumer": {
"name": "S&P 500 Consumer Services (Industry Group) Index",
"ticker": "^SP500-2530",
},
"sp_staples_sector": {
"name": "S&P 500 Consumer Staples Sector Index",
"ticker": "^SP500-30",
},
"sp_staples_retail_ig": {
"name": "S&P 500 Food & Staples Retailing (Industry Group) Index",
"ticker": "^SP500-3010",
},
"sp_staples_food_ig": {
"name": "S&P 500 Food Beverage & Tobacco (Industry Group) Index",
"ticker": "^SP500-3020",
},
"sp_staples_beverages": {
"name": "S&P 500 Beverages Industry Index",
"ticker": "^SP500-302010",
},
"sp_staples_products_food": {
"name": "S&P 500 Food Products Industry Index",
"ticker": "^SP500-302020",
},
"sp_staples_tobacco": {
"name": "S&P 500 Tobacco Industry Index",
"ticker": "^SP500-302030",
},
"sp_staples_household_ig": {
"name": "S&P 500 Household & Personal Products (Industry Group) Index",
"ticker": "^SP500-3030",
},
"sp_staples_products_household": {
"name": "S&P 500 Household Products Industry Index",
"ticker": "^SP500-303010",
},
"sp_staples_products_personal": {
"name": "S&P 500 Personal Products Industry Index",
"ticker": "^SP500-303020",
},
"sp_health_sector": {
"name": "S&P 500 Health Care Sector Index",
"ticker": "^SP500-35",
},
"sp_health_equipment": {
"name": "S&P 500 Health Care Equipment & Services (Industry Group) Index",
"ticker": "^SP500-3510",
},
"sp_health_supplies": {
"name": "S&P 500 Health Care Equipment & Supplies Industry Index",
"ticker": "^SP500-351010",
},
"sp_health_providers": {
"name": "S&P 500 Health Care Providers & Services Industry Index",
"ticker": "^SP500-351020",
},
"sp_health_sciences": {
"name": "S&P 500 Pharmaceuticals, Biotechnology & Life Sciences (Industry Group) Index",
"ticker": "^SP500-3520",
},
"sp_health_biotech": {
"name": "S&P 500 Biotechnology Industry Index",
"ticker": "^SP500-352010",
},
"sp_health_pharma": {
"name": "S&P 500 Pharmaceuticals Industry Index",
"ticker": "^SP500-352020",
},
"sp_financials_sector": {
"name": "S&P 500 Financials Sector Index",
"ticker": "^SP500-40",
},
"sp_financials_diversified_ig": {
"name": "S&P 500 Diversified Financials (Industry Group) Index",
"ticker": "^SP500-4020",
},
"sp_financials_services": {
"name": "S&P 500 Diversified Financial Services Industry Index",
"ticker": "^SP500-402010",
},
"sp_financials_consumer": {
"name": "S&P 500 Consumer Finance Industry Index",
"ticker": "^SP500-402020",
},
"sp_financials_capital": {
"name": "S&P 500 Capital Markets Industry Index",
"ticker": "^SP500-402030",
},
"sp_it_sector": {
"name": "S&P 500 IT Sector Index",
"ticker": "^SP500-45",
},
"sp_it_saas_ig": {
"name": "S&P 500 Software and Services (Industry Group) Index",
"ticker": "^SP500-4510",
},
"sp_it_software": {
"name": "S&P 500 Software Industry Index",
"ticker": "^SP500-451030",
},
"sp_it_hardware": {
"name": "S&P 500 Technology Hardware Equipment (Industry Group) Index",
"ticker": "^SP500-4520",
},
"sp_it_semi": {
"name": "S&P 500 Semiconductor & Semiconductor Equipment Industry",
"ticker": "^SP500-453010",
},
"sp_communications_sector": {
"name": "S&P 500 Communications Sector Index",
"ticker": "^SP500-50",
},
"sp_communications_telecom": {
"name": "S&P 500 Diversified Telecommunications Services Industry Index",
"ticker": "^SP500-501010",
},
"sp_utilities_sector": {
"name": "S&P 500 Utilities Sector Index",
"ticker": "^SP500-55",
},
"sp_utilities_electricity": {
"name": "S&P 500 Electric Utilities Index",
"ticker": "^SP500-551010",
},
"sp_utilities_multis": {
"name": "S&P 500 Multi-Utilities Industry Index",
"ticker": "^SP500-551030",
},
"sp_re_sector": {
"name": "S&P 500 Real Estate Sector Index",
"ticker": "^SP500-60",
},
"sp_re_ig": {
"name": "S&P 500 Real Estate (Industry Group) Index",
"ticker": "^SP500-6010",
},
"sphyda": {"name": "S&P High Yield Aristocrats Index", "ticker": "^SPHYDA"},
"dow_djt": {"name": "Dow Jones Transportation Average Index", "ticker": "^DJT"},
"dow_dju": {"name": "Dow Jones Utility Average Index", "ticker": "^DJU"},
"dow_rci": {"name": "Dow Jones Composite All REIT Index", "ticker": "^RCI"},
"reit_fnar": {"name": "FTSE Nareit All Equity REITs Index", "ticker": "^FNAR"},
"nq_ixch": {"name": "NASDAQ Health Care Index", "ticker": "^IXCH"},
"nq_nbi": {"name": "NASDAQ Biotech Index", "ticker": "^NBI"},
"nq_tech": {"name": "NASDAQ 100 Technology Sector Index", "ticker": "^NDXT"},
"nq_ex_tech": {"name": "NASDAQ 100 Ex-Tech Sector Index", "ticker": "^NDXX"},
"nq_ixtc": {"name": "NASDAQ Telecommunications Index", "ticker": "^IXTC"},
"nq_inds": {"name": "NASDAQ Industrial Index", "ticker": "^INDS"},
"nq_ixco": {"name": "NASDAQ Computer Index", "ticker": "^INCO"},
"nq_bank": {"name": "NASDAQ Bank Index", "ticker": "^BANK"},
"nq_bkx": {"name": "KBW NASDAQ Bank Index", "ticker": "^BKX"},
"nq_krx": {"name": "KBW NASDAQ Regional Bank Index", "ticker": "^KRX"},
"nq_kix": {"name": "KBW NASDAQ Insurance Index", "ticker": "^KIX"},
"nq_ksx": {"name": "KBW NASDAQ Capital Markets Index", "ticker": "^KSX"},
"nq_tran": {"name": "NASDAQ Transportation Index", "ticker": "^TRAN"},
"ice_auto": {"name": "ICE FactSet Global NextGen Auto Index", "ticker": "^ICEFSNA"},
"ice_comm": {
"name": "ICE FactSet Global NextGen Communications Index",
"ticker": "^ICEFSNC",
},
"nyse_nyl": {"name": "NYSE World Leaders Index", "ticker": "^NYL"},
"nyse_nyi": {"name": "NYSE International 100 Index", "ticker": "^NYI"},
"nyse_nyy": {"name": "NYSE TMT Index", "ticker": "^NYY"},
"nyse_fang": {"name": "NYSE FANG+TM index", "ticker": "^NYFANG"},
"arca_xmi": {"name": "NYSE ARCA Major Market Index", "ticker": "^XMI"},
"arca_xbd": {"name": "NYSE ARCA Securities Broker/Dealer Index", "ticker": "^XBD"},
"arca_xii": {"name": "NYSE ARCA Institutional Index", "ticker": "^XII"},
"arca_xoi": {"name": "NYSE ARCA Oil and Gas Index", "ticker": "^XOI"},
"arca_xng": {"name": "NYSE ARCA Natural Gas Index", "ticker": "^XNG"},
"arca_hui": {"name": "NYSE ARCA Gold Bugs Index", "ticker": "^HUI"},
"arca_ixb": {"name": "NYSE Materials Select Sector Index", "ticker": "^IXB"},
"arca_drg": {"name": "NYSE ARCA Phramaceutical Index", "ticker": "^DRG"},
"arca_btk": {"name": "NYSE ARCA Biotech Index", "ticker": "^BKT"},
"arca_pse": {"name": "NYSE ARCA Tech 100 Index", "ticker": "^PSE"},
"arca_nwx": {"name": "NYSE ARCA Networking Index", "ticker": "^NWX"},
"arca_xci": {"name": "NYSE ARCA Computer Tech Index", "ticker": "^XCI"},
"arca_xal": {"name": "NYSE ARCA Airline Index", "ticker": "^XAL"},
"arca_xtc": {"name": "NYSE ARCA N.A. Telecom Industry Index", "ticker": "^XTC"},
"phlx_sox": {"name": "PHLX Semiconductor Index", "ticker": "^SOX"},
"phlx_xau": {"name": "PHLX Gold/Silver Index", "ticker": "^XAU"},
"phlx_hgx": {"name": "PHLX Housing Sector Index", "ticker": "^HGX"},
"phlx_osx": {"name": "PHLX Oil Services Sector Index", "ticker": "^OSX"},
"phlx_uty": {"name": "PHLX Utility Sector Index", "ticker": "^UTY"},
"w5klcg": {"name": "Wilshire US Large Cap Growth Index", "ticker": "^W5KLCG"},
"w5klcv": {"name": "Wilshire US Large Cap Value Index", "ticker": "^W5KLCV"},
"reit_wgreit": {"name": "Wilshire Global REIT Index", "ticker": "^WGREIT"},
"reit_wgresi": {
"name": "Wilshire Global Real Estate Sector Index",
"ticker": "^WGRESI",
},
"reit_wilreit": {"name": "Wilshire US REIT Index", "ticker": "^WILREIT"},
"reit_wilresi": {
"name": "Wilshire US Real Estate Security Index",
"ticker": "^WILRESI",
},
"cboe_bxm": {"name": "CBOE Buy-Write Monthly Index", "ticker": "^BXM"},
"cboe_vix": {"name": "CBOE S&P 500 Volatility Index", "ticker": "^VIX"},
"cboe_vix9d": {"name": "CBOE S&P 500 9-Day Volatility Index", "ticker": "^VIX9D"},
"cboe_vix3m": {"name": "CBOE S&P 500 3-Month Volatility Index", "ticker": "^VIX3M"},
"cboe_vin": {"name": "CBOE Near-Term VIX Index", "ticker": "^VIN"},
"cboe_vvix": {"name": "CBOE VIX Volatility Index", "ticker": "^VVIX"},
"cboe_shortvol": {"name": "CBOE Short VIX Futures Index", "ticker": "^SHORTVOL"},
"cboe_skew": {"name": "CBOE Skew Index", "ticker": "^SKEW"},
"cboe_vxn": {"name": "CBOE NASDAQ 100 Volatility Index", "ticker": "^VXN"},
"cboe_gvz": {"name": "CBOE Gold Volatility Index", "ticker": "^GVZ"},
"cboe_ovx": {"name": "CBOE Crude Oil Volatility Index", "ticker": "^OVX"},
"cboe_tnx": {"name": "CBOE Interest Rate 10 Year T-Note", "ticker": "^TNX"},
"cboe_tyx": {"name": "CBOE 30 year Treasury Yields", "ticker": "^TYX"},
"cboe_irx": {"name": "CBOE 13 Week Treasury Bill", "ticker": "^IRX"},
"cboe_evz": {"name": "CBOE Euro Currency Volatility Index", "ticker": "^EVZ"},
"cboe_rvx": {"name": "CBOE Russell 2000 Volatility Index", "ticker": "^RVX"},
"move": {"name": "ICE BofAML Move Index", "ticker": "^MOVE"},
"dxy": {"name": "US Dollar Index", "ticker": "DX-Y.NYB"},
"crypto200": {"name": "CMC Crypto 200 Index by Solacti", "ticker": "^CMC200"},
}
@log_start_end(log=logger)
def get_index(
index: str,
interval: str = "1d",
start_date: Optional[str] = None,
end_date: Optional[str] = None,
column: str = "Adj Close",
) -> pd.Series:
"""Obtain data on any index [Source: Yahoo Finance]
Parameters
----------
index: str
The index you wish to collect data for.
start_date : Optional[str]
the selected country
end_date : Optional[str]
The currency you wish to convert the data to.
interval : str
Valid intervals: 1m, 2m, 5m, 15m, 30m, 60m, 90m, 1h, 1d, 5d, 1wk, 1mo or 3mo
Intraday data cannot extend last 60 days
column : str
The column you wish to select, by default this is Adjusted Close.
Returns
-------
pd.Series
A series with the requested index
"""
ticker = INDICES[index.lower()]["ticker"] if index.lower() in INDICES else index
try:
if start_date:
datetime.strptime(str(start_date), "%Y-%m-%d")
if end_date:
datetime.strptime(str(end_date), "%Y-%m-%d")
except ValueError:
console.print("[red]Please format date as YYYY-MM-DD[/red]\n")
return pd.Series(dtype="object")
index_data = yf.download(
ticker,
start=start_date,
end=end_date,
interval=interval,
progress=False,
ignore_tz=True,
)
if column not in index_data.columns:
console.print(
f"The chosen column is not available for {ticker}. Please choose "
f"between: {', '.join(index_data.columns)}\n"
)
return pd.Series(dtype="float64")
if index_data.empty or len(index_data) < 2:
console.print(
f"The chosen index {ticker}, returns no data. Please check if "
f"there is any data available.\n"
)
return pd.Series(dtype="float64")
return index_data[column]
@log_start_end(log=logger)
def get_available_indices() -> Dict[str, Dict[str, str]]:
"""Get available indices
Returns
-------
Dict[str, Dict[str, str]]
Dictionary with available indices and respective detail
"""
return INDICES
@log_start_end(log=logger)
def get_indices(
indices: list,
interval: str = "1d",
start_date: Optional[int] = None,
end_date: Optional[int] = None,
column: str = "Adj Close",
returns: bool = False,
) -> pd.DataFrame:
"""Get data on selected indices over time [Source: Yahoo Finance]
Parameters
----------
indices: list
A list of indices to get data. Available indices can be accessed through economy.available_indices().
interval: str
Valid intervals: 1m,2m,5m,15m,30m,60m,90m,1h,1d,5d,1wk,1mo,3mo
Intraday data cannot extend last 60 days
start_date : str
The starting date, format "YEAR-MONTH-DAY", i.e. 2010-12-31.
end_date : str
The end date, format "YEAR-MONTH-DAY", i.e. 2020-06-05.
column : str
Which column to load in, by default "Adjusted Close".
returns: bool
Flag to show cumulative returns on index
Returns
-------
pd.Dataframe
Dataframe with historical data on selected indices.
Examples
--------
>>> from openbb_terminal.sdk import openbb
>>> openbb.economy.available_indices()
>>> openbb.economy.index(["^GSPC", "sp400"])
"""
indices_data: pd.DataFrame = pd.DataFrame()
for index in indices:
indices_data[index] = get_index(index, interval, start_date, end_date, column)
if returns:
indices_data = indices_data.pct_change().dropna()
indices_data = indices_data + 1
indices_data = indices_data.cumprod()
return indices_data
@log_start_end(log=logger)
def get_search_indices(keyword: list) -> pd.DataFrame:
"""Search indices by keyword. [Source: FinanceDatabase]
Parameters
----------
keyword: list
The keyword you wish to search for. This can include spaces.
Returns
-------
pd.Dataframe
Dataframe with the available options.
"""
keyword_adjusted = (
keyword.replace(",", " ") if isinstance(keyword, str) else " ".join(keyword) # type: ignore
)
indices = fd.Indices()
queried_indices = indices.search(name=keyword_adjusted, exclude_exchanges=True)
queried_indices = pd.concat(
[
queried_indices,
indices.search(index=keyword_adjusted),
]
)
queried_indices = queried_indices.drop_duplicates()
return keyword_adjusted, queried_indices
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