finagg.yfinance package

Subpackages

• finagg.yfinance.feat package
  • Module contents
    • daily
    • prices
    • Daily
      • Daily.from_api()
      • Daily.from_raw()
      • Daily.from_refined()
      • Daily.get_candidate_ticker_set()
      • Daily.get_ticker_set()
      • Daily.install()
      • Daily.to_refined()
      • Daily.update()
    • Prices
      • Prices.from_raw()
      • Prices.get_ticker_set()
      • Prices.install()
      • Prices.to_raw()
      • Prices.update()

Submodules

finagg.yfinance.api module

Simple wrappers for Yahoo! Finance.

finagg.yfinance.api.get(ticker: str, /, *, start: None | str = None, end: None | str = None, interval: str = '1d', period: str = 'max') → DataFrame

Get a ticker’s stock price history.

Does a simple transform on Yahoo! Finance’s ticker API dataframe result to be a bit more consistent with other API implementations.

Parameters:

• ticker – Company ticker to get historical price data for.

• start – Start date for stock price history. Defaults to the first recorded date.

• end – End date for stock price history. Defaults to the last recorded date.

• interval – Frequency at which stock price history is grabbed.

• period – Time period to get in the past. "max" returns the full stock price history and the default.

Returns:

Yahoo! Finance auto-adjusted stock price history with slightly different (more normalized) column names.

Examples

>>> finagg.yfinance.api.get("AAPL").head(5)  
         date    open    high     low   close     volume ticker
0  1980-12-12  0.0997  0.1002  0.0997  0.0997  469033600   AAPL
1  1980-12-15  0.0950  0.0950  0.0945  0.0945  175884800   AAPL
2  1980-12-16  0.0880  0.0880  0.0876  0.0876  105728000   AAPL
3  1980-12-17  0.0897  0.0902  0.0897  0.0897   86441600   AAPL
4  1980-12-18  0.0924  0.0928  0.0924  0.0924   73449600   AAPL

finagg.yfinance.sql module

Yahoo! finance SQLAlchemy interfaces.

finagg.yfinance.sql.metadata

The metadata associated with all SQL tables defined in this module.

finagg.yfinance.sql.prices

SQL table for storing raw data as managed by finagg.yfinance.feat.prices (an alias for finagg.yfinance.feat.Prices).

finagg.yfinance.sql.daily

SQL table for storing refined data as managed by finagg.yfinance.feat.daily (an alias for finagg.yfinance.feat.Daily).

Module contents

Top-level yfinance interface.