YFinanceDataProvider

class qf_lib.data_providers.yfinance.yfinance_data_provider.YFinanceDataProvider(timer: Optional[Timer] = None)

Bases: AbstractPriceDataProvider

Data Provider using the yfinance library to provide historical data of various frequencies.

Parameters:

timer (Timer) – Might be either SettableTimer or RealTimer depending on the use case. If no parameter is passed, a default RealTimer object will be used.

Methods:

get_history(tickers, fields, start_date[, ...])	Gets historical attributes (fields) of different securities (tickers).
price_field_to_str_map(*args)	Method has to be implemented in each data provider in order to be able to use get_price.
supported_ticker_types()	Returns classes of tickers which are supported by this DataProvider.

get_history(tickers: Union[YFinanceTicker, Sequence[YFinanceTicker]], fields: Union[None, str, Sequence[str]], start_date: datetime, end_date: datetime = None, frequency: Frequency = None, look_ahead_bias: bool = False, auto_adjust: bool = True, **kwargs) → Union[QFSeries, QFDataFrame, QFDataArray]

Gets historical attributes (fields) of different securities (tickers).

Parameters:

• tickers (YFinanceTicker, Sequence[YFinanceTicker]) – tickers for securities which should be retrieved

• fields (None, str, Sequence[str]) – fields of securities which should be retrieved.

• start_date (datetime) – date representing the beginning of historical period from which data should be retrieved

• end_date (datetime) – date representing the end of historical period from which data should be retrieved; if no end_date was provided, by default the current date will be used

• frequency (Frequency) – frequency of the data. This data provider supports Monthly, Weekly, Daily frequencies along with intraday frequencies at the following intervals: 60, 30, 15, 5 and 1 minute.

• look_ahead_bias (bool) – if set to False, the look-ahead bias will be taken care of to make sure no future data is returned

• auto_adjust (bool) – Adjust back all OHLC prices automatically. Default values is True.

Returns:

If possible the result will be squeezed, so that instead of returning a QFDataArray, data of lower dimensionality will be returned. The results will be either a QFDataArray (with 3 dimensions: date, ticker, field), a QFDataFrame (with 2 dimensions: date, ticker or field; it is also possible to get 2 dimensions ticker and field if single date was provided), a QFSeries (with 1 dimensions: date) or a float / str (in case if a single ticker, field and date were provided). If no data is available in the database or a non existing ticker was provided an empty structure (nan, QFSeries, QFDataFrame or QFDataArray) will be returned.

Return type:

QFSeries, QFDataFrame, QFDataArray, float, str

price_field_to_str_map(*args) → Dict[PriceField, str]

Method has to be implemented in each data provider in order to be able to use get_price. Returns dictionary containing mapping between PriceField and corresponding string that has to be used by get_history method to get appropriate type of price series.

Returns:

mapping between PriceFields and corresponding strings

Return type:

Dict[PriceField, str]

supported_ticker_types() → Set[Type[Ticker]]

Returns classes of tickers which are supported by this DataProvider.