stockdaq.data.yfinance_downloader.yfinanceDownloader

class stockdaq.data.yfinance_downloader.yfinanceDownloader(apikey='')

Bases: stockdaq.data.downloader.Downloader

Downloader using yfinance

dataframe

The obtained data. Update using getters.

Type

pandas.core.frame.DataFrame

__init__(apikey='')

Constructor

Parameters

apikey (str) – Dummy keyholder

Methods

__init__([apikey])

Constructor

download(symbol[, frequency])

Get data from API

export([criterion, prefix, suffix, …])

Export self.dataframe to hdf5 files, names derive from criterion.

formatter(datadump)

Convert Alpha Vantage dataframe to standard stockdaq format

get_data(symbol[, frequency, …])

Get intraday data, set self.dataframe
download(symbol, frequency='intraday', **kwargs)

Get data from API

Parameters

  • symbol (str) – Stock symbol

  • frequency (str, optional) – “intraday”, “daily”, “weekly”, “monthly”.

  • **kwargs – Keyword arguments passed to the getter methods.

export(criterion='date', prefix='', suffix='', extension='.h5', conflict='merge', mergehow='keep old')

Export self.dataframe to hdf5 files, names derive from criterion.

Parameters

  • criterion (str, optional) – Data in same file has same “date” or “year”. Defaults to date.

  • prefix (str, optional) – Prefix to the filename.

  • suffix (str, optional) – suffix to the filename, before the extension.

  • extension (str, optional) – Extension of the files. Defaults to “.h5”.

  • conflict (str, optional) – How to resolve conflicts. options are [“merge”, “overwrite”, “ignore”]. “merge”: append non-duplicating data to the existing datafile. “overwrite”: replace the existing file. “ignore”: don’t do anything.

  • mergehow (str, optional) – Only effective when conflict == “merge”. “keep old”: If there are duplicated indexes, keep old data. “update”: If there are duplicated indexes, keep new data.

formatter(datadump)

Convert Alpha Vantage dataframe to standard stockdaq format

Parameters

datadump (pandas.core.frame.DataFrame) – Dataframe from Alpha Vantage.

Returns

dataframe – Formated dataframe.

Return type

pandas.core.frame.DataFrame

get_data(symbol, frequency='intraday', yfinance_download_kwargs={})

Get intraday data, set self.dataframe

Parameters

  • symbol (str) – Stock symbol

  • frequency (str, optional) – “intraday”, “daily”, “weekly”, “monthly”.

  • yfinance_download_kwargs (dict, optional) – Keyword arguments that passes to yfinance.download()

Returns

The intraday data.

Return type

pandas.core.frame.DataFrame