yfinhanced v0.1.11

A simple asyncronous wrapper around the public yahoo finance API

While the yahoo finance website is clunky and basic - underlying it is a very powerful API that is primarily powered by refinitiv data. Many python packages have attempted to implement wrappers around this API, however they fall short for one of two reasons. Either they don’t expose all of the available endpoints of the API, or they are syncronous / rely on threading which is less efficient for IO bound tasks.

yfinhanced attempts to solve both of these issues by providing access to the full range of endpoints, and using pythons modern asyncronous support in asyncio and aiohttp. As a result, this package is extremely fast and feature complete.

You can find the full documentation at: https://me-64.github.io/yfinhanced

>>> from yfinhanced import YFClient
>>> yf = YFClient()
>>> await yf.connect()
>>> quote = await yf.get_quote(['AAPL', 'BTC-USD', 'BYND220401C00030000', 'GC=F', 'AZN.L'])
>>> print(quote['AAPL'])
{'language': 'en-US',
'region': 'US',
'quoteType': 'EQUITY',
'typeDisp': 'Equity',
'quoteSourceName': 'Nasdaq Real Time Price',
'triggerable': True,
'customPriceAlertConfidence': 'HIGH',
'currency': 'USD',
'exchange': 'NMS',
'shortName': 'Apple Inc.',
'longName': 'Apple Inc.',
'messageBoardId': 'finmb_24937',
'exchangeTimezoneName': 'America/New_York',
'exchangeTimezoneShortName': 'EDT',
'gmtOffSetMilliseconds': -14400000,
'market': 'us_market',
'esgPopulated': False,
'fullExchangeName': 'NasdaqGS',
'financialCurrency': 'USD',
'regularMarketOpen': 167.99,
'averageDailyVolume3Month': 93351350,
'averageDailyVolume10Day': 97387620,
'fiftyTwoWeekLowChange': 51.429993,
'fiftyTwoWeekLowChangePercent': 0.43269387,
'fiftyTwoWeekRange': '118.86 - 182.94',
'fiftyTwoWeekHighChange': -12.650009,
'fiftyTwoWeekHighChangePercent': -0.06914841,
'fiftyTwoWeekLow': 118.86,
'fiftyTwoWeekHigh': 182.94,
'dividendDate': 1644451200,
'earningsTimestamp': 1643301000,
'earningsTimestampStart': 1651003200,
'earningsTimestampEnd': 1651521600,
'trailingAnnualDividendRate': 0.865,
'trailingPE': 28.310888,
'trailingAnnualDividendYield': 0.0051238,
'epsTrailingTwelveMonths': 6.015,
'epsForward': 6.56,
'epsCurrentYear': 6.16,
'priceEpsCurrentYear': 27.64448,
'sharesOutstanding': 16319399936,
'bookValue': 4.402,
'fiftyDayAverage': 166.388,
'fiftyDayAverageChange': 3.9019928,
'fiftyDayAverageChangePercent': 0.023451166,
'twoHundredDayAverage': 154.8563,
'twoHundredDayAverageChange': 15.433701,
'twoHundredDayAverageChangePercent': 0.099664666,
'marketCap': 2779030487040,
'forwardPE': 25.958841,
'priceToBook': 38.68469,
'sourceInterval': 15,
'exchangeDataDelayedBy': 0,
'firstTradeDateMilliseconds': 345479400000,
'priceHint': 2,
'regularMarketChange': 1.469986,
'regularMarketChangePercent': 0.87074155,
'regularMarketTime': 1648046328,
'regularMarketPrice': 170.29,
'regularMarketDayHigh': 170.76,
'regularMarketDayRange': '167.65 - 170.76',
'regularMarketDayLow': 167.65,
'regularMarketVolume': 24929352,
'regularMarketPreviousClose': 168.82,
'bid': 170.08,
'ask': 170.13,
'bidSize': 12,
'askSize': 8,
'marketState': 'REGULAR',
'pageViewGrowthWeekly': -0.10239728,
'averageAnalystRating': '1.8 - Buy',
'tradeable': False,
'displayName': 'Apple'}

Introduction

API Documentation

class yfinhanced.YFClient
async connect(limit=2)
Parameters

limit (int | None) – The maximum number of simultaneously open connections. If none then there is no maximum limit

Return type

None

async disconnect()

close the client session

Return type

None

async get_price_history(symbols, interval, start, end, adjust=True, prepost=False)

interval: 1m, 2m, 5m, 15m, 30m, 60m, 90m, 1h, 1h, 1d, 5d, 1wk, 1mo, 3mo adjust can only work for intraday todo: workout what adjustment intraday actually does do (find a symbol that has recent one) volume seems to only populate in normal market hours start and end must be datetimes with timezones

if a ticker isn’t found, it won’t be returned in the data set if no tickers are found; empty dataset is returned

async get_quote(symbols, fields=None)
Parameters

  • symbols (str | list) – The yahoo finance symbols to get data for

  • fields (Optional[Union[str, list]]) – The yahoo finance fields to get data for. If not specified, it will return all available fields for the given instrument

Returns

A dictionary where the keys are the symbols, and the values are a dictionary of key value pairs for each field. Note: Even when a subset of fields is specified - the yahoo finance API will always return certain fields (i.e. timestamp, symbol)

Return type

dict

Parameters

  • regions (str | list[str]) – which country to get trending tickers from

  • count (int) – how many tickers to retrieve

Returns

Dictionary with keys as regions, and values as lists of symbols

Return type

dict